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 |
1,400.00 |
1,389.75 |
-10.25 |
-0.7% |
1,404.00 |
High |
1,401.00 |
1,405.00 |
4.00 |
0.3% |
1,408.75 |
Low |
1,388.25 |
1,388.75 |
0.50 |
0.0% |
1,388.25 |
Close |
1,390.00 |
1,398.00 |
8.00 |
0.6% |
1,398.00 |
Range |
12.75 |
16.25 |
3.50 |
27.5% |
20.50 |
ATR |
13.36 |
13.57 |
0.21 |
1.5% |
0.00 |
Volume |
3,076 |
6,807 |
3,731 |
121.3% |
14,735 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.00 |
1,438.25 |
1,407.00 |
|
R3 |
1,429.75 |
1,422.00 |
1,402.50 |
|
R2 |
1,413.50 |
1,413.50 |
1,401.00 |
|
R1 |
1,405.75 |
1,405.75 |
1,399.50 |
1,409.50 |
PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,399.25 |
S1 |
1,389.50 |
1,389.50 |
1,396.50 |
1,393.50 |
S2 |
1,381.00 |
1,381.00 |
1,395.00 |
|
S3 |
1,364.75 |
1,373.25 |
1,393.50 |
|
S4 |
1,348.50 |
1,357.00 |
1,389.00 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.75 |
1,449.50 |
1,409.25 |
|
R3 |
1,439.25 |
1,429.00 |
1,403.75 |
|
R2 |
1,418.75 |
1,418.75 |
1,401.75 |
|
R1 |
1,408.50 |
1,408.50 |
1,400.00 |
1,403.50 |
PP |
1,398.25 |
1,398.25 |
1,398.25 |
1,395.75 |
S1 |
1,388.00 |
1,388.00 |
1,396.00 |
1,383.00 |
S2 |
1,377.75 |
1,377.75 |
1,394.25 |
|
S3 |
1,357.25 |
1,367.50 |
1,392.25 |
|
S4 |
1,336.75 |
1,347.00 |
1,386.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,408.75 |
1,388.25 |
20.50 |
1.5% |
10.75 |
0.8% |
48% |
False |
False |
2,947 |
10 |
1,417.50 |
1,388.00 |
29.50 |
2.1% |
12.25 |
0.9% |
34% |
False |
False |
3,419 |
20 |
1,417.50 |
1,380.50 |
37.00 |
2.6% |
11.00 |
0.8% |
47% |
False |
False |
2,962 |
40 |
1,417.50 |
1,313.25 |
104.25 |
7.5% |
15.25 |
1.1% |
81% |
False |
False |
2,561 |
60 |
1,417.50 |
1,292.00 |
125.50 |
9.0% |
17.25 |
1.2% |
84% |
False |
False |
2,072 |
80 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
17.00 |
1.2% |
88% |
False |
False |
1,685 |
100 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
16.00 |
1.1% |
88% |
False |
False |
1,411 |
120 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
14.75 |
1.0% |
88% |
False |
False |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,474.00 |
2.618 |
1,447.50 |
1.618 |
1,431.25 |
1.000 |
1,421.25 |
0.618 |
1,415.00 |
HIGH |
1,405.00 |
0.618 |
1,398.75 |
0.500 |
1,397.00 |
0.382 |
1,395.00 |
LOW |
1,388.75 |
0.618 |
1,378.75 |
1.000 |
1,372.50 |
1.618 |
1,362.50 |
2.618 |
1,346.25 |
4.250 |
1,319.75 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,397.50 |
1,397.50 |
PP |
1,397.25 |
1,397.25 |
S1 |
1,397.00 |
1,396.75 |
|