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 |
1,406.75 |
1,410.00 |
3.25 |
0.2% |
1,395.00 |
High |
1,409.75 |
1,410.75 |
1.00 |
0.1% |
1,409.75 |
Low |
1,403.75 |
1,402.75 |
-1.00 |
-0.1% |
1,387.25 |
Close |
1,408.25 |
1,407.50 |
-0.75 |
-0.1% |
1,408.25 |
Range |
6.00 |
8.00 |
2.00 |
33.3% |
22.50 |
ATR |
14.95 |
14.46 |
-0.50 |
-3.3% |
0.00 |
Volume |
2,885 |
2,348 |
-537 |
-18.6% |
15,238 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.00 |
1,427.25 |
1,412.00 |
|
R3 |
1,423.00 |
1,419.25 |
1,409.75 |
|
R2 |
1,415.00 |
1,415.00 |
1,409.00 |
|
R1 |
1,411.25 |
1,411.25 |
1,408.25 |
1,409.00 |
PP |
1,407.00 |
1,407.00 |
1,407.00 |
1,406.00 |
S1 |
1,403.25 |
1,403.25 |
1,406.75 |
1,401.00 |
S2 |
1,399.00 |
1,399.00 |
1,406.00 |
|
S3 |
1,391.00 |
1,395.25 |
1,405.25 |
|
S4 |
1,383.00 |
1,387.25 |
1,403.00 |
|
|
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 |
1,410.75 |
1,390.00 |
20.75 |
1.5% |
9.75 |
0.7% |
84% |
True |
False |
3,239 |
10 |
1,410.75 |
1,381.25 |
29.50 |
2.1% |
10.00 |
0.7% |
89% |
True |
False |
2,384 |
20 |
1,410.75 |
1,314.25 |
96.50 |
6.9% |
15.50 |
1.1% |
97% |
True |
False |
2,402 |
40 |
1,410.75 |
1,296.00 |
114.75 |
8.2% |
16.75 |
1.2% |
97% |
True |
False |
2,091 |
60 |
1,410.75 |
1,250.00 |
160.75 |
11.4% |
17.75 |
1.3% |
98% |
True |
False |
1,666 |
80 |
1,410.75 |
1,250.00 |
160.75 |
11.4% |
17.25 |
1.2% |
98% |
True |
False |
1,337 |
100 |
1,410.75 |
1,250.00 |
160.75 |
11.4% |
15.50 |
1.1% |
98% |
True |
False |
1,101 |
120 |
1,410.75 |
1,250.00 |
160.75 |
11.4% |
14.00 |
1.0% |
98% |
True |
False |
935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.75 |
2.618 |
1,431.75 |
1.618 |
1,423.75 |
1.000 |
1,418.75 |
0.618 |
1,415.75 |
HIGH |
1,410.75 |
0.618 |
1,407.75 |
0.500 |
1,406.75 |
0.382 |
1,405.75 |
LOW |
1,402.75 |
0.618 |
1,397.75 |
1.000 |
1,394.75 |
1.618 |
1,389.75 |
2.618 |
1,381.75 |
4.250 |
1,368.75 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,407.25 |
1,406.00 |
PP |
1,407.00 |
1,404.25 |
S1 |
1,406.75 |
1,402.50 |
|