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 |
1,664.4 |
1,667.3 |
2.9 |
0.2% |
1,616.3 |
High |
1,672.6 |
1,669.9 |
-2.7 |
-0.2% |
1,675.1 |
Low |
1,656.9 |
1,652.3 |
-4.6 |
-0.3% |
1,609.6 |
Close |
1,667.4 |
1,660.7 |
-6.7 |
-0.4% |
1,670.7 |
Range |
15.7 |
17.6 |
1.9 |
12.1% |
65.5 |
ATR |
19.2 |
19.1 |
-0.1 |
-0.6% |
0.0 |
Volume |
4,625 |
9,956 |
5,331 |
115.3% |
22,225 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.8 |
1,704.8 |
1,670.4 |
|
R3 |
1,696.2 |
1,687.2 |
1,665.5 |
|
R2 |
1,678.6 |
1,678.6 |
1,663.9 |
|
R1 |
1,669.6 |
1,669.6 |
1,662.3 |
1,665.3 |
PP |
1,661.0 |
1,661.0 |
1,661.0 |
1,658.8 |
S1 |
1,652.0 |
1,652.0 |
1,659.1 |
1,647.7 |
S2 |
1,643.4 |
1,643.4 |
1,657.5 |
|
S3 |
1,625.8 |
1,634.4 |
1,655.9 |
|
S4 |
1,608.2 |
1,616.8 |
1,651.0 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.3 |
1,825.0 |
1,706.7 |
|
R3 |
1,782.8 |
1,759.5 |
1,688.7 |
|
R2 |
1,717.3 |
1,717.3 |
1,682.7 |
|
R1 |
1,694.0 |
1,694.0 |
1,676.7 |
1,705.7 |
PP |
1,651.8 |
1,651.8 |
1,651.8 |
1,657.6 |
S1 |
1,628.5 |
1,628.5 |
1,664.7 |
1,640.2 |
S2 |
1,586.3 |
1,586.3 |
1,658.7 |
|
S3 |
1,520.8 |
1,563.0 |
1,652.7 |
|
S4 |
1,455.3 |
1,497.5 |
1,634.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,677.1 |
1,652.3 |
24.8 |
1.5% |
16.2 |
1.0% |
34% |
False |
True |
5,151 |
10 |
1,677.1 |
1,601.1 |
76.0 |
4.6% |
16.6 |
1.0% |
78% |
False |
False |
4,743 |
20 |
1,677.1 |
1,584.2 |
92.9 |
5.6% |
17.3 |
1.0% |
82% |
False |
False |
4,686 |
40 |
1,677.1 |
1,557.0 |
120.1 |
7.2% |
19.4 |
1.2% |
86% |
False |
False |
4,876 |
60 |
1,677.1 |
1,550.0 |
127.1 |
7.7% |
21.4 |
1.3% |
87% |
False |
False |
3,770 |
80 |
1,677.1 |
1,534.3 |
142.8 |
8.6% |
22.9 |
1.4% |
89% |
False |
False |
3,351 |
100 |
1,685.3 |
1,534.3 |
151.0 |
9.1% |
21.6 |
1.3% |
84% |
False |
False |
2,906 |
120 |
1,716.5 |
1,534.3 |
182.2 |
11.0% |
21.3 |
1.3% |
69% |
False |
False |
2,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.7 |
2.618 |
1,716.0 |
1.618 |
1,698.4 |
1.000 |
1,687.5 |
0.618 |
1,680.8 |
HIGH |
1,669.9 |
0.618 |
1,663.2 |
0.500 |
1,661.1 |
0.382 |
1,659.0 |
LOW |
1,652.3 |
0.618 |
1,641.4 |
1.000 |
1,634.7 |
1.618 |
1,623.8 |
2.618 |
1,606.2 |
4.250 |
1,577.5 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,661.1 |
1,664.7 |
PP |
1,661.0 |
1,663.4 |
S1 |
1,660.8 |
1,662.0 |
|