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 |
1,665.8 |
1,674.9 |
9.1 |
0.5% |
1,614.0 |
High |
1,669.8 |
1,675.4 |
5.6 |
0.3% |
1,672.7 |
Low |
1,662.2 |
1,663.9 |
1.7 |
0.1% |
1,611.6 |
Close |
1,669.8 |
1,672.4 |
2.6 |
0.2% |
1,669.8 |
Range |
7.6 |
11.5 |
3.9 |
51.3% |
61.1 |
ATR |
18.3 |
17.8 |
-0.5 |
-2.7% |
0.0 |
Volume |
24 |
42 |
18 |
75.0% |
528 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.1 |
1,700.2 |
1,678.7 |
|
R3 |
1,693.6 |
1,688.7 |
1,675.6 |
|
R2 |
1,682.1 |
1,682.1 |
1,674.5 |
|
R1 |
1,677.2 |
1,677.2 |
1,673.5 |
1,673.9 |
PP |
1,670.6 |
1,670.6 |
1,670.6 |
1,668.9 |
S1 |
1,665.7 |
1,665.7 |
1,671.3 |
1,662.4 |
S2 |
1,659.1 |
1,659.1 |
1,670.3 |
|
S3 |
1,647.6 |
1,654.2 |
1,669.2 |
|
S4 |
1,636.1 |
1,642.7 |
1,666.1 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.7 |
1,813.3 |
1,703.4 |
|
R3 |
1,773.6 |
1,752.2 |
1,686.6 |
|
R2 |
1,712.5 |
1,712.5 |
1,681.0 |
|
R1 |
1,691.1 |
1,691.1 |
1,675.4 |
1,701.8 |
PP |
1,651.4 |
1,651.4 |
1,651.4 |
1,656.7 |
S1 |
1,630.0 |
1,630.0 |
1,664.2 |
1,640.7 |
S2 |
1,590.3 |
1,590.3 |
1,658.6 |
|
S3 |
1,529.2 |
1,568.9 |
1,653.0 |
|
S4 |
1,468.1 |
1,507.8 |
1,636.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,675.4 |
1,620.0 |
55.4 |
3.3% |
14.4 |
0.9% |
95% |
True |
False |
100 |
10 |
1,675.4 |
1,591.2 |
84.2 |
5.0% |
14.1 |
0.8% |
96% |
True |
False |
220 |
20 |
1,675.4 |
1,583.1 |
92.3 |
5.5% |
15.4 |
0.9% |
97% |
True |
False |
793 |
40 |
1,675.4 |
1,554.4 |
121.0 |
7.2% |
19.0 |
1.1% |
98% |
True |
False |
58,288 |
60 |
1,675.4 |
1,547.6 |
127.8 |
7.6% |
21.8 |
1.3% |
98% |
True |
False |
85,271 |
80 |
1,675.4 |
1,529.3 |
146.1 |
8.7% |
23.9 |
1.4% |
98% |
True |
False |
79,441 |
100 |
1,683.1 |
1,529.3 |
153.8 |
9.2% |
22.7 |
1.4% |
93% |
False |
False |
64,651 |
120 |
1,721.7 |
1,529.3 |
192.4 |
11.5% |
23.2 |
1.4% |
74% |
False |
False |
54,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.3 |
2.618 |
1,705.5 |
1.618 |
1,694.0 |
1.000 |
1,686.9 |
0.618 |
1,682.5 |
HIGH |
1,675.4 |
0.618 |
1,671.0 |
0.500 |
1,669.7 |
0.382 |
1,668.3 |
LOW |
1,663.9 |
0.618 |
1,656.8 |
1.000 |
1,652.4 |
1.618 |
1,645.3 |
2.618 |
1,633.8 |
4.250 |
1,615.0 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,671.5 |
1,670.5 |
PP |
1,670.6 |
1,668.6 |
S1 |
1,669.7 |
1,666.7 |
|