Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
12,937 |
13,080 |
143 |
1.1% |
13,177 |
High |
13,078 |
13,100 |
22 |
0.2% |
13,220 |
Low |
12,920 |
13,022 |
102 |
0.8% |
12,920 |
Close |
13,074 |
13,024 |
-50 |
-0.4% |
13,074 |
Range |
158 |
78 |
-80 |
-50.6% |
300 |
ATR |
117 |
114 |
-3 |
-2.4% |
0 |
Volume |
68 |
88 |
20 |
29.4% |
287 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,283 |
13,231 |
13,067 |
|
R3 |
13,205 |
13,153 |
13,046 |
|
R2 |
13,127 |
13,127 |
13,038 |
|
R1 |
13,075 |
13,075 |
13,031 |
13,062 |
PP |
13,049 |
13,049 |
13,049 |
13,042 |
S1 |
12,997 |
12,997 |
13,017 |
12,984 |
S2 |
12,971 |
12,971 |
13,010 |
|
S3 |
12,893 |
12,919 |
13,003 |
|
S4 |
12,815 |
12,841 |
12,981 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,971 |
13,823 |
13,239 |
|
R3 |
13,671 |
13,523 |
13,157 |
|
R2 |
13,371 |
13,371 |
13,129 |
|
R1 |
13,223 |
13,223 |
13,102 |
13,147 |
PP |
13,071 |
13,071 |
13,071 |
13,034 |
S1 |
12,923 |
12,923 |
13,047 |
12,847 |
S2 |
12,771 |
12,771 |
13,019 |
|
S3 |
12,471 |
12,623 |
12,992 |
|
S4 |
12,171 |
12,323 |
12,909 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,220 |
12,920 |
300 |
2.3% |
134 |
1.0% |
35% |
False |
False |
67 |
10 |
13,220 |
12,920 |
300 |
2.3% |
94 |
0.7% |
35% |
False |
False |
61 |
20 |
13,220 |
12,666 |
554 |
4.3% |
101 |
0.8% |
65% |
False |
False |
44 |
40 |
13,220 |
12,351 |
869 |
6.7% |
110 |
0.8% |
77% |
False |
False |
30 |
60 |
13,220 |
11,913 |
1,307 |
10.0% |
96 |
0.7% |
85% |
False |
False |
21 |
80 |
13,220 |
11,913 |
1,307 |
10.0% |
89 |
0.7% |
85% |
False |
False |
16 |
100 |
13,220 |
11,913 |
1,307 |
10.0% |
76 |
0.6% |
85% |
False |
False |
14 |
120 |
13,220 |
11,913 |
1,307 |
10.0% |
67 |
0.5% |
85% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,432 |
2.618 |
13,304 |
1.618 |
13,226 |
1.000 |
13,178 |
0.618 |
13,148 |
HIGH |
13,100 |
0.618 |
13,070 |
0.500 |
13,061 |
0.382 |
13,052 |
LOW |
13,022 |
0.618 |
12,974 |
1.000 |
12,944 |
1.618 |
12,896 |
2.618 |
12,818 |
4.250 |
12,691 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,061 |
13,029 |
PP |
13,049 |
13,027 |
S1 |
13,036 |
13,026 |
|