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 |
1,400.50 |
1,401.00 |
0.50 |
0.0% |
1,410.00 |
High |
1,405.00 |
1,405.25 |
0.25 |
0.0% |
1,417.50 |
Low |
1,396.50 |
1,398.00 |
1.50 |
0.1% |
1,388.00 |
Close |
1,400.75 |
1,400.00 |
-0.75 |
-0.1% |
1,402.75 |
Range |
8.50 |
7.25 |
-1.25 |
-14.7% |
29.50 |
ATR |
13.88 |
13.41 |
-0.47 |
-3.4% |
0.00 |
Volume |
1,179 |
2,019 |
840 |
71.2% |
19,456 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.75 |
1,418.75 |
1,404.00 |
|
R3 |
1,415.50 |
1,411.50 |
1,402.00 |
|
R2 |
1,408.25 |
1,408.25 |
1,401.25 |
|
R1 |
1,404.25 |
1,404.25 |
1,400.75 |
1,402.50 |
PP |
1,401.00 |
1,401.00 |
1,401.00 |
1,400.25 |
S1 |
1,397.00 |
1,397.00 |
1,399.25 |
1,395.50 |
S2 |
1,393.75 |
1,393.75 |
1,398.75 |
|
S3 |
1,386.50 |
1,389.75 |
1,398.00 |
|
S4 |
1,379.25 |
1,382.50 |
1,396.00 |
|
|
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 |
1,410.25 |
1,388.00 |
22.25 |
1.6% |
12.00 |
0.9% |
54% |
False |
False |
3,211 |
10 |
1,417.50 |
1,388.00 |
29.50 |
2.1% |
11.50 |
0.8% |
41% |
False |
False |
2,977 |
20 |
1,417.50 |
1,343.00 |
74.50 |
5.3% |
12.75 |
0.9% |
77% |
False |
False |
2,869 |
40 |
1,417.50 |
1,313.25 |
104.25 |
7.4% |
15.50 |
1.1% |
83% |
False |
False |
2,384 |
60 |
1,417.50 |
1,277.50 |
140.00 |
10.0% |
17.25 |
1.2% |
88% |
False |
False |
1,930 |
80 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
17.00 |
1.2% |
90% |
False |
False |
1,564 |
100 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
15.75 |
1.1% |
90% |
False |
False |
1,315 |
120 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
14.50 |
1.0% |
90% |
False |
False |
1,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,436.00 |
2.618 |
1,424.25 |
1.618 |
1,417.00 |
1.000 |
1,412.50 |
0.618 |
1,409.75 |
HIGH |
1,405.25 |
0.618 |
1,402.50 |
0.500 |
1,401.50 |
0.382 |
1,400.75 |
LOW |
1,398.00 |
0.618 |
1,393.50 |
1.000 |
1,390.75 |
1.618 |
1,386.25 |
2.618 |
1,379.00 |
4.250 |
1,367.25 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,401.50 |
1,402.50 |
PP |
1,401.00 |
1,401.75 |
S1 |
1,400.50 |
1,401.00 |
|