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 |
9,125 |
9,040 |
-85 |
-0.9% |
9,210 |
High |
9,135 |
9,100 |
-35 |
-0.4% |
9,285 |
Low |
8,990 |
9,040 |
50 |
0.6% |
9,010 |
Close |
9,050 |
9,070 |
20 |
0.2% |
9,110 |
Range |
145 |
60 |
-85 |
-58.6% |
275 |
ATR |
141 |
136 |
-6 |
-4.1% |
0 |
Volume |
3,537 |
3,224 |
-313 |
-8.8% |
17,899 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,250 |
9,220 |
9,103 |
|
R3 |
9,190 |
9,160 |
9,087 |
|
R2 |
9,130 |
9,130 |
9,081 |
|
R1 |
9,100 |
9,100 |
9,076 |
9,115 |
PP |
9,070 |
9,070 |
9,070 |
9,078 |
S1 |
9,040 |
9,040 |
9,065 |
9,055 |
S2 |
9,010 |
9,010 |
9,059 |
|
S3 |
8,950 |
8,980 |
9,054 |
|
S4 |
8,890 |
8,920 |
9,037 |
|
|
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% |
139 |
1.5% |
27% |
False |
False |
3,575 |
10 |
9,285 |
8,945 |
340 |
3.7% |
136 |
1.5% |
37% |
False |
False |
3,569 |
20 |
9,285 |
8,510 |
775 |
8.5% |
139 |
1.5% |
72% |
False |
False |
3,627 |
40 |
9,285 |
8,330 |
955 |
10.5% |
141 |
1.5% |
77% |
False |
False |
3,823 |
60 |
9,285 |
8,330 |
955 |
10.5% |
146 |
1.6% |
77% |
False |
False |
4,242 |
80 |
9,285 |
8,200 |
1,085 |
12.0% |
126 |
1.4% |
80% |
False |
False |
3,497 |
100 |
9,635 |
8,200 |
1,435 |
15.8% |
101 |
1.1% |
61% |
False |
False |
2,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,355 |
2.618 |
9,257 |
1.618 |
9,197 |
1.000 |
9,160 |
0.618 |
9,137 |
HIGH |
9,100 |
0.618 |
9,077 |
0.500 |
9,070 |
0.382 |
9,063 |
LOW |
9,040 |
0.618 |
9,003 |
1.000 |
8,980 |
1.618 |
8,943 |
2.618 |
8,883 |
4.250 |
8,785 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
9,070 |
9,075 |
PP |
9,070 |
9,073 |
S1 |
9,070 |
9,072 |
|