Trading Metrics calculated at close of trading on 02-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
12,240 |
12,042 |
-198 |
-1.6% |
12,536 |
High |
12,280 |
12,090 |
-190 |
-1.5% |
12,604 |
Low |
11,941 |
11,783 |
-158 |
-1.3% |
12,029 |
Close |
12,040 |
11,804 |
-236 |
-2.0% |
12,088 |
Range |
339 |
307 |
-32 |
-9.4% |
575 |
ATR |
186 |
195 |
9 |
4.7% |
0 |
Volume |
159,305 |
156,865 |
-2,440 |
-1.5% |
604,766 |
|
Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,813 |
12,616 |
11,973 |
|
R3 |
12,506 |
12,309 |
11,889 |
|
R2 |
12,199 |
12,199 |
11,860 |
|
R1 |
12,002 |
12,002 |
11,832 |
11,947 |
PP |
11,892 |
11,892 |
11,892 |
11,865 |
S1 |
11,695 |
11,695 |
11,776 |
11,640 |
S2 |
11,585 |
11,585 |
11,748 |
|
S3 |
11,278 |
11,388 |
11,720 |
|
S4 |
10,971 |
11,081 |
11,635 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,965 |
13,602 |
12,404 |
|
R3 |
13,390 |
13,027 |
12,246 |
|
R2 |
12,815 |
12,815 |
12,194 |
|
R1 |
12,452 |
12,452 |
12,141 |
12,346 |
PP |
12,240 |
12,240 |
12,240 |
12,188 |
S1 |
11,877 |
11,877 |
12,035 |
11,771 |
S2 |
11,665 |
11,665 |
11,983 |
|
S3 |
11,090 |
11,302 |
11,930 |
|
S4 |
10,515 |
10,727 |
11,772 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,458 |
11,783 |
675 |
5.7% |
243 |
2.1% |
3% |
False |
True |
143,932 |
10 |
12,749 |
11,783 |
966 |
8.2% |
204 |
1.7% |
2% |
False |
True |
122,032 |
20 |
12,749 |
11,783 |
966 |
8.2% |
190 |
1.6% |
2% |
False |
True |
121,096 |
40 |
12,749 |
11,767 |
982 |
8.3% |
175 |
1.5% |
4% |
False |
False |
114,460 |
60 |
12,749 |
11,767 |
982 |
8.3% |
165 |
1.4% |
4% |
False |
False |
76,377 |
80 |
12,803 |
11,767 |
1,036 |
8.8% |
159 |
1.3% |
4% |
False |
False |
57,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,395 |
2.618 |
12,894 |
1.618 |
12,587 |
1.000 |
12,397 |
0.618 |
12,280 |
HIGH |
12,090 |
0.618 |
11,973 |
0.500 |
11,937 |
0.382 |
11,900 |
LOW |
11,783 |
0.618 |
11,593 |
1.000 |
11,476 |
1.618 |
11,286 |
2.618 |
10,979 |
4.250 |
10,478 |
|
|
Fisher Pivots for day following 02-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,937 |
12,032 |
PP |
11,892 |
11,956 |
S1 |
11,848 |
11,880 |
|