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 |
13,024 |
13,001 |
-23 |
-0.2% |
13,177 |
High |
13,049 |
13,049 |
0 |
0.0% |
13,220 |
Low |
12,987 |
12,890 |
-97 |
-0.7% |
12,920 |
Close |
13,003 |
12,901 |
-102 |
-0.8% |
13,074 |
Range |
62 |
159 |
97 |
156.5% |
300 |
ATR |
107 |
111 |
4 |
3.4% |
0 |
Volume |
54 |
93 |
39 |
72.2% |
287 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,424 |
13,321 |
12,989 |
|
R3 |
13,265 |
13,162 |
12,945 |
|
R2 |
13,106 |
13,106 |
12,930 |
|
R1 |
13,003 |
13,003 |
12,916 |
12,975 |
PP |
12,947 |
12,947 |
12,947 |
12,933 |
S1 |
12,844 |
12,844 |
12,887 |
12,816 |
S2 |
12,788 |
12,788 |
12,872 |
|
S3 |
12,629 |
12,685 |
12,857 |
|
S4 |
12,470 |
12,526 |
12,814 |
|
|
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 |
13,100 |
12,890 |
210 |
1.6% |
105 |
0.8% |
5% |
False |
True |
91 |
10 |
13,220 |
12,890 |
330 |
2.6% |
104 |
0.8% |
3% |
False |
True |
75 |
20 |
13,220 |
12,770 |
450 |
3.5% |
97 |
0.7% |
29% |
False |
False |
58 |
40 |
13,220 |
12,351 |
869 |
6.7% |
114 |
0.9% |
63% |
False |
False |
37 |
60 |
13,220 |
12,235 |
985 |
7.6% |
101 |
0.8% |
68% |
False |
False |
26 |
80 |
13,220 |
11,913 |
1,307 |
10.1% |
90 |
0.7% |
76% |
False |
False |
20 |
100 |
13,220 |
11,913 |
1,307 |
10.1% |
78 |
0.6% |
76% |
False |
False |
17 |
120 |
13,220 |
11,913 |
1,307 |
10.1% |
69 |
0.5% |
76% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,725 |
2.618 |
13,465 |
1.618 |
13,306 |
1.000 |
13,208 |
0.618 |
13,147 |
HIGH |
13,049 |
0.618 |
12,988 |
0.500 |
12,970 |
0.382 |
12,951 |
LOW |
12,890 |
0.618 |
12,792 |
1.000 |
12,731 |
1.618 |
12,633 |
2.618 |
12,474 |
4.250 |
12,214 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
12,970 |
12,970 |
PP |
12,947 |
12,947 |
S1 |
12,924 |
12,924 |
|