Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
9,150 |
9,110 |
-40 |
-0.4% |
9,210 |
High |
9,285 |
9,160 |
-125 |
-1.3% |
9,285 |
Low |
9,010 |
9,080 |
70 |
0.8% |
9,010 |
Close |
9,110 |
9,100 |
-10 |
-0.1% |
9,110 |
Range |
275 |
80 |
-195 |
-70.9% |
275 |
ATR |
146 |
141 |
-5 |
-3.2% |
0 |
Volume |
3,432 |
2,807 |
-625 |
-18.2% |
17,899 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,353 |
9,307 |
9,144 |
|
R3 |
9,273 |
9,227 |
9,122 |
|
R2 |
9,193 |
9,193 |
9,115 |
|
R1 |
9,147 |
9,147 |
9,107 |
9,130 |
PP |
9,113 |
9,113 |
9,113 |
9,105 |
S1 |
9,067 |
9,067 |
9,093 |
9,050 |
S2 |
9,033 |
9,033 |
9,085 |
|
S3 |
8,953 |
8,987 |
9,078 |
|
S4 |
8,873 |
8,907 |
9,056 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,960 |
9,810 |
9,261 |
|
R3 |
9,685 |
9,535 |
9,186 |
|
R2 |
9,410 |
9,410 |
9,161 |
|
R1 |
9,260 |
9,260 |
9,135 |
9,198 |
PP |
9,135 |
9,135 |
9,135 |
9,104 |
S1 |
8,985 |
8,985 |
9,085 |
8,923 |
S2 |
8,860 |
8,860 |
9,060 |
|
S3 |
8,585 |
8,710 |
9,035 |
|
S4 |
8,310 |
8,435 |
8,959 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,285 |
9,010 |
275 |
3.0% |
147 |
1.6% |
33% |
False |
False |
3,638 |
10 |
9,285 |
8,875 |
410 |
4.5% |
135 |
1.5% |
55% |
False |
False |
3,388 |
20 |
9,285 |
8,510 |
775 |
8.5% |
142 |
1.6% |
76% |
False |
False |
3,614 |
40 |
9,285 |
8,330 |
955 |
10.5% |
142 |
1.6% |
81% |
False |
False |
3,816 |
60 |
9,285 |
8,200 |
1,085 |
11.9% |
148 |
1.6% |
83% |
False |
False |
4,537 |
80 |
9,285 |
8,200 |
1,085 |
11.9% |
123 |
1.4% |
83% |
False |
False |
3,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,500 |
2.618 |
9,370 |
1.618 |
9,290 |
1.000 |
9,240 |
0.618 |
9,210 |
HIGH |
9,160 |
0.618 |
9,130 |
0.500 |
9,120 |
0.382 |
9,111 |
LOW |
9,080 |
0.618 |
9,031 |
1.000 |
9,000 |
1.618 |
8,951 |
2.618 |
8,871 |
4.250 |
8,740 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
9,120 |
9,148 |
PP |
9,113 |
9,132 |
S1 |
9,107 |
9,116 |
|