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 |
1,674.9 |
1,659.9 |
-15.0 |
-0.9% |
1,614.0 |
High |
1,675.4 |
1,671.0 |
-4.4 |
-0.3% |
1,672.7 |
Low |
1,663.9 |
1,659.2 |
-4.7 |
-0.3% |
1,611.6 |
Close |
1,672.4 |
1,666.5 |
-5.9 |
-0.4% |
1,669.8 |
Range |
11.5 |
11.8 |
0.3 |
2.6% |
61.1 |
ATR |
17.8 |
17.5 |
-0.3 |
-1.8% |
0.0 |
Volume |
42 |
51 |
9 |
21.4% |
528 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.0 |
1,695.5 |
1,673.0 |
|
R3 |
1,689.2 |
1,683.7 |
1,669.7 |
|
R2 |
1,677.4 |
1,677.4 |
1,668.7 |
|
R1 |
1,671.9 |
1,671.9 |
1,667.6 |
1,674.7 |
PP |
1,665.6 |
1,665.6 |
1,665.6 |
1,666.9 |
S1 |
1,660.1 |
1,660.1 |
1,665.4 |
1,662.9 |
S2 |
1,653.8 |
1,653.8 |
1,664.3 |
|
S3 |
1,642.0 |
1,648.3 |
1,663.3 |
|
S4 |
1,630.2 |
1,636.5 |
1,660.0 |
|
|
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 |
1,635.0 |
40.4 |
2.4% |
12.7 |
0.8% |
78% |
False |
False |
59 |
10 |
1,675.4 |
1,592.0 |
83.4 |
5.0% |
12.8 |
0.8% |
89% |
False |
False |
134 |
20 |
1,675.4 |
1,583.1 |
92.3 |
5.5% |
15.2 |
0.9% |
90% |
False |
False |
506 |
40 |
1,675.4 |
1,554.4 |
121.0 |
7.3% |
18.9 |
1.1% |
93% |
False |
False |
55,946 |
60 |
1,675.4 |
1,547.6 |
127.8 |
7.7% |
21.7 |
1.3% |
93% |
False |
False |
83,152 |
80 |
1,675.4 |
1,529.3 |
146.1 |
8.8% |
23.8 |
1.4% |
94% |
False |
False |
79,271 |
100 |
1,683.1 |
1,529.3 |
153.8 |
9.2% |
22.7 |
1.4% |
89% |
False |
False |
64,628 |
120 |
1,721.7 |
1,529.3 |
192.4 |
11.5% |
23.1 |
1.4% |
71% |
False |
False |
54,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.2 |
2.618 |
1,701.9 |
1.618 |
1,690.1 |
1.000 |
1,682.8 |
0.618 |
1,678.3 |
HIGH |
1,671.0 |
0.618 |
1,666.5 |
0.500 |
1,665.1 |
0.382 |
1,663.7 |
LOW |
1,659.2 |
0.618 |
1,651.9 |
1.000 |
1,647.4 |
1.618 |
1,640.1 |
2.618 |
1,628.3 |
4.250 |
1,609.1 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,666.0 |
1,667.3 |
PP |
1,665.6 |
1,667.0 |
S1 |
1,665.1 |
1,666.8 |
|