Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,103.46 |
13,101.29 |
-2.17 |
0.0% |
13,274.58 |
High |
13,144.81 |
13,101.37 |
-43.44 |
-0.3% |
13,330.76 |
Low |
13,081.27 |
12,978.91 |
-102.36 |
-0.8% |
13,027.20 |
Close |
13,107.48 |
13,000.71 |
-106.77 |
-0.8% |
13,157.97 |
Range |
63.54 |
122.46 |
58.92 |
92.7% |
303.56 |
ATR |
107.94 |
109.41 |
1.47 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,394.38 |
13,320.00 |
13,068.06 |
|
R3 |
13,271.92 |
13,197.54 |
13,034.39 |
|
R2 |
13,149.46 |
13,149.46 |
13,023.16 |
|
R1 |
13,075.08 |
13,075.08 |
13,011.94 |
13,051.04 |
PP |
13,027.00 |
13,027.00 |
13,027.00 |
13,014.98 |
S1 |
12,952.62 |
12,952.62 |
12,989.48 |
12,928.58 |
S2 |
12,904.54 |
12,904.54 |
12,978.26 |
|
S3 |
12,782.08 |
12,830.16 |
12,967.03 |
|
S4 |
12,659.62 |
12,707.70 |
12,933.36 |
|
|
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 |
12,978.91 |
197.26 |
1.5% |
92.24 |
0.7% |
11% |
False |
True |
|
10 |
13,330.76 |
12,978.91 |
351.85 |
2.7% |
89.76 |
0.7% |
6% |
False |
True |
|
20 |
13,330.76 |
12,884.82 |
445.94 |
3.4% |
97.90 |
0.8% |
26% |
False |
False |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.4% |
127.72 |
1.0% |
61% |
False |
False |
|
60 |
13,330.76 |
12,398.44 |
932.32 |
7.2% |
137.43 |
1.1% |
65% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
10.0% |
142.47 |
1.1% |
75% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
140.90 |
1.1% |
74% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
137.04 |
1.1% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,621.83 |
2.618 |
13,421.97 |
1.618 |
13,299.51 |
1.000 |
13,223.83 |
0.618 |
13,177.05 |
HIGH |
13,101.37 |
0.618 |
13,054.59 |
0.500 |
13,040.14 |
0.382 |
13,025.69 |
LOW |
12,978.91 |
0.618 |
12,903.23 |
1.000 |
12,856.45 |
1.618 |
12,780.77 |
2.618 |
12,658.31 |
4.250 |
12,458.46 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,040.14 |
13,063.12 |
PP |
13,027.00 |
13,042.31 |
S1 |
13,013.85 |
13,021.51 |
|