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 |
1,657.9 |
1,655.5 |
-2.4 |
-0.1% |
1,671.6 |
High |
1,664.3 |
1,692.9 |
28.6 |
1.7% |
1,692.9 |
Low |
1,650.2 |
1,644.8 |
-5.4 |
-0.3% |
1,644.8 |
Close |
1,654.8 |
1,685.3 |
30.5 |
1.8% |
1,685.3 |
Range |
14.1 |
48.1 |
34.0 |
241.1% |
48.1 |
ATR |
18.7 |
20.8 |
2.1 |
11.2% |
0.0 |
Volume |
2,657 |
12,693 |
10,036 |
377.7% |
33,148 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.6 |
1,800.1 |
1,711.8 |
|
R3 |
1,770.5 |
1,752.0 |
1,698.5 |
|
R2 |
1,722.4 |
1,722.4 |
1,694.1 |
|
R1 |
1,703.9 |
1,703.9 |
1,689.7 |
1,713.2 |
PP |
1,674.3 |
1,674.3 |
1,674.3 |
1,679.0 |
S1 |
1,655.8 |
1,655.8 |
1,680.9 |
1,665.1 |
S2 |
1,626.2 |
1,626.2 |
1,676.5 |
|
S3 |
1,578.1 |
1,607.7 |
1,672.1 |
|
S4 |
1,530.0 |
1,559.6 |
1,658.8 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.6 |
1,800.1 |
1,711.8 |
|
R3 |
1,770.5 |
1,752.0 |
1,698.5 |
|
R2 |
1,722.4 |
1,722.4 |
1,694.1 |
|
R1 |
1,703.9 |
1,703.9 |
1,689.7 |
1,713.2 |
PP |
1,674.3 |
1,674.3 |
1,674.3 |
1,679.0 |
S1 |
1,655.8 |
1,655.8 |
1,680.9 |
1,665.1 |
S2 |
1,626.2 |
1,626.2 |
1,676.5 |
|
S3 |
1,578.1 |
1,607.7 |
1,672.1 |
|
S4 |
1,530.0 |
1,559.6 |
1,658.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,692.9 |
1,644.8 |
48.1 |
2.9% |
21.9 |
1.3% |
84% |
True |
True |
6,629 |
10 |
1,692.9 |
1,609.6 |
83.3 |
4.9% |
20.0 |
1.2% |
91% |
True |
False |
5,537 |
20 |
1,692.9 |
1,590.2 |
102.7 |
6.1% |
17.8 |
1.1% |
93% |
True |
False |
4,600 |
40 |
1,692.9 |
1,557.0 |
135.9 |
8.1% |
19.5 |
1.2% |
94% |
True |
False |
5,134 |
60 |
1,692.9 |
1,550.0 |
142.9 |
8.5% |
21.3 |
1.3% |
95% |
True |
False |
4,007 |
80 |
1,692.9 |
1,534.3 |
158.6 |
9.4% |
22.9 |
1.4% |
95% |
True |
False |
3,512 |
100 |
1,692.9 |
1,534.3 |
158.6 |
9.4% |
21.8 |
1.3% |
95% |
True |
False |
3,026 |
120 |
1,701.5 |
1,534.3 |
167.2 |
9.9% |
21.4 |
1.3% |
90% |
False |
False |
2,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.3 |
2.618 |
1,818.8 |
1.618 |
1,770.7 |
1.000 |
1,741.0 |
0.618 |
1,722.6 |
HIGH |
1,692.9 |
0.618 |
1,674.5 |
0.500 |
1,668.9 |
0.382 |
1,663.2 |
LOW |
1,644.8 |
0.618 |
1,615.1 |
1.000 |
1,596.7 |
1.618 |
1,567.0 |
2.618 |
1,518.9 |
4.250 |
1,440.4 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,679.8 |
1,679.8 |
PP |
1,674.3 |
1,674.3 |
S1 |
1,668.9 |
1,668.9 |
|