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 |
1,393.50 |
1,396.50 |
3.00 |
0.2% |
1,383.75 |
High |
1,398.50 |
1,408.50 |
10.00 |
0.7% |
1,396.75 |
Low |
1,390.00 |
1,394.50 |
4.50 |
0.3% |
1,380.50 |
Close |
1,396.50 |
1,406.00 |
9.50 |
0.7% |
1,395.25 |
Range |
8.50 |
14.00 |
5.50 |
64.7% |
16.25 |
ATR |
15.77 |
15.64 |
-0.13 |
-0.8% |
0.00 |
Volume |
3,705 |
2,578 |
-1,127 |
-30.4% |
9,829 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.00 |
1,439.50 |
1,413.75 |
|
R3 |
1,431.00 |
1,425.50 |
1,409.75 |
|
R2 |
1,417.00 |
1,417.00 |
1,408.50 |
|
R1 |
1,411.50 |
1,411.50 |
1,407.25 |
1,414.25 |
PP |
1,403.00 |
1,403.00 |
1,403.00 |
1,404.50 |
S1 |
1,397.50 |
1,397.50 |
1,404.75 |
1,400.25 |
S2 |
1,389.00 |
1,389.00 |
1,403.50 |
|
S3 |
1,375.00 |
1,383.50 |
1,402.25 |
|
S4 |
1,361.00 |
1,369.50 |
1,398.25 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.50 |
1,433.75 |
1,404.25 |
|
R3 |
1,423.25 |
1,417.50 |
1,399.75 |
|
R2 |
1,407.00 |
1,407.00 |
1,398.25 |
|
R1 |
1,401.25 |
1,401.25 |
1,396.75 |
1,404.00 |
PP |
1,390.75 |
1,390.75 |
1,390.75 |
1,392.25 |
S1 |
1,385.00 |
1,385.00 |
1,393.75 |
1,388.00 |
S2 |
1,374.50 |
1,374.50 |
1,392.25 |
|
S3 |
1,358.25 |
1,368.75 |
1,390.75 |
|
S4 |
1,342.00 |
1,352.50 |
1,386.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,408.50 |
1,385.75 |
22.75 |
1.6% |
10.50 |
0.8% |
89% |
True |
False |
2,592 |
10 |
1,408.50 |
1,353.25 |
55.25 |
3.9% |
12.25 |
0.9% |
95% |
True |
False |
2,630 |
20 |
1,408.50 |
1,314.25 |
94.25 |
6.7% |
16.75 |
1.2% |
97% |
True |
False |
2,267 |
40 |
1,408.50 |
1,296.00 |
112.50 |
8.0% |
17.75 |
1.3% |
98% |
True |
False |
2,020 |
60 |
1,408.50 |
1,250.00 |
158.50 |
11.3% |
18.00 |
1.3% |
98% |
True |
False |
1,590 |
80 |
1,408.50 |
1,250.00 |
158.50 |
11.3% |
17.25 |
1.2% |
98% |
True |
False |
1,297 |
100 |
1,408.50 |
1,250.00 |
158.50 |
11.3% |
15.50 |
1.1% |
98% |
True |
False |
1,056 |
120 |
1,408.50 |
1,250.00 |
158.50 |
11.3% |
13.75 |
1.0% |
98% |
True |
False |
891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,468.00 |
2.618 |
1,445.25 |
1.618 |
1,431.25 |
1.000 |
1,422.50 |
0.618 |
1,417.25 |
HIGH |
1,408.50 |
0.618 |
1,403.25 |
0.500 |
1,401.50 |
0.382 |
1,399.75 |
LOW |
1,394.50 |
0.618 |
1,385.75 |
1.000 |
1,380.50 |
1.618 |
1,371.75 |
2.618 |
1,357.75 |
4.250 |
1,335.00 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,404.50 |
1,403.75 |
PP |
1,403.00 |
1,401.50 |
S1 |
1,401.50 |
1,399.25 |
|