| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,084 |
13,082 |
-2 |
0.0% |
13,249 |
| High |
13,131 |
13,088 |
-43 |
-0.3% |
13,308 |
| Low |
13,065 |
12,966 |
-99 |
-0.8% |
13,011 |
| Close |
13,084 |
12,982 |
-102 |
-0.8% |
13,156 |
| Range |
66 |
122 |
56 |
84.8% |
297 |
| ATR |
126 |
126 |
0 |
-0.2% |
0 |
| Volume |
82,619 |
103,447 |
20,828 |
25.2% |
522,444 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,378 |
13,302 |
13,049 |
|
| R3 |
13,256 |
13,180 |
13,016 |
|
| R2 |
13,134 |
13,134 |
13,004 |
|
| R1 |
13,058 |
13,058 |
12,993 |
13,035 |
| PP |
13,012 |
13,012 |
13,012 |
13,001 |
| S1 |
12,936 |
12,936 |
12,971 |
12,913 |
| S2 |
12,890 |
12,890 |
12,960 |
|
| S3 |
12,768 |
12,814 |
12,949 |
|
| S4 |
12,646 |
12,692 |
12,915 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,049 |
13,900 |
13,319 |
|
| R3 |
13,752 |
13,603 |
13,238 |
|
| R2 |
13,455 |
13,455 |
13,211 |
|
| R1 |
13,306 |
13,306 |
13,183 |
13,232 |
| PP |
13,158 |
13,158 |
13,158 |
13,122 |
| S1 |
13,009 |
13,009 |
13,129 |
12,935 |
| S2 |
12,861 |
12,861 |
13,102 |
|
| S3 |
12,564 |
12,712 |
13,074 |
|
| S4 |
12,267 |
12,415 |
12,993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,186 |
12,966 |
220 |
1.7% |
99 |
0.8% |
7% |
False |
True |
91,600 |
| 10 |
13,308 |
12,966 |
342 |
2.6% |
105 |
0.8% |
5% |
False |
True |
93,759 |
| 20 |
13,308 |
12,813 |
495 |
3.8% |
113 |
0.9% |
34% |
False |
False |
90,160 |
| 40 |
13,308 |
12,425 |
883 |
6.8% |
147 |
1.1% |
63% |
False |
False |
108,570 |
| 60 |
13,308 |
12,288 |
1,020 |
7.9% |
160 |
1.2% |
68% |
False |
False |
112,494 |
| 80 |
13,308 |
11,884 |
1,424 |
11.0% |
160 |
1.2% |
77% |
False |
False |
84,618 |
| 100 |
13,308 |
11,884 |
1,424 |
11.0% |
145 |
1.1% |
77% |
False |
False |
67,697 |
| 120 |
13,308 |
11,884 |
1,424 |
11.0% |
134 |
1.0% |
77% |
False |
False |
56,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,607 |
|
2.618 |
13,408 |
|
1.618 |
13,286 |
|
1.000 |
13,210 |
|
0.618 |
13,164 |
|
HIGH |
13,088 |
|
0.618 |
13,042 |
|
0.500 |
13,027 |
|
0.382 |
13,013 |
|
LOW |
12,966 |
|
0.618 |
12,891 |
|
1.000 |
12,844 |
|
1.618 |
12,769 |
|
2.618 |
12,647 |
|
4.250 |
12,448 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,027 |
13,051 |
| PP |
13,012 |
13,028 |
| S1 |
12,997 |
13,005 |
|