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 |
1,659.9 |
1,667.2 |
7.3 |
0.4% |
1,614.0 |
High |
1,671.0 |
1,667.3 |
-3.7 |
-0.2% |
1,672.7 |
Low |
1,659.2 |
1,659.8 |
0.6 |
0.0% |
1,611.6 |
Close |
1,666.5 |
1,659.8 |
-6.7 |
-0.4% |
1,669.8 |
Range |
11.8 |
7.5 |
-4.3 |
-36.4% |
61.1 |
ATR |
17.5 |
16.8 |
-0.7 |
-4.1% |
0.0 |
Volume |
51 |
37 |
-14 |
-27.5% |
528 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.8 |
1,679.8 |
1,663.9 |
|
R3 |
1,677.3 |
1,672.3 |
1,661.9 |
|
R2 |
1,669.8 |
1,669.8 |
1,661.2 |
|
R1 |
1,664.8 |
1,664.8 |
1,660.5 |
1,663.6 |
PP |
1,662.3 |
1,662.3 |
1,662.3 |
1,661.7 |
S1 |
1,657.3 |
1,657.3 |
1,659.1 |
1,656.1 |
S2 |
1,654.8 |
1,654.8 |
1,658.4 |
|
S3 |
1,647.3 |
1,649.8 |
1,657.7 |
|
S4 |
1,639.8 |
1,642.3 |
1,655.7 |
|
|
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 |
1,658.0 |
17.4 |
1.0% |
10.6 |
0.6% |
10% |
False |
False |
59 |
10 |
1,675.4 |
1,600.2 |
75.2 |
4.5% |
12.3 |
0.7% |
79% |
False |
False |
110 |
20 |
1,675.4 |
1,583.1 |
92.3 |
5.6% |
14.2 |
0.9% |
83% |
False |
False |
370 |
40 |
1,675.4 |
1,554.4 |
121.0 |
7.3% |
18.4 |
1.1% |
87% |
False |
False |
55,938 |
60 |
1,675.4 |
1,547.6 |
127.8 |
7.7% |
21.6 |
1.3% |
88% |
False |
False |
81,608 |
80 |
1,675.4 |
1,529.3 |
146.1 |
8.8% |
23.8 |
1.4% |
89% |
False |
False |
79,157 |
100 |
1,683.1 |
1,529.3 |
153.8 |
9.3% |
22.7 |
1.4% |
85% |
False |
False |
64,552 |
120 |
1,721.7 |
1,529.3 |
192.4 |
11.6% |
22.9 |
1.4% |
68% |
False |
False |
54,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.2 |
2.618 |
1,686.9 |
1.618 |
1,679.4 |
1.000 |
1,674.8 |
0.618 |
1,671.9 |
HIGH |
1,667.3 |
0.618 |
1,664.4 |
0.500 |
1,663.6 |
0.382 |
1,662.7 |
LOW |
1,659.8 |
0.618 |
1,655.2 |
1.000 |
1,652.3 |
1.618 |
1,647.7 |
2.618 |
1,640.2 |
4.250 |
1,627.9 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,663.6 |
1,667.3 |
PP |
1,662.3 |
1,664.8 |
S1 |
1,661.1 |
1,662.3 |
|