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 |
1,667.3 |
1,657.9 |
-9.4 |
-0.6% |
1,616.3 |
High |
1,669.9 |
1,664.3 |
-5.6 |
-0.3% |
1,675.1 |
Low |
1,652.3 |
1,650.2 |
-2.1 |
-0.1% |
1,609.6 |
Close |
1,660.7 |
1,654.8 |
-5.9 |
-0.4% |
1,670.7 |
Range |
17.6 |
14.1 |
-3.5 |
-19.9% |
65.5 |
ATR |
19.1 |
18.7 |
-0.4 |
-1.9% |
0.0 |
Volume |
9,956 |
2,657 |
-7,299 |
-73.3% |
22,225 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.7 |
1,690.9 |
1,662.6 |
|
R3 |
1,684.6 |
1,676.8 |
1,658.7 |
|
R2 |
1,670.5 |
1,670.5 |
1,657.4 |
|
R1 |
1,662.7 |
1,662.7 |
1,656.1 |
1,659.6 |
PP |
1,656.4 |
1,656.4 |
1,656.4 |
1,654.9 |
S1 |
1,648.6 |
1,648.6 |
1,653.5 |
1,645.5 |
S2 |
1,642.3 |
1,642.3 |
1,652.2 |
|
S3 |
1,628.2 |
1,634.5 |
1,650.9 |
|
S4 |
1,614.1 |
1,620.4 |
1,647.0 |
|
|
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 |
1,650.2 |
26.9 |
1.6% |
14.5 |
0.9% |
17% |
False |
True |
4,844 |
10 |
1,677.1 |
1,609.6 |
67.5 |
4.1% |
16.1 |
1.0% |
67% |
False |
False |
4,554 |
20 |
1,677.1 |
1,586.8 |
90.3 |
5.5% |
16.4 |
1.0% |
75% |
False |
False |
4,345 |
40 |
1,677.1 |
1,557.0 |
120.1 |
7.3% |
19.1 |
1.2% |
81% |
False |
False |
4,893 |
60 |
1,677.1 |
1,550.0 |
127.1 |
7.7% |
21.3 |
1.3% |
82% |
False |
False |
3,806 |
80 |
1,677.1 |
1,534.3 |
142.8 |
8.6% |
22.6 |
1.4% |
84% |
False |
False |
3,375 |
100 |
1,685.3 |
1,534.3 |
151.0 |
9.1% |
21.4 |
1.3% |
80% |
False |
False |
2,912 |
120 |
1,703.6 |
1,534.3 |
169.3 |
10.2% |
21.3 |
1.3% |
71% |
False |
False |
2,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.2 |
2.618 |
1,701.2 |
1.618 |
1,687.1 |
1.000 |
1,678.4 |
0.618 |
1,673.0 |
HIGH |
1,664.3 |
0.618 |
1,658.9 |
0.500 |
1,657.3 |
0.382 |
1,655.6 |
LOW |
1,650.2 |
0.618 |
1,641.5 |
1.000 |
1,636.1 |
1.618 |
1,627.4 |
2.618 |
1,613.3 |
4.250 |
1,590.3 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,657.3 |
1,661.4 |
PP |
1,656.4 |
1,659.2 |
S1 |
1,655.6 |
1,657.0 |
|