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 |
4,344.0 |
4,347.0 |
3.0 |
0.1% |
4,336.0 |
High |
4,357.0 |
4,354.0 |
-3.0 |
-0.1% |
4,391.0 |
Low |
4,329.0 |
4,335.0 |
6.0 |
0.1% |
4,323.0 |
Close |
4,347.0 |
4,352.0 |
5.0 |
0.1% |
4,332.0 |
Range |
28.0 |
19.0 |
-9.0 |
-32.1% |
68.0 |
ATR |
40.6 |
39.1 |
-1.5 |
-3.8% |
0.0 |
Volume |
20,106 |
16,194 |
-3,912 |
-19.5% |
112,052 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,404.0 |
4,397.0 |
4,362.5 |
|
R3 |
4,385.0 |
4,378.0 |
4,357.2 |
|
R2 |
4,366.0 |
4,366.0 |
4,355.5 |
|
R1 |
4,359.0 |
4,359.0 |
4,353.7 |
4,362.5 |
PP |
4,347.0 |
4,347.0 |
4,347.0 |
4,348.8 |
S1 |
4,340.0 |
4,340.0 |
4,350.3 |
4,343.5 |
S2 |
4,328.0 |
4,328.0 |
4,348.5 |
|
S3 |
4,309.0 |
4,321.0 |
4,346.8 |
|
S4 |
4,290.0 |
4,302.0 |
4,341.6 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,552.7 |
4,510.3 |
4,369.4 |
|
R3 |
4,484.7 |
4,442.3 |
4,350.7 |
|
R2 |
4,416.7 |
4,416.7 |
4,344.5 |
|
R1 |
4,374.3 |
4,374.3 |
4,338.2 |
4,361.5 |
PP |
4,348.7 |
4,348.7 |
4,348.7 |
4,342.3 |
S1 |
4,306.3 |
4,306.3 |
4,325.8 |
4,293.5 |
S2 |
4,280.7 |
4,280.7 |
4,319.5 |
|
S3 |
4,212.7 |
4,238.3 |
4,313.3 |
|
S4 |
4,144.7 |
4,170.3 |
4,294.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,390.0 |
4,323.0 |
67.0 |
1.5% |
28.0 |
0.6% |
43% |
False |
False |
18,829 |
10 |
4,391.0 |
4,249.0 |
142.0 |
3.3% |
33.5 |
0.8% |
73% |
False |
False |
21,330 |
20 |
4,391.0 |
4,168.0 |
223.0 |
5.1% |
33.2 |
0.8% |
83% |
False |
False |
21,206 |
40 |
4,391.0 |
4,025.0 |
366.0 |
8.4% |
34.6 |
0.8% |
89% |
False |
False |
21,557 |
60 |
4,391.0 |
3,959.0 |
432.0 |
9.9% |
36.4 |
0.8% |
91% |
False |
False |
22,719 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.1% |
34.5 |
0.8% |
91% |
False |
False |
17,096 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
31.2 |
0.7% |
87% |
False |
False |
13,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,434.8 |
2.618 |
4,403.7 |
1.618 |
4,384.7 |
1.000 |
4,373.0 |
0.618 |
4,365.7 |
HIGH |
4,354.0 |
0.618 |
4,346.7 |
0.500 |
4,344.5 |
0.382 |
4,342.3 |
LOW |
4,335.0 |
0.618 |
4,323.3 |
1.000 |
4,316.0 |
1.618 |
4,304.3 |
2.618 |
4,285.3 |
4.250 |
4,254.3 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,349.5 |
4,350.2 |
PP |
4,347.0 |
4,348.3 |
S1 |
4,344.5 |
4,346.5 |
|