Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,101.29 |
13,002.72 |
-98.57 |
-0.8% |
13,157.74 |
High |
13,101.37 |
13,151.87 |
50.50 |
0.4% |
13,176.17 |
Low |
12,978.91 |
13,002.64 |
23.73 |
0.2% |
12,978.91 |
Close |
13,000.71 |
13,090.84 |
90.13 |
0.7% |
13,090.84 |
Range |
122.46 |
149.23 |
26.77 |
21.9% |
197.26 |
ATR |
109.41 |
112.40 |
2.98 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,529.47 |
13,459.39 |
13,172.92 |
|
R3 |
13,380.24 |
13,310.16 |
13,131.88 |
|
R2 |
13,231.01 |
13,231.01 |
13,118.20 |
|
R1 |
13,160.93 |
13,160.93 |
13,104.52 |
13,195.97 |
PP |
13,081.78 |
13,081.78 |
13,081.78 |
13,099.31 |
S1 |
13,011.70 |
13,011.70 |
13,077.16 |
13,046.74 |
S2 |
12,932.55 |
12,932.55 |
13,063.48 |
|
S3 |
12,783.32 |
12,862.47 |
13,049.80 |
|
S4 |
12,634.09 |
12,713.24 |
13,008.76 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,673.75 |
13,579.56 |
13,199.33 |
|
R3 |
13,476.49 |
13,382.30 |
13,145.09 |
|
R2 |
13,279.23 |
13,279.23 |
13,127.00 |
|
R1 |
13,185.04 |
13,185.04 |
13,108.92 |
13,133.51 |
PP |
13,081.97 |
13,081.97 |
13,081.97 |
13,056.21 |
S1 |
12,987.78 |
12,987.78 |
13,072.76 |
12,936.25 |
S2 |
12,884.71 |
12,884.71 |
13,054.68 |
|
S3 |
12,687.45 |
12,790.52 |
13,036.59 |
|
S4 |
12,490.19 |
12,593.26 |
12,982.35 |
|
|
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% |
92.43 |
0.7% |
57% |
False |
False |
|
10 |
13,330.76 |
12,978.91 |
351.85 |
2.7% |
101.03 |
0.8% |
32% |
False |
False |
|
20 |
13,330.76 |
12,978.91 |
351.85 |
2.7% |
92.94 |
0.7% |
32% |
False |
False |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.4% |
126.79 |
1.0% |
71% |
False |
False |
|
60 |
13,330.76 |
12,398.44 |
932.32 |
7.1% |
137.61 |
1.1% |
74% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
142.17 |
1.1% |
81% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
141.11 |
1.1% |
81% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
136.39 |
1.0% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,786.10 |
2.618 |
13,542.55 |
1.618 |
13,393.32 |
1.000 |
13,301.10 |
0.618 |
13,244.09 |
HIGH |
13,151.87 |
0.618 |
13,094.86 |
0.500 |
13,077.26 |
0.382 |
13,059.65 |
LOW |
13,002.64 |
0.618 |
12,910.42 |
1.000 |
12,853.41 |
1.618 |
12,761.19 |
2.618 |
12,611.96 |
4.250 |
12,368.41 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,086.31 |
13,082.36 |
PP |
13,081.78 |
13,073.87 |
S1 |
13,077.26 |
13,065.39 |
|