Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,122.74 |
13,103.46 |
-19.28 |
-0.1% |
13,274.58 |
High |
13,147.32 |
13,144.81 |
-2.51 |
0.0% |
13,330.76 |
Low |
13,081.12 |
13,081.27 |
0.15 |
0.0% |
13,027.20 |
Close |
13,102.99 |
13,107.48 |
4.49 |
0.0% |
13,157.97 |
Range |
66.20 |
63.54 |
-2.66 |
-4.0% |
303.56 |
ATR |
111.36 |
107.94 |
-3.42 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,301.81 |
13,268.18 |
13,142.43 |
|
R3 |
13,238.27 |
13,204.64 |
13,124.95 |
|
R2 |
13,174.73 |
13,174.73 |
13,119.13 |
|
R1 |
13,141.10 |
13,141.10 |
13,113.30 |
13,157.92 |
PP |
13,111.19 |
13,111.19 |
13,111.19 |
13,119.59 |
S1 |
13,077.56 |
13,077.56 |
13,101.66 |
13,094.38 |
S2 |
13,047.65 |
13,047.65 |
13,095.83 |
|
S3 |
12,984.11 |
13,014.02 |
13,090.01 |
|
S4 |
12,920.57 |
12,950.48 |
13,072.53 |
|
|
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 |
13,176.17 |
13,027.20 |
148.97 |
1.1% |
92.73 |
0.7% |
54% |
False |
False |
|
10 |
13,330.76 |
13,027.20 |
303.56 |
2.3% |
89.86 |
0.7% |
26% |
False |
False |
|
20 |
13,330.76 |
12,778.90 |
551.86 |
4.2% |
101.32 |
0.8% |
60% |
False |
False |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.4% |
127.39 |
1.0% |
73% |
False |
False |
|
60 |
13,330.76 |
12,125.00 |
1,205.76 |
9.2% |
140.22 |
1.1% |
81% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
143.32 |
1.1% |
83% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
141.86 |
1.1% |
82% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
136.49 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,414.86 |
2.618 |
13,311.16 |
1.618 |
13,247.62 |
1.000 |
13,208.35 |
0.618 |
13,184.08 |
HIGH |
13,144.81 |
0.618 |
13,120.54 |
0.500 |
13,113.04 |
0.382 |
13,105.54 |
LOW |
13,081.27 |
0.618 |
13,042.00 |
1.000 |
13,017.73 |
1.618 |
12,978.46 |
2.618 |
12,914.92 |
4.250 |
12,811.23 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,113.04 |
13,128.65 |
PP |
13,111.19 |
13,121.59 |
S1 |
13,109.33 |
13,114.54 |
|