Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
9,110 |
9,125 |
15 |
0.2% |
9,210 |
High |
9,160 |
9,135 |
-25 |
-0.3% |
9,285 |
Low |
9,080 |
8,990 |
-90 |
-1.0% |
9,010 |
Close |
9,100 |
9,050 |
-50 |
-0.5% |
9,110 |
Range |
80 |
145 |
65 |
81.3% |
275 |
ATR |
141 |
141 |
0 |
0.2% |
0 |
Volume |
2,807 |
3,537 |
730 |
26.0% |
17,899 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,493 |
9,417 |
9,130 |
|
R3 |
9,348 |
9,272 |
9,090 |
|
R2 |
9,203 |
9,203 |
9,077 |
|
R1 |
9,127 |
9,127 |
9,063 |
9,093 |
PP |
9,058 |
9,058 |
9,058 |
9,041 |
S1 |
8,982 |
8,982 |
9,037 |
8,948 |
S2 |
8,913 |
8,913 |
9,024 |
|
S3 |
8,768 |
8,837 |
9,010 |
|
S4 |
8,623 |
8,692 |
8,970 |
|
|
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 |
8,990 |
295 |
3.3% |
156 |
1.7% |
20% |
False |
True |
3,654 |
10 |
9,285 |
8,875 |
410 |
4.5% |
138 |
1.5% |
43% |
False |
False |
3,443 |
20 |
9,285 |
8,510 |
775 |
8.6% |
141 |
1.6% |
70% |
False |
False |
3,609 |
40 |
9,285 |
8,330 |
955 |
10.6% |
142 |
1.6% |
75% |
False |
False |
3,743 |
60 |
9,285 |
8,330 |
955 |
10.6% |
148 |
1.6% |
75% |
False |
False |
4,376 |
80 |
9,285 |
8,200 |
1,085 |
12.0% |
125 |
1.4% |
78% |
False |
False |
3,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,751 |
2.618 |
9,515 |
1.618 |
9,370 |
1.000 |
9,280 |
0.618 |
9,225 |
HIGH |
9,135 |
0.618 |
9,080 |
0.500 |
9,063 |
0.382 |
9,046 |
LOW |
8,990 |
0.618 |
8,901 |
1.000 |
8,845 |
1.618 |
8,756 |
2.618 |
8,611 |
4.250 |
8,374 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
9,063 |
9,138 |
PP |
9,058 |
9,108 |
S1 |
9,054 |
9,079 |
|