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 |
13,015 |
13,024 |
9 |
0.1% |
13,177 |
High |
13,050 |
13,049 |
-1 |
0.0% |
13,220 |
Low |
12,985 |
12,987 |
2 |
0.0% |
12,920 |
Close |
13,004 |
13,003 |
-1 |
0.0% |
13,074 |
Range |
65 |
62 |
-3 |
-4.6% |
300 |
ATR |
111 |
107 |
-3 |
-3.2% |
0 |
Volume |
153 |
54 |
-99 |
-64.7% |
287 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,199 |
13,163 |
13,037 |
|
R3 |
13,137 |
13,101 |
13,020 |
|
R2 |
13,075 |
13,075 |
13,014 |
|
R1 |
13,039 |
13,039 |
13,009 |
13,026 |
PP |
13,013 |
13,013 |
13,013 |
13,007 |
S1 |
12,977 |
12,977 |
12,997 |
12,964 |
S2 |
12,951 |
12,951 |
12,992 |
|
S3 |
12,889 |
12,915 |
12,986 |
|
S4 |
12,827 |
12,853 |
12,969 |
|
|
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% |
111 |
0.9% |
38% |
False |
False |
81 |
10 |
13,220 |
12,920 |
300 |
2.3% |
96 |
0.7% |
28% |
False |
False |
68 |
20 |
13,220 |
12,666 |
554 |
4.3% |
100 |
0.8% |
61% |
False |
False |
54 |
40 |
13,220 |
12,351 |
869 |
6.7% |
110 |
0.8% |
75% |
False |
False |
35 |
60 |
13,220 |
12,235 |
985 |
7.6% |
98 |
0.8% |
78% |
False |
False |
25 |
80 |
13,220 |
11,913 |
1,307 |
10.1% |
88 |
0.7% |
83% |
False |
False |
19 |
100 |
13,220 |
11,913 |
1,307 |
10.1% |
77 |
0.6% |
83% |
False |
False |
16 |
120 |
13,220 |
11,913 |
1,307 |
10.1% |
68 |
0.5% |
83% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,313 |
2.618 |
13,211 |
1.618 |
13,149 |
1.000 |
13,111 |
0.618 |
13,087 |
HIGH |
13,049 |
0.618 |
13,025 |
0.500 |
13,018 |
0.382 |
13,011 |
LOW |
12,987 |
0.618 |
12,949 |
1.000 |
12,925 |
1.618 |
12,887 |
2.618 |
12,825 |
4.250 |
12,724 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,018 |
13,043 |
PP |
13,013 |
13,029 |
S1 |
13,008 |
13,016 |
|