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 |
13,104 |
13,084 |
-20 |
-0.2% |
13,249 |
High |
13,135 |
13,131 |
-4 |
0.0% |
13,308 |
Low |
13,064 |
13,065 |
1 |
0.0% |
13,011 |
Close |
13,086 |
13,084 |
-2 |
0.0% |
13,156 |
Range |
71 |
66 |
-5 |
-7.0% |
297 |
ATR |
131 |
126 |
-5 |
-3.5% |
0 |
Volume |
90,855 |
82,619 |
-8,236 |
-9.1% |
522,444 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,291 |
13,254 |
13,120 |
|
R3 |
13,225 |
13,188 |
13,102 |
|
R2 |
13,159 |
13,159 |
13,096 |
|
R1 |
13,122 |
13,122 |
13,090 |
13,117 |
PP |
13,093 |
13,093 |
13,093 |
13,091 |
S1 |
13,056 |
13,056 |
13,078 |
13,051 |
S2 |
13,027 |
13,027 |
13,072 |
|
S3 |
12,961 |
12,990 |
13,066 |
|
S4 |
12,895 |
12,924 |
13,048 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,049 |
13,900 |
13,319 |
|
R3 |
13,752 |
13,603 |
13,238 |
|
R2 |
13,455 |
13,455 |
13,211 |
|
R1 |
13,306 |
13,306 |
13,183 |
13,232 |
PP |
13,158 |
13,158 |
13,158 |
13,122 |
S1 |
13,009 |
13,009 |
13,129 |
12,935 |
S2 |
12,861 |
12,861 |
13,102 |
|
S3 |
12,564 |
12,712 |
13,074 |
|
S4 |
12,267 |
12,415 |
12,993 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,215 |
13,011 |
204 |
1.6% |
113 |
0.9% |
36% |
False |
False |
93,675 |
10 |
13,308 |
13,011 |
297 |
2.3% |
105 |
0.8% |
25% |
False |
False |
93,033 |
20 |
13,308 |
12,721 |
587 |
4.5% |
122 |
0.9% |
62% |
False |
False |
93,064 |
40 |
13,308 |
12,425 |
883 |
6.7% |
147 |
1.1% |
75% |
False |
False |
105,991 |
60 |
13,308 |
12,051 |
1,257 |
9.6% |
163 |
1.2% |
82% |
False |
False |
110,964 |
80 |
13,308 |
11,884 |
1,424 |
10.9% |
160 |
1.2% |
84% |
False |
False |
83,325 |
100 |
13,308 |
11,884 |
1,424 |
10.9% |
146 |
1.1% |
84% |
False |
False |
66,662 |
120 |
13,308 |
11,884 |
1,424 |
10.9% |
134 |
1.0% |
84% |
False |
False |
55,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,412 |
2.618 |
13,304 |
1.618 |
13,238 |
1.000 |
13,197 |
0.618 |
13,172 |
HIGH |
13,131 |
0.618 |
13,106 |
0.500 |
13,098 |
0.382 |
13,090 |
LOW |
13,065 |
0.618 |
13,024 |
1.000 |
12,999 |
1.618 |
12,958 |
2.618 |
12,892 |
4.250 |
12,785 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,098 |
13,125 |
PP |
13,093 |
13,111 |
S1 |
13,089 |
13,098 |
|