Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,157.74 |
13,122.74 |
-35.00 |
-0.3% |
13,274.58 |
High |
13,176.17 |
13,147.32 |
-28.85 |
-0.2% |
13,330.76 |
Low |
13,115.46 |
13,081.12 |
-34.34 |
-0.3% |
13,027.20 |
Close |
13,124.67 |
13,102.99 |
-21.68 |
-0.2% |
13,157.97 |
Range |
60.71 |
66.20 |
5.49 |
9.0% |
303.56 |
ATR |
114.83 |
111.36 |
-3.47 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,309.08 |
13,272.23 |
13,139.40 |
|
R3 |
13,242.88 |
13,206.03 |
13,121.20 |
|
R2 |
13,176.68 |
13,176.68 |
13,115.13 |
|
R1 |
13,139.83 |
13,139.83 |
13,109.06 |
13,125.16 |
PP |
13,110.48 |
13,110.48 |
13,110.48 |
13,103.14 |
S1 |
13,073.63 |
13,073.63 |
13,096.92 |
13,058.96 |
S2 |
13,044.28 |
13,044.28 |
13,090.85 |
|
S3 |
12,978.08 |
13,007.43 |
13,084.79 |
|
S4 |
12,911.88 |
12,941.23 |
13,066.58 |
|
|
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 |
13,205.06 |
13,027.20 |
177.86 |
1.4% |
96.97 |
0.7% |
43% |
False |
False |
|
10 |
13,330.76 |
13,027.20 |
303.56 |
2.3% |
88.97 |
0.7% |
25% |
False |
False |
|
20 |
13,330.76 |
12,778.90 |
551.86 |
4.2% |
104.33 |
0.8% |
59% |
False |
False |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.4% |
128.32 |
1.0% |
73% |
False |
False |
|
60 |
13,330.76 |
12,072.17 |
1,258.59 |
9.6% |
140.42 |
1.1% |
82% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
143.52 |
1.1% |
82% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
142.77 |
1.1% |
82% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
136.48 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,428.67 |
2.618 |
13,320.63 |
1.618 |
13,254.43 |
1.000 |
13,213.52 |
0.618 |
13,188.23 |
HIGH |
13,147.32 |
0.618 |
13,122.03 |
0.500 |
13,114.22 |
0.382 |
13,106.41 |
LOW |
13,081.12 |
0.618 |
13,040.21 |
1.000 |
13,014.92 |
1.618 |
12,974.01 |
2.618 |
12,907.81 |
4.250 |
12,799.77 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,114.22 |
13,102.56 |
PP |
13,110.48 |
13,102.12 |
S1 |
13,106.73 |
13,101.69 |
|