Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,405.00 |
1,392.25 |
-12.75 |
-0.9% |
1,410.00 |
High |
1,410.25 |
1,404.75 |
-5.50 |
-0.4% |
1,417.50 |
Low |
1,391.25 |
1,388.00 |
-3.25 |
-0.2% |
1,388.00 |
Close |
1,393.00 |
1,402.75 |
9.75 |
0.7% |
1,402.75 |
Range |
19.00 |
16.75 |
-2.25 |
-11.8% |
29.50 |
ATR |
14.55 |
14.71 |
0.16 |
1.1% |
0.00 |
Volume |
9,908 |
1,298 |
-8,610 |
-86.9% |
19,456 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.75 |
1,442.50 |
1,412.00 |
|
R3 |
1,432.00 |
1,425.75 |
1,407.25 |
|
R2 |
1,415.25 |
1,415.25 |
1,405.75 |
|
R1 |
1,409.00 |
1,409.00 |
1,404.25 |
1,412.00 |
PP |
1,398.50 |
1,398.50 |
1,398.50 |
1,400.00 |
S1 |
1,392.25 |
1,392.25 |
1,401.25 |
1,395.50 |
S2 |
1,381.75 |
1,381.75 |
1,399.75 |
|
S3 |
1,365.00 |
1,375.50 |
1,398.25 |
|
S4 |
1,348.25 |
1,358.75 |
1,393.50 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.25 |
1,476.50 |
1,419.00 |
|
R3 |
1,461.75 |
1,447.00 |
1,410.75 |
|
R2 |
1,432.25 |
1,432.25 |
1,408.25 |
|
R1 |
1,417.50 |
1,417.50 |
1,405.50 |
1,410.00 |
PP |
1,402.75 |
1,402.75 |
1,402.75 |
1,399.00 |
S1 |
1,388.00 |
1,388.00 |
1,400.00 |
1,380.50 |
S2 |
1,373.25 |
1,373.25 |
1,397.25 |
|
S3 |
1,343.75 |
1,358.50 |
1,394.75 |
|
S4 |
1,314.25 |
1,329.00 |
1,386.50 |
|
|
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 |
1,388.00 |
29.50 |
2.1% |
13.75 |
1.0% |
50% |
False |
True |
3,891 |
10 |
1,417.50 |
1,387.25 |
30.25 |
2.2% |
11.75 |
0.8% |
51% |
False |
False |
3,469 |
20 |
1,417.50 |
1,343.00 |
74.50 |
5.3% |
13.50 |
1.0% |
80% |
False |
False |
2,918 |
40 |
1,417.50 |
1,309.75 |
107.75 |
7.7% |
16.50 |
1.2% |
86% |
False |
False |
2,397 |
60 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
17.75 |
1.3% |
91% |
False |
False |
1,891 |
80 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
17.50 |
1.2% |
91% |
False |
False |
1,517 |
100 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
15.75 |
1.1% |
91% |
False |
False |
1,268 |
120 |
1,417.50 |
1,250.00 |
167.50 |
11.9% |
14.50 |
1.0% |
91% |
False |
False |
1,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,476.00 |
2.618 |
1,448.50 |
1.618 |
1,431.75 |
1.000 |
1,421.50 |
0.618 |
1,415.00 |
HIGH |
1,404.75 |
0.618 |
1,398.25 |
0.500 |
1,396.50 |
0.382 |
1,394.50 |
LOW |
1,388.00 |
0.618 |
1,377.75 |
1.000 |
1,371.25 |
1.618 |
1,361.00 |
2.618 |
1,344.25 |
4.250 |
1,316.75 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,400.50 |
1,401.50 |
PP |
1,398.50 |
1,400.25 |
S1 |
1,396.50 |
1,399.00 |
|