Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,601.2 |
1,605.8 |
4.6 |
0.3% |
1,607.7 |
High |
1,608.8 |
1,622.0 |
13.2 |
0.8% |
1,629.7 |
Low |
1,592.1 |
1,603.0 |
10.9 |
0.7% |
1,605.3 |
Close |
1,606.6 |
1,619.2 |
12.6 |
0.8% |
1,622.8 |
Range |
16.7 |
19.0 |
2.3 |
13.8% |
24.4 |
ATR |
20.5 |
20.4 |
-0.1 |
-0.5% |
0.0 |
Volume |
91,311 |
102,052 |
10,741 |
11.8% |
398,477 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.7 |
1,664.5 |
1,629.7 |
|
R3 |
1,652.7 |
1,645.5 |
1,624.4 |
|
R2 |
1,633.7 |
1,633.7 |
1,622.7 |
|
R1 |
1,626.5 |
1,626.5 |
1,620.9 |
1,630.1 |
PP |
1,614.7 |
1,614.7 |
1,614.7 |
1,616.6 |
S1 |
1,607.5 |
1,607.5 |
1,617.5 |
1,611.1 |
S2 |
1,595.7 |
1,595.7 |
1,615.7 |
|
S3 |
1,576.7 |
1,588.5 |
1,614.0 |
|
S4 |
1,557.7 |
1,569.5 |
1,608.8 |
|
|
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% |
20.5 |
1.3% |
72% |
False |
False |
99,828 |
10 |
1,629.7 |
1,588.5 |
41.2 |
2.5% |
17.0 |
1.0% |
75% |
False |
False |
90,897 |
20 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
19.0 |
1.2% |
79% |
False |
False |
82,132 |
40 |
1,633.3 |
1,552.0 |
81.3 |
5.0% |
22.0 |
1.4% |
83% |
False |
False |
46,179 |
60 |
1,646.4 |
1,537.3 |
109.1 |
6.7% |
24.3 |
1.5% |
75% |
False |
False |
32,697 |
80 |
1,678.6 |
1,535.4 |
143.2 |
8.8% |
23.7 |
1.5% |
59% |
False |
False |
25,546 |
100 |
1,704.5 |
1,535.4 |
169.1 |
10.4% |
22.9 |
1.4% |
50% |
False |
False |
20,997 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.2 |
1.5% |
32% |
False |
False |
17,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,702.8 |
2.618 |
1,671.7 |
1.618 |
1,652.7 |
1.000 |
1,641.0 |
0.618 |
1,633.7 |
HIGH |
1,622.0 |
0.618 |
1,614.7 |
0.500 |
1,612.5 |
0.382 |
1,610.3 |
LOW |
1,603.0 |
0.618 |
1,591.3 |
1.000 |
1,584.0 |
1.618 |
1,572.3 |
2.618 |
1,553.3 |
4.250 |
1,522.3 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,617.0 |
1,615.2 |
PP |
1,614.7 |
1,611.1 |
S1 |
1,612.5 |
1,607.1 |
|