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 |
1,410.00 |
1,408.25 |
-1.75 |
-0.1% |
1,415.00 |
High |
1,416.00 |
1,412.00 |
-4.00 |
-0.3% |
1,424.75 |
Low |
1,407.00 |
1,403.25 |
-3.75 |
-0.3% |
1,395.25 |
Close |
1,408.25 |
1,407.75 |
-0.50 |
0.0% |
1,409.75 |
Range |
9.00 |
8.75 |
-0.25 |
-2.8% |
29.50 |
ATR |
14.90 |
14.46 |
-0.44 |
-2.9% |
0.00 |
Volume |
929,925 |
1,209,952 |
280,027 |
30.1% |
7,676,660 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.00 |
1,429.50 |
1,412.50 |
|
R3 |
1,425.25 |
1,420.75 |
1,410.25 |
|
R2 |
1,416.50 |
1,416.50 |
1,409.25 |
|
R1 |
1,412.00 |
1,412.00 |
1,408.50 |
1,410.00 |
PP |
1,407.75 |
1,407.75 |
1,407.75 |
1,406.50 |
S1 |
1,403.25 |
1,403.25 |
1,407.00 |
1,401.00 |
S2 |
1,399.00 |
1,399.00 |
1,406.25 |
|
S3 |
1,390.25 |
1,394.50 |
1,405.25 |
|
S4 |
1,381.50 |
1,385.75 |
1,403.00 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.50 |
1,483.50 |
1,426.00 |
|
R3 |
1,469.00 |
1,454.00 |
1,417.75 |
|
R2 |
1,439.50 |
1,439.50 |
1,415.25 |
|
R1 |
1,424.50 |
1,424.50 |
1,412.50 |
1,417.25 |
PP |
1,410.00 |
1,410.00 |
1,410.00 |
1,406.25 |
S1 |
1,395.00 |
1,395.00 |
1,407.00 |
1,387.75 |
S2 |
1,380.50 |
1,380.50 |
1,404.25 |
|
S3 |
1,351.00 |
1,365.50 |
1,401.75 |
|
S4 |
1,321.50 |
1,336.00 |
1,393.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,418.00 |
1,395.25 |
22.75 |
1.6% |
13.00 |
0.9% |
55% |
False |
False |
1,395,106 |
10 |
1,424.75 |
1,395.25 |
29.50 |
2.1% |
11.75 |
0.8% |
42% |
False |
False |
1,354,008 |
20 |
1,424.75 |
1,349.25 |
75.50 |
5.4% |
13.75 |
1.0% |
77% |
False |
False |
1,450,634 |
40 |
1,424.75 |
1,319.75 |
105.00 |
7.5% |
16.25 |
1.2% |
84% |
False |
False |
1,573,845 |
60 |
1,424.75 |
1,260.75 |
164.00 |
11.6% |
18.50 |
1.3% |
90% |
False |
False |
1,698,802 |
80 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.25 |
1.4% |
90% |
False |
False |
1,276,519 |
100 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.00 |
1.3% |
90% |
False |
False |
1,021,541 |
120 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.00 |
1.3% |
90% |
False |
False |
851,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,449.25 |
2.618 |
1,435.00 |
1.618 |
1,426.25 |
1.000 |
1,420.75 |
0.618 |
1,417.50 |
HIGH |
1,412.00 |
0.618 |
1,408.75 |
0.500 |
1,407.50 |
0.382 |
1,406.50 |
LOW |
1,403.25 |
0.618 |
1,397.75 |
1.000 |
1,394.50 |
1.618 |
1,389.00 |
2.618 |
1,380.25 |
4.250 |
1,366.00 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,407.75 |
1,407.00 |
PP |
1,407.75 |
1,406.25 |
S1 |
1,407.50 |
1,405.50 |
|