Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,396.50 |
1,406.75 |
10.25 |
0.7% |
1,395.00 |
High |
1,408.50 |
1,409.75 |
1.25 |
0.1% |
1,409.75 |
Low |
1,394.50 |
1,403.75 |
9.25 |
0.7% |
1,387.25 |
Close |
1,406.00 |
1,408.25 |
2.25 |
0.2% |
1,408.25 |
Range |
14.00 |
6.00 |
-8.00 |
-57.1% |
22.50 |
ATR |
15.64 |
14.95 |
-0.69 |
-4.4% |
0.00 |
Volume |
2,578 |
2,885 |
307 |
11.9% |
15,238 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.25 |
1,422.75 |
1,411.50 |
|
R3 |
1,419.25 |
1,416.75 |
1,410.00 |
|
R2 |
1,413.25 |
1,413.25 |
1,409.25 |
|
R1 |
1,410.75 |
1,410.75 |
1,408.75 |
1,412.00 |
PP |
1,407.25 |
1,407.25 |
1,407.25 |
1,408.00 |
S1 |
1,404.75 |
1,404.75 |
1,407.75 |
1,406.00 |
S2 |
1,401.25 |
1,401.25 |
1,407.25 |
|
S3 |
1,395.25 |
1,398.75 |
1,406.50 |
|
S4 |
1,389.25 |
1,392.75 |
1,405.00 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.25 |
1,461.25 |
1,420.50 |
|
R3 |
1,446.75 |
1,438.75 |
1,414.50 |
|
R2 |
1,424.25 |
1,424.25 |
1,412.50 |
|
R1 |
1,416.25 |
1,416.25 |
1,410.25 |
1,420.25 |
PP |
1,401.75 |
1,401.75 |
1,401.75 |
1,403.75 |
S1 |
1,393.75 |
1,393.75 |
1,406.25 |
1,397.75 |
S2 |
1,379.25 |
1,379.25 |
1,404.00 |
|
S3 |
1,356.75 |
1,371.25 |
1,402.00 |
|
S4 |
1,334.25 |
1,348.75 |
1,396.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,409.75 |
1,387.25 |
22.50 |
1.6% |
9.75 |
0.7% |
93% |
True |
False |
3,047 |
10 |
1,409.75 |
1,380.50 |
29.25 |
2.1% |
10.00 |
0.7% |
95% |
True |
False |
2,506 |
20 |
1,409.75 |
1,314.25 |
95.50 |
6.8% |
16.25 |
1.2% |
98% |
True |
False |
2,339 |
40 |
1,409.75 |
1,296.00 |
113.75 |
8.1% |
17.00 |
1.2% |
99% |
True |
False |
2,056 |
60 |
1,409.75 |
1,250.00 |
159.75 |
11.3% |
17.75 |
1.3% |
99% |
True |
False |
1,635 |
80 |
1,409.75 |
1,250.00 |
159.75 |
11.3% |
17.25 |
1.2% |
99% |
True |
False |
1,317 |
100 |
1,409.75 |
1,250.00 |
159.75 |
11.3% |
15.50 |
1.1% |
99% |
True |
False |
1,084 |
120 |
1,409.75 |
1,250.00 |
159.75 |
11.3% |
14.00 |
1.0% |
99% |
True |
False |
915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.25 |
2.618 |
1,425.50 |
1.618 |
1,419.50 |
1.000 |
1,415.75 |
0.618 |
1,413.50 |
HIGH |
1,409.75 |
0.618 |
1,407.50 |
0.500 |
1,406.75 |
0.382 |
1,406.00 |
LOW |
1,403.75 |
0.618 |
1,400.00 |
1.000 |
1,397.75 |
1.618 |
1,394.00 |
2.618 |
1,388.00 |
4.250 |
1,378.25 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,407.75 |
1,405.50 |
PP |
1,407.25 |
1,402.75 |
S1 |
1,406.75 |
1,400.00 |
|