Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,410.00 |
1,408.00 |
-2.00 |
-0.1% |
1,395.00 |
High |
1,410.75 |
1,417.50 |
6.75 |
0.5% |
1,409.75 |
Low |
1,402.75 |
1,401.50 |
-1.25 |
-0.1% |
1,387.25 |
Close |
1,407.50 |
1,405.50 |
-2.00 |
-0.1% |
1,408.25 |
Range |
8.00 |
16.00 |
8.00 |
100.0% |
22.50 |
ATR |
14.46 |
14.57 |
0.11 |
0.8% |
0.00 |
Volume |
2,348 |
3,653 |
1,305 |
55.6% |
15,238 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.25 |
1,446.75 |
1,414.25 |
|
R3 |
1,440.25 |
1,430.75 |
1,410.00 |
|
R2 |
1,424.25 |
1,424.25 |
1,408.50 |
|
R1 |
1,414.75 |
1,414.75 |
1,407.00 |
1,411.50 |
PP |
1,408.25 |
1,408.25 |
1,408.25 |
1,406.50 |
S1 |
1,398.75 |
1,398.75 |
1,404.00 |
1,395.50 |
S2 |
1,392.25 |
1,392.25 |
1,402.50 |
|
S3 |
1,376.25 |
1,382.75 |
1,401.00 |
|
S4 |
1,360.25 |
1,366.75 |
1,396.75 |
|
|
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 |
1,417.50 |
1,390.00 |
27.50 |
2.0% |
10.50 |
0.7% |
56% |
True |
False |
3,033 |
10 |
1,417.50 |
1,384.00 |
33.50 |
2.4% |
10.00 |
0.7% |
64% |
True |
False |
2,526 |
20 |
1,417.50 |
1,314.25 |
103.25 |
7.3% |
15.25 |
1.1% |
88% |
True |
False |
2,492 |
40 |
1,417.50 |
1,297.00 |
120.50 |
8.6% |
16.75 |
1.2% |
90% |
True |
False |
2,146 |
60 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
17.75 |
1.3% |
93% |
True |
False |
1,682 |
80 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
17.25 |
1.2% |
93% |
True |
False |
1,382 |
100 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
15.75 |
1.1% |
93% |
True |
False |
1,136 |
120 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
14.00 |
1.0% |
93% |
True |
False |
965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.50 |
2.618 |
1,459.50 |
1.618 |
1,443.50 |
1.000 |
1,433.50 |
0.618 |
1,427.50 |
HIGH |
1,417.50 |
0.618 |
1,411.50 |
0.500 |
1,409.50 |
0.382 |
1,407.50 |
LOW |
1,401.50 |
0.618 |
1,391.50 |
1.000 |
1,385.50 |
1.618 |
1,375.50 |
2.618 |
1,359.50 |
4.250 |
1,333.50 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,409.50 |
1,409.50 |
PP |
1,408.25 |
1,408.25 |
S1 |
1,406.75 |
1,406.75 |
|