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 |
6,946.0 |
6,985.0 |
39.0 |
0.6% |
6,869.0 |
High |
6,973.5 |
7,018.0 |
44.5 |
0.6% |
7,000.5 |
Low |
6,909.0 |
6,937.0 |
28.0 |
0.4% |
6,856.5 |
Close |
6,952.5 |
6,992.5 |
40.0 |
0.6% |
6,952.0 |
Range |
64.5 |
81.0 |
16.5 |
25.6% |
144.0 |
ATR |
120.8 |
118.0 |
-2.8 |
-2.4% |
0.0 |
Volume |
122 |
202 |
80 |
65.6% |
1,621 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,225.5 |
7,190.0 |
7,037.1 |
|
R3 |
7,144.5 |
7,109.0 |
7,014.8 |
|
R2 |
7,063.5 |
7,063.5 |
7,007.4 |
|
R1 |
7,028.0 |
7,028.0 |
6,999.9 |
7,045.8 |
PP |
6,982.5 |
6,982.5 |
6,982.5 |
6,991.4 |
S1 |
6,947.0 |
6,947.0 |
6,985.1 |
6,964.8 |
S2 |
6,901.5 |
6,901.5 |
6,977.7 |
|
S3 |
6,820.5 |
6,866.0 |
6,970.2 |
|
S4 |
6,739.5 |
6,785.0 |
6,948.0 |
|
|
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 |
7,018.0 |
6,885.0 |
133.0 |
1.9% |
74.9 |
1.1% |
81% |
True |
False |
216 |
10 |
7,018.0 |
6,611.0 |
407.0 |
5.8% |
96.1 |
1.4% |
94% |
True |
False |
277 |
20 |
7,018.0 |
6,320.0 |
698.0 |
10.0% |
133.4 |
1.9% |
96% |
True |
False |
495 |
40 |
7,018.0 |
6,112.5 |
905.5 |
12.9% |
116.9 |
1.7% |
97% |
True |
False |
470 |
60 |
7,018.0 |
5,924.0 |
1,094.0 |
15.6% |
119.8 |
1.7% |
98% |
True |
False |
1,179 |
80 |
7,018.0 |
5,924.0 |
1,094.0 |
15.6% |
117.2 |
1.7% |
98% |
True |
False |
916 |
100 |
7,109.0 |
5,924.0 |
1,185.0 |
16.9% |
113.0 |
1.6% |
90% |
False |
False |
741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,362.3 |
2.618 |
7,230.1 |
1.618 |
7,149.1 |
1.000 |
7,099.0 |
0.618 |
7,068.1 |
HIGH |
7,018.0 |
0.618 |
6,987.1 |
0.500 |
6,977.5 |
0.382 |
6,967.9 |
LOW |
6,937.0 |
0.618 |
6,886.9 |
1.000 |
6,856.0 |
1.618 |
6,805.9 |
2.618 |
6,724.9 |
4.250 |
6,592.8 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
6,987.5 |
6,982.8 |
PP |
6,982.5 |
6,973.2 |
S1 |
6,977.5 |
6,963.5 |
|