Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,405.25 |
1,405.00 |
-0.25 |
0.0% |
1,395.00 |
High |
1,407.00 |
1,410.25 |
3.25 |
0.2% |
1,409.75 |
Low |
1,397.50 |
1,391.25 |
-6.25 |
-0.4% |
1,387.25 |
Close |
1,405.25 |
1,393.00 |
-12.25 |
-0.9% |
1,408.25 |
Range |
9.50 |
19.00 |
9.50 |
100.0% |
22.50 |
ATR |
14.21 |
14.55 |
0.34 |
2.4% |
0.00 |
Volume |
2,249 |
9,908 |
7,659 |
340.6% |
15,238 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.25 |
1,443.00 |
1,403.50 |
|
R3 |
1,436.25 |
1,424.00 |
1,398.25 |
|
R2 |
1,417.25 |
1,417.25 |
1,396.50 |
|
R1 |
1,405.00 |
1,405.00 |
1,394.75 |
1,401.50 |
PP |
1,398.25 |
1,398.25 |
1,398.25 |
1,396.50 |
S1 |
1,386.00 |
1,386.00 |
1,391.25 |
1,382.50 |
S2 |
1,379.25 |
1,379.25 |
1,389.50 |
|
S3 |
1,360.25 |
1,367.00 |
1,387.75 |
|
S4 |
1,341.25 |
1,348.00 |
1,382.50 |
|
|
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 |
1,391.25 |
26.25 |
1.9% |
11.75 |
0.8% |
7% |
False |
True |
4,208 |
10 |
1,417.50 |
1,385.75 |
31.75 |
2.3% |
11.00 |
0.8% |
23% |
False |
False |
3,400 |
20 |
1,417.50 |
1,343.00 |
74.50 |
5.3% |
14.25 |
1.0% |
67% |
False |
False |
2,938 |
40 |
1,417.50 |
1,300.50 |
117.00 |
8.4% |
16.75 |
1.2% |
79% |
False |
False |
2,390 |
60 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
17.75 |
1.3% |
85% |
False |
False |
1,876 |
80 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
17.50 |
1.2% |
85% |
False |
False |
1,519 |
100 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
15.75 |
1.1% |
85% |
False |
False |
1,256 |
120 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
14.25 |
1.0% |
85% |
False |
False |
1,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.00 |
2.618 |
1,460.00 |
1.618 |
1,441.00 |
1.000 |
1,429.25 |
0.618 |
1,422.00 |
HIGH |
1,410.25 |
0.618 |
1,403.00 |
0.500 |
1,400.75 |
0.382 |
1,398.50 |
LOW |
1,391.25 |
0.618 |
1,379.50 |
1.000 |
1,372.25 |
1.618 |
1,360.50 |
2.618 |
1,341.50 |
4.250 |
1,310.50 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,400.75 |
1,404.50 |
PP |
1,398.25 |
1,400.50 |
S1 |
1,395.50 |
1,396.75 |
|