Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,052.82 |
13,157.74 |
104.92 |
0.8% |
13,274.58 |
High |
13,175.51 |
13,176.17 |
0.66 |
0.0% |
13,330.76 |
Low |
13,027.20 |
13,115.46 |
88.26 |
0.7% |
13,027.20 |
Close |
13,157.97 |
13,124.67 |
-33.30 |
-0.3% |
13,157.97 |
Range |
148.31 |
60.71 |
-87.60 |
-59.1% |
303.56 |
ATR |
118.99 |
114.83 |
-4.16 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,320.90 |
13,283.49 |
13,158.06 |
|
R3 |
13,260.19 |
13,222.78 |
13,141.37 |
|
R2 |
13,199.48 |
13,199.48 |
13,135.80 |
|
R1 |
13,162.07 |
13,162.07 |
13,130.24 |
13,150.42 |
PP |
13,138.77 |
13,138.77 |
13,138.77 |
13,132.94 |
S1 |
13,101.36 |
13,101.36 |
13,119.10 |
13,089.71 |
S2 |
13,078.06 |
13,078.06 |
13,113.54 |
|
S3 |
13,017.35 |
13,040.65 |
13,107.97 |
|
S4 |
12,956.64 |
12,979.94 |
13,091.28 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,082.66 |
13,923.87 |
13,324.93 |
|
R3 |
13,779.10 |
13,620.31 |
13,241.45 |
|
R2 |
13,475.54 |
13,475.54 |
13,213.62 |
|
R1 |
13,316.75 |
13,316.75 |
13,185.80 |
13,244.37 |
PP |
13,171.98 |
13,171.98 |
13,171.98 |
13,135.78 |
S1 |
13,013.19 |
13,013.19 |
13,130.14 |
12,940.81 |
S2 |
12,868.42 |
12,868.42 |
13,102.32 |
|
S3 |
12,564.86 |
12,709.63 |
13,074.49 |
|
S4 |
12,261.30 |
12,406.07 |
12,991.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,330.76 |
13,027.20 |
303.56 |
2.3% |
112.56 |
0.9% |
32% |
False |
False |
|
10 |
13,330.76 |
13,027.20 |
303.56 |
2.3% |
90.44 |
0.7% |
32% |
False |
False |
|
20 |
13,330.76 |
12,778.90 |
551.86 |
4.2% |
104.83 |
0.8% |
63% |
False |
False |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.4% |
129.33 |
1.0% |
75% |
False |
False |
|
60 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
141.13 |
1.1% |
84% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
144.97 |
1.1% |
84% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
142.86 |
1.1% |
84% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
136.78 |
1.0% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,434.19 |
2.618 |
13,335.11 |
1.618 |
13,274.40 |
1.000 |
13,236.88 |
0.618 |
13,213.69 |
HIGH |
13,176.17 |
0.618 |
13,152.98 |
0.500 |
13,145.82 |
0.382 |
13,138.65 |
LOW |
13,115.46 |
0.618 |
13,077.94 |
1.000 |
13,054.75 |
1.618 |
13,017.23 |
2.618 |
12,956.52 |
4.250 |
12,857.44 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,145.82 |
13,117.01 |
PP |
13,138.77 |
13,109.35 |
S1 |
13,131.72 |
13,101.69 |
|