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 |
1,273.75 |
1,243.00 |
-30.75 |
-2.4% |
1,326.00 |
High |
1,279.00 |
1,252.00 |
-27.00 |
-2.1% |
1,334.25 |
Low |
1,241.25 |
1,224.75 |
-16.50 |
-1.3% |
1,273.00 |
Close |
1,241.75 |
1,249.00 |
7.25 |
0.6% |
1,282.75 |
Range |
37.75 |
27.25 |
-10.50 |
-27.8% |
61.25 |
ATR |
22.25 |
22.61 |
0.36 |
1.6% |
0.00 |
Volume |
1,247 |
1,893 |
646 |
51.8% |
12,278 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.75 |
1,313.50 |
1,264.00 |
|
R3 |
1,296.50 |
1,286.25 |
1,256.50 |
|
R2 |
1,269.25 |
1,269.25 |
1,254.00 |
|
R1 |
1,259.00 |
1,259.00 |
1,251.50 |
1,264.00 |
PP |
1,242.00 |
1,242.00 |
1,242.00 |
1,244.50 |
S1 |
1,231.75 |
1,231.75 |
1,246.50 |
1,237.00 |
S2 |
1,214.75 |
1,214.75 |
1,244.00 |
|
S3 |
1,187.50 |
1,204.50 |
1,241.50 |
|
S4 |
1,160.25 |
1,177.25 |
1,234.00 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.50 |
1,442.75 |
1,316.50 |
|
R3 |
1,419.25 |
1,381.50 |
1,299.50 |
|
R2 |
1,358.00 |
1,358.00 |
1,294.00 |
|
R1 |
1,320.25 |
1,320.25 |
1,288.25 |
1,308.50 |
PP |
1,296.75 |
1,296.75 |
1,296.75 |
1,290.75 |
S1 |
1,259.00 |
1,259.00 |
1,277.25 |
1,247.25 |
S2 |
1,235.50 |
1,235.50 |
1,271.50 |
|
S3 |
1,174.25 |
1,197.75 |
1,266.00 |
|
S4 |
1,113.00 |
1,136.50 |
1,249.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.00 |
1,224.75 |
82.25 |
6.6% |
28.50 |
2.3% |
29% |
False |
True |
2,082 |
10 |
1,342.00 |
1,224.75 |
117.25 |
9.4% |
24.75 |
2.0% |
21% |
False |
True |
2,210 |
20 |
1,348.75 |
1,224.75 |
124.00 |
9.9% |
22.50 |
1.8% |
20% |
False |
True |
1,888 |
40 |
1,348.75 |
1,224.75 |
124.00 |
9.9% |
20.25 |
1.6% |
20% |
False |
True |
1,387 |
60 |
1,348.75 |
1,224.75 |
124.00 |
9.9% |
18.75 |
1.5% |
20% |
False |
True |
955 |
80 |
1,361.00 |
1,224.75 |
136.25 |
10.9% |
17.25 |
1.4% |
18% |
False |
True |
779 |
100 |
1,361.00 |
1,224.75 |
136.25 |
10.9% |
16.75 |
1.3% |
18% |
False |
True |
655 |
120 |
1,361.00 |
1,224.75 |
136.25 |
10.9% |
14.25 |
1.1% |
18% |
False |
True |
547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.75 |
2.618 |
1,323.25 |
1.618 |
1,296.00 |
1.000 |
1,279.25 |
0.618 |
1,268.75 |
HIGH |
1,252.00 |
0.618 |
1,241.50 |
0.500 |
1,238.50 |
0.382 |
1,235.25 |
LOW |
1,224.75 |
0.618 |
1,208.00 |
1.000 |
1,197.50 |
1.618 |
1,180.75 |
2.618 |
1,153.50 |
4.250 |
1,109.00 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,245.50 |
1,264.50 |
PP |
1,242.00 |
1,259.25 |
S1 |
1,238.50 |
1,254.00 |
|