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 |
1,407.25 |
1,407.00 |
-0.25 |
0.0% |
1,415.00 |
High |
1,412.50 |
1,407.75 |
-4.75 |
-0.3% |
1,424.75 |
Low |
1,404.75 |
1,395.25 |
-9.50 |
-0.7% |
1,395.25 |
Close |
1,407.25 |
1,397.00 |
-10.25 |
-0.7% |
1,409.75 |
Range |
7.75 |
12.50 |
4.75 |
61.3% |
29.50 |
ATR |
13.98 |
13.88 |
-0.11 |
-0.8% |
0.00 |
Volume |
959,177 |
1,217,187 |
258,010 |
26.9% |
7,676,660 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.50 |
1,429.75 |
1,404.00 |
|
R3 |
1,425.00 |
1,417.25 |
1,400.50 |
|
R2 |
1,412.50 |
1,412.50 |
1,399.25 |
|
R1 |
1,404.75 |
1,404.75 |
1,398.25 |
1,402.50 |
PP |
1,400.00 |
1,400.00 |
1,400.00 |
1,398.75 |
S1 |
1,392.25 |
1,392.25 |
1,395.75 |
1,390.00 |
S2 |
1,387.50 |
1,387.50 |
1,394.75 |
|
S3 |
1,375.00 |
1,379.75 |
1,393.50 |
|
S4 |
1,362.50 |
1,367.25 |
1,390.00 |
|
|
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 |
1,416.00 |
1,395.25 |
20.75 |
1.5% |
11.00 |
0.8% |
8% |
False |
True |
1,177,542 |
10 |
1,424.75 |
1,395.25 |
29.50 |
2.1% |
11.50 |
0.8% |
6% |
False |
True |
1,313,174 |
20 |
1,424.75 |
1,360.00 |
64.75 |
4.6% |
12.25 |
0.9% |
57% |
False |
False |
1,328,583 |
40 |
1,424.75 |
1,319.75 |
105.00 |
7.5% |
16.00 |
1.1% |
74% |
False |
False |
1,627,909 |
60 |
1,424.75 |
1,297.00 |
127.75 |
9.1% |
18.00 |
1.3% |
78% |
False |
False |
1,729,284 |
80 |
1,424.75 |
1,255.50 |
169.25 |
12.1% |
18.75 |
1.4% |
84% |
False |
False |
1,303,688 |
100 |
1,424.75 |
1,255.50 |
169.25 |
12.1% |
18.75 |
1.3% |
84% |
False |
False |
1,043,293 |
120 |
1,424.75 |
1,255.50 |
169.25 |
12.1% |
18.00 |
1.3% |
84% |
False |
False |
869,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.00 |
2.618 |
1,440.50 |
1.618 |
1,428.00 |
1.000 |
1,420.25 |
0.618 |
1,415.50 |
HIGH |
1,407.75 |
0.618 |
1,403.00 |
0.500 |
1,401.50 |
0.382 |
1,400.00 |
LOW |
1,395.25 |
0.618 |
1,387.50 |
1.000 |
1,382.75 |
1.618 |
1,375.00 |
2.618 |
1,362.50 |
4.250 |
1,342.00 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,401.50 |
1,404.00 |
PP |
1,400.00 |
1,401.50 |
S1 |
1,398.50 |
1,399.25 |
|