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 |
1,407.00 |
1,397.00 |
-10.00 |
-0.7% |
1,410.00 |
High |
1,407.75 |
1,412.25 |
4.50 |
0.3% |
1,416.00 |
Low |
1,395.25 |
1,395.50 |
0.25 |
0.0% |
1,395.25 |
Close |
1,397.00 |
1,405.00 |
8.00 |
0.6% |
1,405.00 |
Range |
12.50 |
16.75 |
4.25 |
34.0% |
20.75 |
ATR |
13.88 |
14.08 |
0.21 |
1.5% |
0.00 |
Volume |
1,217,187 |
2,046,718 |
829,531 |
68.2% |
6,362,959 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.50 |
1,446.50 |
1,414.25 |
|
R3 |
1,437.75 |
1,429.75 |
1,409.50 |
|
R2 |
1,421.00 |
1,421.00 |
1,408.00 |
|
R1 |
1,413.00 |
1,413.00 |
1,406.50 |
1,417.00 |
PP |
1,404.25 |
1,404.25 |
1,404.25 |
1,406.25 |
S1 |
1,396.25 |
1,396.25 |
1,403.50 |
1,400.25 |
S2 |
1,387.50 |
1,387.50 |
1,402.00 |
|
S3 |
1,370.75 |
1,379.50 |
1,400.50 |
|
S4 |
1,354.00 |
1,362.75 |
1,395.75 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.75 |
1,457.00 |
1,416.50 |
|
R3 |
1,447.00 |
1,436.25 |
1,410.75 |
|
R2 |
1,426.25 |
1,426.25 |
1,408.75 |
|
R1 |
1,415.50 |
1,415.50 |
1,407.00 |
1,410.50 |
PP |
1,405.50 |
1,405.50 |
1,405.50 |
1,403.00 |
S1 |
1,394.75 |
1,394.75 |
1,403.00 |
1,389.75 |
S2 |
1,384.75 |
1,384.75 |
1,401.25 |
|
S3 |
1,364.00 |
1,374.00 |
1,399.25 |
|
S4 |
1,343.25 |
1,353.25 |
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% |
47% |
False |
False |
1,272,591 |
10 |
1,424.75 |
1,395.25 |
29.50 |
2.1% |
12.75 |
0.9% |
33% |
False |
False |
1,403,961 |
20 |
1,424.75 |
1,387.25 |
37.50 |
2.7% |
11.50 |
0.8% |
47% |
False |
False |
1,333,725 |
40 |
1,424.75 |
1,319.75 |
105.00 |
7.5% |
15.75 |
1.1% |
81% |
False |
False |
1,630,257 |
60 |
1,424.75 |
1,297.00 |
127.75 |
9.1% |
17.75 |
1.3% |
85% |
False |
False |
1,746,896 |
80 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.75 |
1.3% |
88% |
False |
False |
1,329,251 |
100 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.75 |
1.3% |
88% |
False |
False |
1,063,751 |
120 |
1,424.75 |
1,255.50 |
169.25 |
12.0% |
18.00 |
1.3% |
88% |
False |
False |
886,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.50 |
2.618 |
1,456.00 |
1.618 |
1,439.25 |
1.000 |
1,429.00 |
0.618 |
1,422.50 |
HIGH |
1,412.25 |
0.618 |
1,405.75 |
0.500 |
1,404.00 |
0.382 |
1,402.00 |
LOW |
1,395.50 |
0.618 |
1,385.25 |
1.000 |
1,378.75 |
1.618 |
1,368.50 |
2.618 |
1,351.75 |
4.250 |
1,324.25 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,404.50 |
1,404.50 |
PP |
1,404.25 |
1,404.25 |
S1 |
1,404.00 |
1,404.00 |
|