Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,408.00 |
1,405.25 |
-2.75 |
-0.2% |
1,395.00 |
High |
1,417.50 |
1,407.00 |
-10.50 |
-0.7% |
1,409.75 |
Low |
1,401.50 |
1,397.50 |
-4.00 |
-0.3% |
1,387.25 |
Close |
1,405.50 |
1,405.25 |
-0.25 |
0.0% |
1,408.25 |
Range |
16.00 |
9.50 |
-6.50 |
-40.6% |
22.50 |
ATR |
14.57 |
14.21 |
-0.36 |
-2.5% |
0.00 |
Volume |
3,653 |
2,249 |
-1,404 |
-38.4% |
15,238 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.75 |
1,428.00 |
1,410.50 |
|
R3 |
1,422.25 |
1,418.50 |
1,407.75 |
|
R2 |
1,412.75 |
1,412.75 |
1,407.00 |
|
R1 |
1,409.00 |
1,409.00 |
1,406.00 |
1,410.00 |
PP |
1,403.25 |
1,403.25 |
1,403.25 |
1,403.75 |
S1 |
1,399.50 |
1,399.50 |
1,404.50 |
1,400.50 |
S2 |
1,393.75 |
1,393.75 |
1,403.50 |
|
S3 |
1,384.25 |
1,390.00 |
1,402.75 |
|
S4 |
1,374.75 |
1,380.50 |
1,400.00 |
|
|
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 |
1,417.50 |
1,394.50 |
23.00 |
1.6% |
10.75 |
0.8% |
47% |
False |
False |
2,742 |
10 |
1,417.50 |
1,385.75 |
31.75 |
2.3% |
10.25 |
0.7% |
61% |
False |
False |
2,514 |
20 |
1,417.50 |
1,321.25 |
96.25 |
6.8% |
14.75 |
1.1% |
87% |
False |
False |
2,541 |
40 |
1,417.50 |
1,300.50 |
117.00 |
8.3% |
16.50 |
1.2% |
90% |
False |
False |
2,185 |
60 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
17.75 |
1.3% |
93% |
False |
False |
1,719 |
80 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
17.25 |
1.2% |
93% |
False |
False |
1,410 |
100 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
15.75 |
1.1% |
93% |
False |
False |
1,158 |
120 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
14.25 |
1.0% |
93% |
False |
False |
984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.50 |
2.618 |
1,431.75 |
1.618 |
1,422.25 |
1.000 |
1,416.50 |
0.618 |
1,412.75 |
HIGH |
1,407.00 |
0.618 |
1,403.25 |
0.500 |
1,402.25 |
0.382 |
1,401.25 |
LOW |
1,397.50 |
0.618 |
1,391.75 |
1.000 |
1,388.00 |
1.618 |
1,382.25 |
2.618 |
1,372.75 |
4.250 |
1,357.00 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,404.25 |
1,407.50 |
PP |
1,403.25 |
1,406.75 |
S1 |
1,402.25 |
1,406.00 |
|