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 |
1,660.8 |
1,660.2 |
-0.6 |
0.0% |
1,677.3 |
High |
1,668.2 |
1,697.0 |
28.8 |
1.7% |
1,697.0 |
Low |
1,657.0 |
1,651.9 |
-5.1 |
-0.3% |
1,651.9 |
Close |
1,659.2 |
1,689.7 |
30.5 |
1.8% |
1,689.7 |
Range |
11.2 |
45.1 |
33.9 |
302.7% |
45.1 |
ATR |
16.0 |
18.1 |
2.1 |
13.0% |
0.0 |
Volume |
1,001 |
656 |
-345 |
-34.5% |
4,128 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.8 |
1,797.4 |
1,714.5 |
|
R3 |
1,769.7 |
1,752.3 |
1,702.1 |
|
R2 |
1,724.6 |
1,724.6 |
1,698.0 |
|
R1 |
1,707.2 |
1,707.2 |
1,693.8 |
1,715.9 |
PP |
1,679.5 |
1,679.5 |
1,679.5 |
1,683.9 |
S1 |
1,662.1 |
1,662.1 |
1,685.6 |
1,670.8 |
S2 |
1,634.4 |
1,634.4 |
1,681.4 |
|
S3 |
1,589.3 |
1,617.0 |
1,677.3 |
|
S4 |
1,544.2 |
1,571.9 |
1,664.9 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.8 |
1,797.4 |
1,714.5 |
|
R3 |
1,769.7 |
1,752.3 |
1,702.1 |
|
R2 |
1,724.6 |
1,724.6 |
1,698.0 |
|
R1 |
1,707.2 |
1,707.2 |
1,693.8 |
1,715.9 |
PP |
1,679.5 |
1,679.5 |
1,679.5 |
1,683.9 |
S1 |
1,662.1 |
1,662.1 |
1,685.6 |
1,670.8 |
S2 |
1,634.4 |
1,634.4 |
1,681.4 |
|
S3 |
1,589.3 |
1,617.0 |
1,677.3 |
|
S4 |
1,544.2 |
1,571.9 |
1,664.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,697.0 |
1,651.9 |
45.1 |
2.7% |
19.4 |
1.1% |
84% |
True |
True |
825 |
10 |
1,697.0 |
1,617.2 |
79.8 |
4.7% |
17.8 |
1.1% |
91% |
True |
False |
1,097 |
20 |
1,697.0 |
1,598.0 |
99.0 |
5.9% |
14.8 |
0.9% |
93% |
True |
False |
1,073 |
40 |
1,697.0 |
1,564.7 |
132.3 |
7.8% |
15.4 |
0.9% |
94% |
True |
False |
1,063 |
60 |
1,697.0 |
1,556.3 |
140.7 |
8.3% |
16.8 |
1.0% |
95% |
True |
False |
921 |
80 |
1,697.0 |
1,538.1 |
158.9 |
9.4% |
18.2 |
1.1% |
95% |
True |
False |
1,012 |
100 |
1,697.0 |
1,538.1 |
158.9 |
9.4% |
16.6 |
1.0% |
95% |
True |
False |
957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.7 |
2.618 |
1,815.1 |
1.618 |
1,770.0 |
1.000 |
1,742.1 |
0.618 |
1,724.9 |
HIGH |
1,697.0 |
0.618 |
1,679.8 |
0.500 |
1,674.5 |
0.382 |
1,669.1 |
LOW |
1,651.9 |
0.618 |
1,624.0 |
1.000 |
1,606.8 |
1.618 |
1,578.9 |
2.618 |
1,533.8 |
4.250 |
1,460.2 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,684.6 |
1,684.6 |
PP |
1,679.5 |
1,679.5 |
S1 |
1,674.5 |
1,674.5 |
|