Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,673.2 |
1,666.0 |
-7.2 |
-0.4% |
1,618.5 |
High |
1,679.3 |
1,674.9 |
-4.4 |
-0.3% |
1,677.5 |
Low |
1,665.5 |
1,659.1 |
-6.4 |
-0.4% |
1,611.8 |
Close |
1,675.6 |
1,669.7 |
-5.9 |
-0.4% |
1,672.9 |
Range |
13.8 |
15.8 |
2.0 |
14.5% |
65.7 |
ATR |
19.7 |
19.4 |
-0.2 |
-1.1% |
0.0 |
Volume |
74,105 |
98,811 |
24,706 |
33.3% |
550,838 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.3 |
1,708.3 |
1,678.4 |
|
R3 |
1,699.5 |
1,692.5 |
1,674.0 |
|
R2 |
1,683.7 |
1,683.7 |
1,672.6 |
|
R1 |
1,676.7 |
1,676.7 |
1,671.1 |
1,680.2 |
PP |
1,667.9 |
1,667.9 |
1,667.9 |
1,669.7 |
S1 |
1,660.9 |
1,660.9 |
1,668.3 |
1,664.4 |
S2 |
1,652.1 |
1,652.1 |
1,666.8 |
|
S3 |
1,636.3 |
1,645.1 |
1,665.4 |
|
S4 |
1,620.5 |
1,629.3 |
1,661.0 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.2 |
1,827.7 |
1,709.0 |
|
R3 |
1,785.5 |
1,762.0 |
1,691.0 |
|
R2 |
1,719.8 |
1,719.8 |
1,684.9 |
|
R1 |
1,696.3 |
1,696.3 |
1,678.9 |
1,708.1 |
PP |
1,654.1 |
1,654.1 |
1,654.1 |
1,659.9 |
S1 |
1,630.6 |
1,630.6 |
1,666.9 |
1,642.4 |
S2 |
1,588.4 |
1,588.4 |
1,660.9 |
|
S3 |
1,522.7 |
1,564.9 |
1,654.8 |
|
S4 |
1,457.0 |
1,499.2 |
1,636.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,679.3 |
1,636.3 |
43.0 |
2.6% |
17.1 |
1.0% |
78% |
False |
False |
107,535 |
10 |
1,679.3 |
1,592.1 |
87.2 |
5.2% |
16.7 |
1.0% |
89% |
False |
False |
98,923 |
20 |
1,679.3 |
1,586.3 |
93.0 |
5.6% |
18.0 |
1.1% |
90% |
False |
False |
99,903 |
40 |
1,679.3 |
1,559.5 |
119.8 |
7.2% |
20.0 |
1.2% |
92% |
False |
False |
65,041 |
60 |
1,679.3 |
1,552.0 |
127.3 |
7.6% |
21.8 |
1.3% |
92% |
False |
False |
44,679 |
80 |
1,679.3 |
1,535.4 |
143.9 |
8.6% |
23.6 |
1.4% |
93% |
False |
False |
35,155 |
100 |
1,687.4 |
1,535.4 |
152.0 |
9.1% |
22.5 |
1.3% |
88% |
False |
False |
28,730 |
120 |
1,725.2 |
1,535.4 |
189.8 |
11.4% |
22.9 |
1.4% |
71% |
False |
False |
24,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,742.1 |
2.618 |
1,716.3 |
1.618 |
1,700.5 |
1.000 |
1,690.7 |
0.618 |
1,684.7 |
HIGH |
1,674.9 |
0.618 |
1,668.9 |
0.500 |
1,667.0 |
0.382 |
1,665.1 |
LOW |
1,659.1 |
0.618 |
1,649.3 |
1.000 |
1,643.3 |
1.618 |
1,633.5 |
2.618 |
1,617.7 |
4.250 |
1,592.0 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,668.8 |
1,669.5 |
PP |
1,667.9 |
1,669.4 |
S1 |
1,667.0 |
1,669.2 |
|