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 |
7,010.0 |
6,974.0 |
-36.0 |
-0.5% |
7,039.5 |
High |
7,027.5 |
6,979.5 |
-48.0 |
-0.7% |
7,105.0 |
Low |
6,948.0 |
6,875.0 |
-73.0 |
-1.1% |
6,891.0 |
Close |
7,001.5 |
6,908.0 |
-93.5 |
-1.3% |
6,978.5 |
Range |
79.5 |
104.5 |
25.0 |
31.4% |
214.0 |
ATR |
103.3 |
104.9 |
1.7 |
1.6% |
0.0 |
Volume |
317 |
395 |
78 |
24.6% |
1,591 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,234.3 |
7,175.7 |
6,965.5 |
|
R3 |
7,129.8 |
7,071.2 |
6,936.7 |
|
R2 |
7,025.3 |
7,025.3 |
6,927.2 |
|
R1 |
6,966.7 |
6,966.7 |
6,917.6 |
6,943.8 |
PP |
6,920.8 |
6,920.8 |
6,920.8 |
6,909.4 |
S1 |
6,862.2 |
6,862.2 |
6,898.4 |
6,839.3 |
S2 |
6,816.3 |
6,816.3 |
6,888.8 |
|
S3 |
6,711.8 |
6,757.7 |
6,879.3 |
|
S4 |
6,607.3 |
6,653.2 |
6,850.5 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,633.5 |
7,520.0 |
7,096.2 |
|
R3 |
7,419.5 |
7,306.0 |
7,037.4 |
|
R2 |
7,205.5 |
7,205.5 |
7,017.7 |
|
R1 |
7,092.0 |
7,092.0 |
6,998.1 |
7,041.8 |
PP |
6,991.5 |
6,991.5 |
6,991.5 |
6,966.4 |
S1 |
6,878.0 |
6,878.0 |
6,958.9 |
6,827.8 |
S2 |
6,777.5 |
6,777.5 |
6,939.3 |
|
S3 |
6,563.5 |
6,664.0 |
6,919.7 |
|
S4 |
6,349.5 |
6,450.0 |
6,860.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,050.0 |
6,875.0 |
175.0 |
2.5% |
85.9 |
1.2% |
19% |
False |
True |
701 |
10 |
7,105.0 |
6,875.0 |
230.0 |
3.3% |
81.9 |
1.2% |
14% |
False |
True |
515 |
20 |
7,105.0 |
6,611.0 |
494.0 |
7.2% |
89.0 |
1.3% |
60% |
False |
False |
396 |
40 |
7,105.0 |
6,320.0 |
785.0 |
11.4% |
110.1 |
1.6% |
75% |
False |
False |
466 |
60 |
7,105.0 |
6,061.5 |
1,043.5 |
15.1% |
112.8 |
1.6% |
81% |
False |
False |
1,168 |
80 |
7,105.0 |
5,924.0 |
1,181.0 |
17.1% |
113.5 |
1.6% |
83% |
False |
False |
977 |
100 |
7,105.0 |
5,924.0 |
1,181.0 |
17.1% |
111.9 |
1.6% |
83% |
False |
False |
790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,423.6 |
2.618 |
7,253.1 |
1.618 |
7,148.6 |
1.000 |
7,084.0 |
0.618 |
7,044.1 |
HIGH |
6,979.5 |
0.618 |
6,939.6 |
0.500 |
6,927.3 |
0.382 |
6,914.9 |
LOW |
6,875.0 |
0.618 |
6,810.4 |
1.000 |
6,770.5 |
1.618 |
6,705.9 |
2.618 |
6,601.4 |
4.250 |
6,430.9 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
6,927.3 |
6,952.5 |
PP |
6,920.8 |
6,937.7 |
S1 |
6,914.4 |
6,922.8 |
|