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 |
9,070 |
8,915 |
-155 |
-1.7% |
9,110 |
High |
9,070 |
8,935 |
-135 |
-1.5% |
9,160 |
Low |
8,905 |
8,820 |
-85 |
-1.0% |
8,820 |
Close |
8,915 |
8,895 |
-20 |
-0.2% |
8,895 |
Range |
165 |
115 |
-50 |
-30.3% |
340 |
ATR |
138 |
136 |
-2 |
-1.2% |
0 |
Volume |
2,802 |
5,667 |
2,865 |
102.2% |
18,037 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,228 |
9,177 |
8,958 |
|
R3 |
9,113 |
9,062 |
8,927 |
|
R2 |
8,998 |
8,998 |
8,916 |
|
R1 |
8,947 |
8,947 |
8,906 |
8,915 |
PP |
8,883 |
8,883 |
8,883 |
8,868 |
S1 |
8,832 |
8,832 |
8,885 |
8,800 |
S2 |
8,768 |
8,768 |
8,874 |
|
S3 |
8,653 |
8,717 |
8,864 |
|
S4 |
8,538 |
8,602 |
8,832 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,978 |
9,777 |
9,082 |
|
R3 |
9,638 |
9,437 |
8,989 |
|
R2 |
9,298 |
9,298 |
8,957 |
|
R1 |
9,097 |
9,097 |
8,926 |
9,028 |
PP |
8,958 |
8,958 |
8,958 |
8,924 |
S1 |
8,757 |
8,757 |
8,864 |
8,688 |
S2 |
8,618 |
8,618 |
8,833 |
|
S3 |
8,278 |
8,417 |
8,802 |
|
S4 |
7,938 |
8,077 |
8,708 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,160 |
8,820 |
340 |
3.8% |
113 |
1.3% |
22% |
False |
True |
3,607 |
10 |
9,285 |
8,820 |
465 |
5.2% |
131 |
1.5% |
16% |
False |
True |
3,593 |
20 |
9,285 |
8,680 |
605 |
6.8% |
134 |
1.5% |
36% |
False |
False |
3,607 |
40 |
9,285 |
8,330 |
955 |
10.7% |
141 |
1.6% |
59% |
False |
False |
3,802 |
60 |
9,285 |
8,330 |
955 |
10.7% |
144 |
1.6% |
59% |
False |
False |
4,105 |
80 |
9,285 |
8,200 |
1,085 |
12.2% |
129 |
1.4% |
64% |
False |
False |
3,603 |
100 |
9,635 |
8,200 |
1,435 |
16.1% |
104 |
1.2% |
48% |
False |
False |
2,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,424 |
2.618 |
9,236 |
1.618 |
9,121 |
1.000 |
9,050 |
0.618 |
9,006 |
HIGH |
8,935 |
0.618 |
8,891 |
0.500 |
8,878 |
0.382 |
8,864 |
LOW |
8,820 |
0.618 |
8,749 |
1.000 |
8,705 |
1.618 |
8,634 |
2.618 |
8,519 |
4.250 |
8,331 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,889 |
8,960 |
PP |
8,883 |
8,938 |
S1 |
8,878 |
8,917 |
|