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 |
1,674.0 |
1,677.3 |
3.3 |
0.2% |
1,622.0 |
High |
1,676.8 |
1,679.2 |
2.4 |
0.1% |
1,679.4 |
Low |
1,668.0 |
1,668.0 |
0.0 |
0.0% |
1,617.2 |
Close |
1,675.0 |
1,677.6 |
2.6 |
0.2% |
1,675.0 |
Range |
8.8 |
11.2 |
2.4 |
27.3% |
62.2 |
ATR |
16.9 |
16.5 |
-0.4 |
-2.4% |
0.0 |
Volume |
939 |
532 |
-407 |
-43.3% |
6,845 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,708.5 |
1,704.3 |
1,683.8 |
|
R3 |
1,697.3 |
1,693.1 |
1,680.7 |
|
R2 |
1,686.1 |
1,686.1 |
1,679.7 |
|
R1 |
1,681.9 |
1,681.9 |
1,678.6 |
1,684.0 |
PP |
1,674.9 |
1,674.9 |
1,674.9 |
1,676.0 |
S1 |
1,670.7 |
1,670.7 |
1,676.6 |
1,672.8 |
S2 |
1,663.7 |
1,663.7 |
1,675.5 |
|
S3 |
1,652.5 |
1,659.5 |
1,674.5 |
|
S4 |
1,641.3 |
1,648.3 |
1,671.4 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.8 |
1,821.6 |
1,709.2 |
|
R3 |
1,781.6 |
1,759.4 |
1,692.1 |
|
R2 |
1,719.4 |
1,719.4 |
1,686.4 |
|
R1 |
1,697.2 |
1,697.2 |
1,680.7 |
1,708.3 |
PP |
1,657.2 |
1,657.2 |
1,657.2 |
1,662.8 |
S1 |
1,635.0 |
1,635.0 |
1,669.3 |
1,646.1 |
S2 |
1,595.0 |
1,595.0 |
1,663.6 |
|
S3 |
1,532.8 |
1,572.8 |
1,657.9 |
|
S4 |
1,470.6 |
1,510.6 |
1,640.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,679.4 |
1,623.4 |
56.0 |
3.3% |
16.6 |
1.0% |
97% |
False |
False |
1,302 |
10 |
1,679.4 |
1,598.0 |
81.4 |
4.9% |
14.6 |
0.9% |
98% |
False |
False |
1,205 |
20 |
1,679.4 |
1,588.7 |
90.7 |
5.4% |
14.8 |
0.9% |
98% |
False |
False |
978 |
40 |
1,679.4 |
1,564.7 |
114.7 |
6.8% |
15.2 |
0.9% |
98% |
False |
False |
1,055 |
60 |
1,679.4 |
1,556.3 |
123.1 |
7.3% |
16.8 |
1.0% |
99% |
False |
False |
924 |
80 |
1,679.4 |
1,538.1 |
141.3 |
8.4% |
17.9 |
1.1% |
99% |
False |
False |
986 |
100 |
1,689.3 |
1,538.1 |
151.2 |
9.0% |
16.1 |
1.0% |
92% |
False |
False |
965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,726.8 |
2.618 |
1,708.5 |
1.618 |
1,697.3 |
1.000 |
1,690.4 |
0.618 |
1,686.1 |
HIGH |
1,679.2 |
0.618 |
1,674.9 |
0.500 |
1,673.6 |
0.382 |
1,672.3 |
LOW |
1,668.0 |
0.618 |
1,661.1 |
1.000 |
1,656.8 |
1.618 |
1,649.9 |
2.618 |
1,638.7 |
4.250 |
1,620.4 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,676.3 |
1,674.7 |
PP |
1,674.9 |
1,671.8 |
S1 |
1,673.6 |
1,669.0 |
|