Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,330.0 |
4,287.0 |
-43.0 |
-1.0% |
4,359.0 |
High |
4,336.0 |
4,322.0 |
-14.0 |
-0.3% |
4,366.0 |
Low |
4,291.0 |
4,287.0 |
-4.0 |
-0.1% |
4,287.0 |
Close |
4,305.0 |
4,308.0 |
3.0 |
0.1% |
4,308.0 |
Range |
45.0 |
35.0 |
-10.0 |
-22.2% |
79.0 |
ATR |
40.6 |
40.2 |
-0.4 |
-1.0% |
0.0 |
Volume |
27,358 |
25,020 |
-2,338 |
-8.5% |
105,966 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.7 |
4,394.3 |
4,327.3 |
|
R3 |
4,375.7 |
4,359.3 |
4,317.6 |
|
R2 |
4,340.7 |
4,340.7 |
4,314.4 |
|
R1 |
4,324.3 |
4,324.3 |
4,311.2 |
4,332.5 |
PP |
4,305.7 |
4,305.7 |
4,305.7 |
4,309.8 |
S1 |
4,289.3 |
4,289.3 |
4,304.8 |
4,297.5 |
S2 |
4,270.7 |
4,270.7 |
4,301.6 |
|
S3 |
4,235.7 |
4,254.3 |
4,298.4 |
|
S4 |
4,200.7 |
4,219.3 |
4,288.8 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,557.3 |
4,511.7 |
4,351.5 |
|
R3 |
4,478.3 |
4,432.7 |
4,329.7 |
|
R2 |
4,399.3 |
4,399.3 |
4,322.5 |
|
R1 |
4,353.7 |
4,353.7 |
4,315.2 |
4,337.0 |
PP |
4,320.3 |
4,320.3 |
4,320.3 |
4,312.0 |
S1 |
4,274.7 |
4,274.7 |
4,300.8 |
4,258.0 |
S2 |
4,241.3 |
4,241.3 |
4,293.5 |
|
S3 |
4,162.3 |
4,195.7 |
4,286.3 |
|
S4 |
4,083.3 |
4,116.7 |
4,264.6 |
|
|
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 |
4,287.0 |
79.0 |
1.8% |
33.2 |
0.8% |
27% |
False |
True |
21,193 |
10 |
4,391.0 |
4,287.0 |
104.0 |
2.4% |
32.3 |
0.7% |
20% |
False |
True |
21,801 |
20 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
34.3 |
0.8% |
51% |
False |
False |
21,810 |
40 |
4,391.0 |
4,025.0 |
366.0 |
8.5% |
35.6 |
0.8% |
77% |
False |
False |
22,033 |
60 |
4,391.0 |
3,959.0 |
432.0 |
10.0% |
37.0 |
0.9% |
81% |
False |
False |
23,569 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
35.0 |
0.8% |
81% |
False |
False |
17,749 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
31.7 |
0.7% |
78% |
False |
False |
14,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,470.8 |
2.618 |
4,413.6 |
1.618 |
4,378.6 |
1.000 |
4,357.0 |
0.618 |
4,343.6 |
HIGH |
4,322.0 |
0.618 |
4,308.6 |
0.500 |
4,304.5 |
0.382 |
4,300.4 |
LOW |
4,287.0 |
0.618 |
4,265.4 |
1.000 |
4,252.0 |
1.618 |
4,230.4 |
2.618 |
4,195.4 |
4.250 |
4,138.3 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,306.8 |
4,320.5 |
PP |
4,305.7 |
4,316.3 |
S1 |
4,304.5 |
4,312.2 |
|