Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,001 |
12,901 |
-100 |
-0.8% |
13,080 |
High |
13,049 |
13,058 |
9 |
0.1% |
13,100 |
Low |
12,890 |
12,891 |
1 |
0.0% |
12,890 |
Close |
12,901 |
12,997 |
96 |
0.7% |
12,997 |
Range |
159 |
167 |
8 |
5.0% |
210 |
ATR |
111 |
115 |
4 |
3.6% |
0 |
Volume |
93 |
460 |
367 |
394.6% |
848 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,483 |
13,407 |
13,089 |
|
R3 |
13,316 |
13,240 |
13,043 |
|
R2 |
13,149 |
13,149 |
13,028 |
|
R1 |
13,073 |
13,073 |
13,012 |
13,111 |
PP |
12,982 |
12,982 |
12,982 |
13,001 |
S1 |
12,906 |
12,906 |
12,982 |
12,944 |
S2 |
12,815 |
12,815 |
12,967 |
|
S3 |
12,648 |
12,739 |
12,951 |
|
S4 |
12,481 |
12,572 |
12,905 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,626 |
13,521 |
13,113 |
|
R3 |
13,416 |
13,311 |
13,055 |
|
R2 |
13,206 |
13,206 |
13,036 |
|
R1 |
13,101 |
13,101 |
13,016 |
13,049 |
PP |
12,996 |
12,996 |
12,996 |
12,969 |
S1 |
12,891 |
12,891 |
12,978 |
12,839 |
S2 |
12,786 |
12,786 |
12,959 |
|
S3 |
12,576 |
12,681 |
12,939 |
|
S4 |
12,366 |
12,471 |
12,882 |
|
|
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% |
106 |
0.8% |
51% |
False |
False |
169 |
10 |
13,220 |
12,890 |
330 |
2.5% |
118 |
0.9% |
32% |
False |
False |
113 |
20 |
13,220 |
12,890 |
330 |
2.5% |
94 |
0.7% |
32% |
False |
False |
79 |
40 |
13,220 |
12,351 |
869 |
6.7% |
115 |
0.9% |
74% |
False |
False |
48 |
60 |
13,220 |
12,235 |
985 |
7.6% |
104 |
0.8% |
77% |
False |
False |
34 |
80 |
13,220 |
11,913 |
1,307 |
10.1% |
90 |
0.7% |
83% |
False |
False |
26 |
100 |
13,220 |
11,913 |
1,307 |
10.1% |
80 |
0.6% |
83% |
False |
False |
21 |
120 |
13,220 |
11,913 |
1,307 |
10.1% |
70 |
0.5% |
83% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,768 |
2.618 |
13,495 |
1.618 |
13,328 |
1.000 |
13,225 |
0.618 |
13,161 |
HIGH |
13,058 |
0.618 |
12,994 |
0.500 |
12,975 |
0.382 |
12,955 |
LOW |
12,891 |
0.618 |
12,788 |
1.000 |
12,724 |
1.618 |
12,621 |
2.618 |
12,454 |
4.250 |
12,181 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
12,990 |
12,989 |
PP |
12,982 |
12,982 |
S1 |
12,975 |
12,974 |
|