Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,347.0 |
4,330.0 |
-17.0 |
-0.4% |
4,336.0 |
High |
4,354.0 |
4,336.0 |
-18.0 |
-0.4% |
4,391.0 |
Low |
4,335.0 |
4,291.0 |
-44.0 |
-1.0% |
4,323.0 |
Close |
4,352.0 |
4,305.0 |
-47.0 |
-1.1% |
4,332.0 |
Range |
19.0 |
45.0 |
26.0 |
136.8% |
68.0 |
ATR |
39.1 |
40.6 |
1.6 |
4.0% |
0.0 |
Volume |
16,194 |
27,358 |
11,164 |
68.9% |
112,052 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,445.7 |
4,420.3 |
4,329.8 |
|
R3 |
4,400.7 |
4,375.3 |
4,317.4 |
|
R2 |
4,355.7 |
4,355.7 |
4,313.3 |
|
R1 |
4,330.3 |
4,330.3 |
4,309.1 |
4,320.5 |
PP |
4,310.7 |
4,310.7 |
4,310.7 |
4,305.8 |
S1 |
4,285.3 |
4,285.3 |
4,300.9 |
4,275.5 |
S2 |
4,265.7 |
4,265.7 |
4,296.8 |
|
S3 |
4,220.7 |
4,240.3 |
4,292.6 |
|
S4 |
4,175.7 |
4,195.3 |
4,280.3 |
|
|
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 |
4,366.0 |
4,291.0 |
75.0 |
1.7% |
30.2 |
0.7% |
19% |
False |
True |
19,605 |
10 |
4,391.0 |
4,287.0 |
104.0 |
2.4% |
33.8 |
0.8% |
17% |
False |
False |
21,903 |
20 |
4,391.0 |
4,168.0 |
223.0 |
5.2% |
33.9 |
0.8% |
61% |
False |
False |
21,720 |
40 |
4,391.0 |
4,025.0 |
366.0 |
8.5% |
35.2 |
0.8% |
77% |
False |
False |
21,818 |
60 |
4,391.0 |
3,959.0 |
432.0 |
10.0% |
36.6 |
0.9% |
80% |
False |
False |
23,162 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
34.7 |
0.8% |
80% |
False |
False |
17,437 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
31.4 |
0.7% |
77% |
False |
False |
13,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,527.3 |
2.618 |
4,453.8 |
1.618 |
4,408.8 |
1.000 |
4,381.0 |
0.618 |
4,363.8 |
HIGH |
4,336.0 |
0.618 |
4,318.8 |
0.500 |
4,313.5 |
0.382 |
4,308.2 |
LOW |
4,291.0 |
0.618 |
4,263.2 |
1.000 |
4,246.0 |
1.618 |
4,218.2 |
2.618 |
4,173.2 |
4.250 |
4,099.8 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,313.5 |
4,324.0 |
PP |
4,310.7 |
4,317.7 |
S1 |
4,307.8 |
4,311.3 |
|