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 |
1,392.25 |
1,404.00 |
11.75 |
0.8% |
1,410.00 |
High |
1,404.75 |
1,408.75 |
4.00 |
0.3% |
1,417.50 |
Low |
1,388.00 |
1,399.75 |
11.75 |
0.8% |
1,388.00 |
Close |
1,402.75 |
1,401.25 |
-1.50 |
-0.1% |
1,402.75 |
Range |
16.75 |
9.00 |
-7.75 |
-46.3% |
29.50 |
ATR |
14.71 |
14.30 |
-0.41 |
-2.8% |
0.00 |
Volume |
1,298 |
1,654 |
356 |
27.4% |
19,456 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.25 |
1,424.75 |
1,406.25 |
|
R3 |
1,421.25 |
1,415.75 |
1,403.75 |
|
R2 |
1,412.25 |
1,412.25 |
1,403.00 |
|
R1 |
1,406.75 |
1,406.75 |
1,402.00 |
1,405.00 |
PP |
1,403.25 |
1,403.25 |
1,403.25 |
1,402.50 |
S1 |
1,397.75 |
1,397.75 |
1,400.50 |
1,396.00 |
S2 |
1,394.25 |
1,394.25 |
1,399.50 |
|
S3 |
1,385.25 |
1,388.75 |
1,398.75 |
|
S4 |
1,376.25 |
1,379.75 |
1,396.25 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.25 |
1,476.50 |
1,419.00 |
|
R3 |
1,461.75 |
1,447.00 |
1,410.75 |
|
R2 |
1,432.25 |
1,432.25 |
1,408.25 |
|
R1 |
1,417.50 |
1,417.50 |
1,405.50 |
1,410.00 |
PP |
1,402.75 |
1,402.75 |
1,402.75 |
1,399.00 |
S1 |
1,388.00 |
1,388.00 |
1,400.00 |
1,380.50 |
S2 |
1,373.25 |
1,373.25 |
1,397.25 |
|
S3 |
1,343.75 |
1,358.50 |
1,394.75 |
|
S4 |
1,314.25 |
1,329.00 |
1,386.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,417.50 |
1,388.00 |
29.50 |
2.1% |
14.00 |
1.0% |
45% |
False |
False |
3,752 |
10 |
1,417.50 |
1,388.00 |
29.50 |
2.1% |
11.75 |
0.8% |
45% |
False |
False |
3,495 |
20 |
1,417.50 |
1,343.00 |
74.50 |
5.3% |
13.50 |
1.0% |
78% |
False |
False |
2,885 |
40 |
1,417.50 |
1,313.25 |
104.25 |
7.4% |
15.75 |
1.1% |
84% |
False |
False |
2,394 |
60 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
17.50 |
1.2% |
90% |
False |
False |
1,918 |
80 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
17.50 |
1.2% |
90% |
False |
False |
1,532 |
100 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
15.75 |
1.1% |
90% |
False |
False |
1,284 |
120 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
14.50 |
1.0% |
90% |
False |
False |
1,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.00 |
2.618 |
1,432.25 |
1.618 |
1,423.25 |
1.000 |
1,417.75 |
0.618 |
1,414.25 |
HIGH |
1,408.75 |
0.618 |
1,405.25 |
0.500 |
1,404.25 |
0.382 |
1,403.25 |
LOW |
1,399.75 |
0.618 |
1,394.25 |
1.000 |
1,390.75 |
1.618 |
1,385.25 |
2.618 |
1,376.25 |
4.250 |
1,361.50 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,404.25 |
1,400.50 |
PP |
1,403.25 |
1,399.75 |
S1 |
1,402.25 |
1,399.00 |
|