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 |
1,666.0 |
1,668.8 |
2.8 |
0.2% |
1,618.5 |
High |
1,674.9 |
1,672.5 |
-2.4 |
-0.1% |
1,677.5 |
Low |
1,659.1 |
1,654.4 |
-4.7 |
-0.3% |
1,611.8 |
Close |
1,669.7 |
1,663.0 |
-6.7 |
-0.4% |
1,672.9 |
Range |
15.8 |
18.1 |
2.3 |
14.6% |
65.7 |
ATR |
19.4 |
19.3 |
-0.1 |
-0.5% |
0.0 |
Volume |
98,811 |
96,144 |
-2,667 |
-2.7% |
550,838 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.6 |
1,708.4 |
1,673.0 |
|
R3 |
1,699.5 |
1,690.3 |
1,668.0 |
|
R2 |
1,681.4 |
1,681.4 |
1,666.3 |
|
R1 |
1,672.2 |
1,672.2 |
1,664.7 |
1,667.8 |
PP |
1,663.3 |
1,663.3 |
1,663.3 |
1,661.1 |
S1 |
1,654.1 |
1,654.1 |
1,661.3 |
1,649.7 |
S2 |
1,645.2 |
1,645.2 |
1,659.7 |
|
S3 |
1,627.1 |
1,636.0 |
1,658.0 |
|
S4 |
1,609.0 |
1,617.9 |
1,653.0 |
|
|
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 |
1,654.4 |
24.9 |
1.5% |
16.4 |
1.0% |
35% |
False |
True |
101,616 |
10 |
1,679.3 |
1,603.0 |
76.3 |
4.6% |
16.8 |
1.0% |
79% |
False |
False |
99,406 |
20 |
1,679.3 |
1,586.3 |
93.0 |
5.6% |
17.6 |
1.1% |
82% |
False |
False |
97,525 |
40 |
1,679.3 |
1,559.5 |
119.8 |
7.2% |
19.7 |
1.2% |
86% |
False |
False |
67,297 |
60 |
1,679.3 |
1,552.0 |
127.3 |
7.7% |
22.0 |
1.3% |
87% |
False |
False |
46,247 |
80 |
1,679.3 |
1,535.4 |
143.9 |
8.7% |
23.7 |
1.4% |
89% |
False |
False |
36,334 |
100 |
1,687.4 |
1,535.4 |
152.0 |
9.1% |
22.5 |
1.4% |
84% |
False |
False |
29,668 |
120 |
1,720.7 |
1,535.4 |
185.3 |
11.1% |
22.7 |
1.4% |
69% |
False |
False |
25,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,749.4 |
2.618 |
1,719.9 |
1.618 |
1,701.8 |
1.000 |
1,690.6 |
0.618 |
1,683.7 |
HIGH |
1,672.5 |
0.618 |
1,665.6 |
0.500 |
1,663.5 |
0.382 |
1,661.3 |
LOW |
1,654.4 |
0.618 |
1,643.2 |
1.000 |
1,636.3 |
1.618 |
1,625.1 |
2.618 |
1,607.0 |
4.250 |
1,577.5 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,663.5 |
1,666.9 |
PP |
1,663.3 |
1,665.6 |
S1 |
1,663.2 |
1,664.3 |
|