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 |
1,408.25 |
1,407.25 |
-1.00 |
-0.1% |
1,415.00 |
High |
1,412.00 |
1,412.50 |
0.50 |
0.0% |
1,424.75 |
Low |
1,403.25 |
1,404.75 |
1.50 |
0.1% |
1,395.25 |
Close |
1,407.75 |
1,407.25 |
-0.50 |
0.0% |
1,409.75 |
Range |
8.75 |
7.75 |
-1.00 |
-11.4% |
29.50 |
ATR |
14.46 |
13.98 |
-0.48 |
-3.3% |
0.00 |
Volume |
1,209,952 |
959,177 |
-250,775 |
-20.7% |
7,676,660 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.50 |
1,427.00 |
1,411.50 |
|
R3 |
1,423.75 |
1,419.25 |
1,409.50 |
|
R2 |
1,416.00 |
1,416.00 |
1,408.75 |
|
R1 |
1,411.50 |
1,411.50 |
1,408.00 |
1,411.00 |
PP |
1,408.25 |
1,408.25 |
1,408.25 |
1,408.00 |
S1 |
1,403.75 |
1,403.75 |
1,406.50 |
1,403.50 |
S2 |
1,400.50 |
1,400.50 |
1,405.75 |
|
S3 |
1,392.75 |
1,396.00 |
1,405.00 |
|
S4 |
1,385.00 |
1,388.25 |
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% |
12.50 |
0.9% |
53% |
False |
False |
1,252,547 |
10 |
1,424.75 |
1,395.25 |
29.50 |
2.1% |
11.75 |
0.8% |
41% |
False |
False |
1,339,685 |
20 |
1,424.75 |
1,349.25 |
75.50 |
5.4% |
13.25 |
0.9% |
77% |
False |
False |
1,409,111 |
40 |
1,424.75 |
1,319.75 |
105.00 |
7.5% |
16.25 |
1.1% |
83% |
False |
False |
1,597,710 |
60 |
1,424.75 |
1,276.50 |
148.25 |
10.5% |
18.25 |
1.3% |
88% |
False |
False |
1,712,974 |
80 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
19.00 |
1.3% |
90% |
False |
False |
1,288,488 |
100 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.75 |
1.3% |
90% |
False |
False |
1,031,128 |
120 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.00 |
1.3% |
90% |
False |
False |
859,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.50 |
2.618 |
1,432.75 |
1.618 |
1,425.00 |
1.000 |
1,420.25 |
0.618 |
1,417.25 |
HIGH |
1,412.50 |
0.618 |
1,409.50 |
0.500 |
1,408.50 |
0.382 |
1,407.75 |
LOW |
1,404.75 |
0.618 |
1,400.00 |
1.000 |
1,397.00 |
1.618 |
1,392.25 |
2.618 |
1,384.50 |
4.250 |
1,371.75 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,408.50 |
1,409.50 |
PP |
1,408.25 |
1,408.75 |
S1 |
1,407.75 |
1,408.00 |
|