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 |
9,040 |
9,070 |
30 |
0.3% |
9,210 |
High |
9,100 |
9,070 |
-30 |
-0.3% |
9,285 |
Low |
9,040 |
8,905 |
-135 |
-1.5% |
9,010 |
Close |
9,070 |
8,915 |
-155 |
-1.7% |
9,110 |
Range |
60 |
165 |
105 |
175.0% |
275 |
ATR |
136 |
138 |
2 |
1.6% |
0 |
Volume |
3,224 |
2,802 |
-422 |
-13.1% |
17,899 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,458 |
9,352 |
9,006 |
|
R3 |
9,293 |
9,187 |
8,961 |
|
R2 |
9,128 |
9,128 |
8,945 |
|
R1 |
9,022 |
9,022 |
8,930 |
8,993 |
PP |
8,963 |
8,963 |
8,963 |
8,949 |
S1 |
8,857 |
8,857 |
8,900 |
8,828 |
S2 |
8,798 |
8,798 |
8,885 |
|
S3 |
8,633 |
8,692 |
8,870 |
|
S4 |
8,468 |
8,527 |
8,824 |
|
|
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 |
8,905 |
380 |
4.3% |
145 |
1.6% |
3% |
False |
True |
3,160 |
10 |
9,285 |
8,905 |
380 |
4.3% |
132 |
1.5% |
3% |
False |
True |
3,517 |
20 |
9,285 |
8,520 |
765 |
8.6% |
137 |
1.5% |
52% |
False |
False |
3,509 |
40 |
9,285 |
8,330 |
955 |
10.7% |
142 |
1.6% |
61% |
False |
False |
3,764 |
60 |
9,285 |
8,330 |
955 |
10.7% |
144 |
1.6% |
61% |
False |
False |
4,125 |
80 |
9,285 |
8,200 |
1,085 |
12.2% |
128 |
1.4% |
66% |
False |
False |
3,532 |
100 |
9,635 |
8,200 |
1,435 |
16.1% |
103 |
1.2% |
50% |
False |
False |
2,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,771 |
2.618 |
9,502 |
1.618 |
9,337 |
1.000 |
9,235 |
0.618 |
9,172 |
HIGH |
9,070 |
0.618 |
9,007 |
0.500 |
8,988 |
0.382 |
8,968 |
LOW |
8,905 |
0.618 |
8,803 |
1.000 |
8,740 |
1.618 |
8,638 |
2.618 |
8,473 |
4.250 |
8,204 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,988 |
9,020 |
PP |
8,963 |
8,985 |
S1 |
8,939 |
8,950 |
|