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 |
13,080 |
13,015 |
-65 |
-0.5% |
13,177 |
High |
13,100 |
13,050 |
-50 |
-0.4% |
13,220 |
Low |
13,022 |
12,985 |
-37 |
-0.3% |
12,920 |
Close |
13,024 |
13,004 |
-20 |
-0.2% |
13,074 |
Range |
78 |
65 |
-13 |
-16.7% |
300 |
ATR |
114 |
111 |
-4 |
-3.1% |
0 |
Volume |
88 |
153 |
65 |
73.9% |
287 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,208 |
13,171 |
13,040 |
|
R3 |
13,143 |
13,106 |
13,022 |
|
R2 |
13,078 |
13,078 |
13,016 |
|
R1 |
13,041 |
13,041 |
13,010 |
13,027 |
PP |
13,013 |
13,013 |
13,013 |
13,006 |
S1 |
12,976 |
12,976 |
12,998 |
12,962 |
S2 |
12,948 |
12,948 |
12,992 |
|
S3 |
12,883 |
12,911 |
12,986 |
|
S4 |
12,818 |
12,846 |
12,968 |
|
|
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 |
13,137 |
12,920 |
217 |
1.7% |
119 |
0.9% |
39% |
False |
False |
90 |
10 |
13,220 |
12,920 |
300 |
2.3% |
94 |
0.7% |
28% |
False |
False |
71 |
20 |
13,220 |
12,666 |
554 |
4.3% |
99 |
0.8% |
61% |
False |
False |
52 |
40 |
13,220 |
12,351 |
869 |
6.7% |
112 |
0.9% |
75% |
False |
False |
34 |
60 |
13,220 |
11,976 |
1,244 |
9.6% |
97 |
0.7% |
83% |
False |
False |
24 |
80 |
13,220 |
11,913 |
1,307 |
10.1% |
89 |
0.7% |
83% |
False |
False |
18 |
100 |
13,220 |
11,913 |
1,307 |
10.1% |
76 |
0.6% |
83% |
False |
False |
15 |
120 |
13,220 |
11,913 |
1,307 |
10.1% |
67 |
0.5% |
83% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,326 |
2.618 |
13,220 |
1.618 |
13,155 |
1.000 |
13,115 |
0.618 |
13,090 |
HIGH |
13,050 |
0.618 |
13,025 |
0.500 |
13,018 |
0.382 |
13,010 |
LOW |
12,985 |
0.618 |
12,945 |
1.000 |
12,920 |
1.618 |
12,880 |
2.618 |
12,815 |
4.250 |
12,709 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,018 |
13,010 |
PP |
13,013 |
13,008 |
S1 |
13,009 |
13,006 |
|