Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
7,014.0 |
7,039.5 |
25.5 |
0.4% |
6,959.5 |
High |
7,050.0 |
7,087.0 |
37.0 |
0.5% |
7,050.0 |
Low |
7,003.0 |
7,012.0 |
9.0 |
0.1% |
6,885.0 |
Close |
7,035.5 |
7,035.0 |
-0.5 |
0.0% |
7,035.5 |
Range |
47.0 |
75.0 |
28.0 |
59.6% |
165.0 |
ATR |
113.7 |
110.9 |
-2.8 |
-2.4% |
0.0 |
Volume |
370 |
371 |
1 |
0.3% |
1,112 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,269.7 |
7,227.3 |
7,076.3 |
|
R3 |
7,194.7 |
7,152.3 |
7,055.6 |
|
R2 |
7,119.7 |
7,119.7 |
7,048.8 |
|
R1 |
7,077.3 |
7,077.3 |
7,041.9 |
7,061.0 |
PP |
7,044.7 |
7,044.7 |
7,044.7 |
7,036.5 |
S1 |
7,002.3 |
7,002.3 |
7,028.1 |
6,986.0 |
S2 |
6,969.7 |
6,969.7 |
7,021.3 |
|
S3 |
6,894.7 |
6,927.3 |
7,014.4 |
|
S4 |
6,819.7 |
6,852.3 |
6,993.8 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,485.2 |
7,425.3 |
7,126.3 |
|
R3 |
7,320.2 |
7,260.3 |
7,080.9 |
|
R2 |
7,155.2 |
7,155.2 |
7,065.8 |
|
R1 |
7,095.3 |
7,095.3 |
7,050.6 |
7,125.3 |
PP |
6,990.2 |
6,990.2 |
6,990.2 |
7,005.1 |
S1 |
6,930.3 |
6,930.3 |
7,020.4 |
6,960.3 |
S2 |
6,825.2 |
6,825.2 |
7,005.3 |
|
S3 |
6,660.2 |
6,765.3 |
6,990.1 |
|
S4 |
6,495.2 |
6,600.3 |
6,944.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,087.0 |
6,909.0 |
178.0 |
2.5% |
64.1 |
0.9% |
71% |
True |
False |
267 |
10 |
7,087.0 |
6,885.0 |
202.0 |
2.9% |
72.6 |
1.0% |
74% |
True |
False |
284 |
20 |
7,087.0 |
6,320.0 |
767.0 |
10.9% |
121.1 |
1.7% |
93% |
True |
False |
389 |
40 |
7,087.0 |
6,112.5 |
974.5 |
13.9% |
115.0 |
1.6% |
95% |
True |
False |
466 |
60 |
7,087.0 |
5,924.0 |
1,163.0 |
16.5% |
118.5 |
1.7% |
96% |
True |
False |
1,188 |
80 |
7,087.0 |
5,924.0 |
1,163.0 |
16.5% |
115.4 |
1.6% |
96% |
True |
False |
925 |
100 |
7,087.0 |
5,924.0 |
1,163.0 |
16.5% |
113.2 |
1.6% |
96% |
True |
False |
748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,405.8 |
2.618 |
7,283.4 |
1.618 |
7,208.4 |
1.000 |
7,162.0 |
0.618 |
7,133.4 |
HIGH |
7,087.0 |
0.618 |
7,058.4 |
0.500 |
7,049.5 |
0.382 |
7,040.7 |
LOW |
7,012.0 |
0.618 |
6,965.7 |
1.000 |
6,937.0 |
1.618 |
6,890.7 |
2.618 |
6,815.7 |
4.250 |
6,693.3 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
7,049.5 |
7,027.3 |
PP |
7,044.7 |
7,019.7 |
S1 |
7,039.8 |
7,012.0 |
|