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 |
6,956.5 |
6,946.0 |
-10.5 |
-0.2% |
6,869.0 |
High |
6,995.5 |
6,973.5 |
-22.0 |
-0.3% |
7,000.5 |
Low |
6,942.5 |
6,909.0 |
-33.5 |
-0.5% |
6,856.5 |
Close |
6,970.0 |
6,952.5 |
-17.5 |
-0.3% |
6,952.0 |
Range |
53.0 |
64.5 |
11.5 |
21.7% |
144.0 |
ATR |
125.2 |
120.8 |
-4.3 |
-3.5% |
0.0 |
Volume |
271 |
122 |
-149 |
-55.0% |
1,621 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,138.5 |
7,110.0 |
6,988.0 |
|
R3 |
7,074.0 |
7,045.5 |
6,970.2 |
|
R2 |
7,009.5 |
7,009.5 |
6,964.3 |
|
R1 |
6,981.0 |
6,981.0 |
6,958.4 |
6,995.3 |
PP |
6,945.0 |
6,945.0 |
6,945.0 |
6,952.1 |
S1 |
6,916.5 |
6,916.5 |
6,946.6 |
6,930.8 |
S2 |
6,880.5 |
6,880.5 |
6,940.7 |
|
S3 |
6,816.0 |
6,852.0 |
6,934.8 |
|
S4 |
6,751.5 |
6,787.5 |
6,917.0 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,368.3 |
7,304.2 |
7,031.2 |
|
R3 |
7,224.3 |
7,160.2 |
6,991.6 |
|
R2 |
7,080.3 |
7,080.3 |
6,978.4 |
|
R1 |
7,016.2 |
7,016.2 |
6,965.2 |
7,048.3 |
PP |
6,936.3 |
6,936.3 |
6,936.3 |
6,952.4 |
S1 |
6,872.2 |
6,872.2 |
6,938.8 |
6,904.3 |
S2 |
6,792.3 |
6,792.3 |
6,925.6 |
|
S3 |
6,648.3 |
6,728.2 |
6,912.4 |
|
S4 |
6,504.3 |
6,584.2 |
6,872.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,000.5 |
6,885.0 |
115.5 |
1.7% |
77.2 |
1.1% |
58% |
False |
False |
322 |
10 |
7,000.5 |
6,554.5 |
446.0 |
6.4% |
118.1 |
1.7% |
89% |
False |
False |
308 |
20 |
7,000.5 |
6,320.0 |
680.5 |
9.8% |
132.9 |
1.9% |
93% |
False |
False |
501 |
40 |
7,000.5 |
6,112.5 |
888.0 |
12.8% |
118.8 |
1.7% |
95% |
False |
False |
477 |
60 |
7,000.5 |
5,924.0 |
1,076.5 |
15.5% |
119.9 |
1.7% |
96% |
False |
False |
1,179 |
80 |
7,000.5 |
5,924.0 |
1,076.5 |
15.5% |
116.2 |
1.7% |
96% |
False |
False |
914 |
100 |
7,110.0 |
5,924.0 |
1,186.0 |
17.1% |
113.2 |
1.6% |
87% |
False |
False |
739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,247.6 |
2.618 |
7,142.4 |
1.618 |
7,077.9 |
1.000 |
7,038.0 |
0.618 |
7,013.4 |
HIGH |
6,973.5 |
0.618 |
6,948.9 |
0.500 |
6,941.3 |
0.382 |
6,933.6 |
LOW |
6,909.0 |
0.618 |
6,869.1 |
1.000 |
6,844.5 |
1.618 |
6,804.6 |
2.618 |
6,740.1 |
4.250 |
6,634.9 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
6,948.8 |
6,948.4 |
PP |
6,945.0 |
6,944.3 |
S1 |
6,941.3 |
6,940.3 |
|