Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,612.6 |
1,601.2 |
-11.4 |
-0.7% |
1,607.7 |
High |
1,618.9 |
1,608.8 |
-10.1 |
-0.6% |
1,629.7 |
Low |
1,593.6 |
1,592.1 |
-1.5 |
-0.1% |
1,605.3 |
Close |
1,602.4 |
1,606.6 |
4.2 |
0.3% |
1,622.8 |
Range |
25.3 |
16.7 |
-8.6 |
-34.0% |
24.4 |
ATR |
20.7 |
20.5 |
-0.3 |
-1.4% |
0.0 |
Volume |
110,303 |
91,311 |
-18,992 |
-17.2% |
398,477 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,652.6 |
1,646.3 |
1,615.8 |
|
R3 |
1,635.9 |
1,629.6 |
1,611.2 |
|
R2 |
1,619.2 |
1,619.2 |
1,609.7 |
|
R1 |
1,612.9 |
1,612.9 |
1,608.1 |
1,616.1 |
PP |
1,602.5 |
1,602.5 |
1,602.5 |
1,604.1 |
S1 |
1,596.2 |
1,596.2 |
1,605.1 |
1,599.4 |
S2 |
1,585.8 |
1,585.8 |
1,603.5 |
|
S3 |
1,569.1 |
1,579.5 |
1,602.0 |
|
S4 |
1,552.4 |
1,562.8 |
1,597.4 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.5 |
1,682.0 |
1,636.2 |
|
R3 |
1,668.1 |
1,657.6 |
1,629.5 |
|
R2 |
1,643.7 |
1,643.7 |
1,627.3 |
|
R1 |
1,633.2 |
1,633.2 |
1,625.0 |
1,638.5 |
PP |
1,619.3 |
1,619.3 |
1,619.3 |
1,621.9 |
S1 |
1,608.8 |
1,608.8 |
1,620.6 |
1,614.1 |
S2 |
1,594.9 |
1,594.9 |
1,618.3 |
|
S3 |
1,570.5 |
1,584.4 |
1,616.1 |
|
S4 |
1,546.1 |
1,560.0 |
1,609.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,629.7 |
1,592.1 |
37.6 |
2.3% |
18.5 |
1.2% |
39% |
False |
True |
92,482 |
10 |
1,629.7 |
1,586.3 |
43.4 |
2.7% |
18.3 |
1.1% |
47% |
False |
False |
95,643 |
20 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
19.0 |
1.2% |
60% |
False |
False |
77,802 |
40 |
1,633.3 |
1,552.0 |
81.3 |
5.1% |
22.4 |
1.4% |
67% |
False |
False |
43,722 |
60 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
24.5 |
1.5% |
64% |
False |
False |
31,051 |
80 |
1,678.6 |
1,535.4 |
143.2 |
8.9% |
23.6 |
1.5% |
50% |
False |
False |
24,289 |
100 |
1,704.5 |
1,535.4 |
169.1 |
10.5% |
23.1 |
1.4% |
42% |
False |
False |
19,991 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.1 |
1.5% |
27% |
False |
False |
17,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,679.8 |
2.618 |
1,652.5 |
1.618 |
1,635.8 |
1.000 |
1,625.5 |
0.618 |
1,619.1 |
HIGH |
1,608.8 |
0.618 |
1,602.4 |
0.500 |
1,600.5 |
0.382 |
1,598.5 |
LOW |
1,592.1 |
0.618 |
1,581.8 |
1.000 |
1,575.4 |
1.618 |
1,565.1 |
2.618 |
1,548.4 |
4.250 |
1,521.1 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,604.6 |
1,610.2 |
PP |
1,602.5 |
1,609.0 |
S1 |
1,600.5 |
1,607.8 |
|