Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,388.75 |
1,391.50 |
2.75 |
0.2% |
1,373.50 |
High |
1,392.75 |
1,396.75 |
4.00 |
0.3% |
1,383.00 |
Low |
1,384.00 |
1,387.50 |
3.50 |
0.3% |
1,343.00 |
Close |
1,391.00 |
1,393.50 |
2.50 |
0.2% |
1,382.00 |
Range |
8.75 |
9.25 |
0.50 |
5.7% |
40.00 |
ATR |
18.53 |
17.87 |
-0.66 |
-3.6% |
0.00 |
Volume |
2,376 |
1,042 |
-1,334 |
-56.1% |
13,837 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.25 |
1,416.25 |
1,398.50 |
|
R3 |
1,411.00 |
1,407.00 |
1,396.00 |
|
R2 |
1,401.75 |
1,401.75 |
1,395.25 |
|
R1 |
1,397.75 |
1,397.75 |
1,394.25 |
1,399.75 |
PP |
1,392.50 |
1,392.50 |
1,392.50 |
1,393.50 |
S1 |
1,388.50 |
1,388.50 |
1,392.75 |
1,390.50 |
S2 |
1,383.25 |
1,383.25 |
1,391.75 |
|
S3 |
1,374.00 |
1,379.25 |
1,391.00 |
|
S4 |
1,364.75 |
1,370.00 |
1,388.50 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.25 |
1,475.75 |
1,404.00 |
|
R3 |
1,449.25 |
1,435.75 |
1,393.00 |
|
R2 |
1,409.25 |
1,409.25 |
1,389.25 |
|
R1 |
1,395.75 |
1,395.75 |
1,385.75 |
1,402.50 |
PP |
1,369.25 |
1,369.25 |
1,369.25 |
1,372.75 |
S1 |
1,355.75 |
1,355.75 |
1,378.25 |
1,362.50 |
S2 |
1,329.25 |
1,329.25 |
1,374.75 |
|
S3 |
1,289.25 |
1,315.75 |
1,371.00 |
|
S4 |
1,249.25 |
1,275.75 |
1,360.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,396.75 |
1,353.25 |
43.50 |
3.1% |
14.00 |
1.0% |
93% |
True |
False |
2,669 |
10 |
1,396.75 |
1,343.00 |
53.75 |
3.9% |
17.25 |
1.2% |
94% |
True |
False |
2,477 |
20 |
1,396.75 |
1,314.25 |
82.50 |
5.9% |
18.00 |
1.3% |
96% |
True |
False |
2,208 |
40 |
1,396.75 |
1,296.00 |
100.75 |
7.2% |
18.50 |
1.3% |
97% |
True |
False |
1,811 |
60 |
1,396.75 |
1,250.00 |
146.75 |
10.5% |
18.75 |
1.3% |
98% |
True |
False |
1,409 |
80 |
1,396.75 |
1,250.00 |
146.75 |
10.5% |
17.00 |
1.2% |
98% |
True |
False |
1,137 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.1% |
15.50 |
1.1% |
93% |
False |
False |
937 |
120 |
1,404.00 |
1,250.00 |
154.00 |
11.1% |
13.50 |
1.0% |
93% |
False |
False |
783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,436.00 |
2.618 |
1,421.00 |
1.618 |
1,411.75 |
1.000 |
1,406.00 |
0.618 |
1,402.50 |
HIGH |
1,396.75 |
0.618 |
1,393.25 |
0.500 |
1,392.00 |
0.382 |
1,391.00 |
LOW |
1,387.50 |
0.618 |
1,381.75 |
1.000 |
1,378.25 |
1.618 |
1,372.50 |
2.618 |
1,363.25 |
4.250 |
1,348.25 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,393.00 |
1,392.00 |
PP |
1,392.50 |
1,390.50 |
S1 |
1,392.00 |
1,389.00 |
|