Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
12,042 |
11,809 |
-233 |
-1.9% |
12,536 |
High |
12,090 |
11,884 |
-206 |
-1.7% |
12,604 |
Low |
11,783 |
11,648 |
-135 |
-1.1% |
12,029 |
Close |
11,804 |
11,818 |
14 |
0.1% |
12,088 |
Range |
307 |
236 |
-71 |
-23.1% |
575 |
ATR |
195 |
197 |
3 |
1.5% |
0 |
Volume |
156,865 |
200,905 |
44,040 |
28.1% |
604,766 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,491 |
12,391 |
11,948 |
|
R3 |
12,255 |
12,155 |
11,883 |
|
R2 |
12,019 |
12,019 |
11,861 |
|
R1 |
11,919 |
11,919 |
11,840 |
11,969 |
PP |
11,783 |
11,783 |
11,783 |
11,809 |
S1 |
11,683 |
11,683 |
11,796 |
11,733 |
S2 |
11,547 |
11,547 |
11,775 |
|
S3 |
11,311 |
11,447 |
11,753 |
|
S4 |
11,075 |
11,211 |
11,688 |
|
|
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 |
12,332 |
11,648 |
684 |
5.8% |
245 |
2.1% |
25% |
False |
True |
156,249 |
10 |
12,749 |
11,648 |
1,101 |
9.3% |
220 |
1.9% |
15% |
False |
True |
133,221 |
20 |
12,749 |
11,648 |
1,101 |
9.3% |
196 |
1.7% |
15% |
False |
True |
126,257 |
40 |
12,749 |
11,648 |
1,101 |
9.3% |
178 |
1.5% |
15% |
False |
True |
119,463 |
60 |
12,749 |
11,648 |
1,101 |
9.3% |
167 |
1.4% |
15% |
False |
True |
79,723 |
80 |
12,803 |
11,648 |
1,155 |
9.8% |
160 |
1.4% |
15% |
False |
True |
59,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,887 |
2.618 |
12,502 |
1.618 |
12,266 |
1.000 |
12,120 |
0.618 |
12,030 |
HIGH |
11,884 |
0.618 |
11,794 |
0.500 |
11,766 |
0.382 |
11,738 |
LOW |
11,648 |
0.618 |
11,502 |
1.000 |
11,412 |
1.618 |
11,266 |
2.618 |
11,030 |
4.250 |
10,645 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,801 |
11,964 |
PP |
11,783 |
11,915 |
S1 |
11,766 |
11,867 |
|