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 |
12,144.22 |
12,129.77 |
-14.45 |
-0.1% |
12,679.72 |
High |
12,282.42 |
12,130.30 |
-152.12 |
-1.2% |
12,679.95 |
Low |
11,998.08 |
11,865.56 |
-132.52 |
-1.1% |
12,083.45 |
Close |
12,132.49 |
11,866.62 |
-265.87 |
-2.2% |
12,143.24 |
Range |
284.34 |
264.74 |
-19.60 |
-6.9% |
596.50 |
ATR |
156.16 |
164.07 |
7.91 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,748.38 |
12,572.24 |
12,012.23 |
|
R3 |
12,483.64 |
12,307.50 |
11,939.42 |
|
R2 |
12,218.90 |
12,218.90 |
11,915.16 |
|
R1 |
12,042.76 |
12,042.76 |
11,890.89 |
11,998.46 |
PP |
11,954.16 |
11,954.16 |
11,954.16 |
11,932.01 |
S1 |
11,778.02 |
11,778.02 |
11,842.35 |
11,733.72 |
S2 |
11,689.42 |
11,689.42 |
11,818.08 |
|
S3 |
11,424.68 |
11,513.28 |
11,793.82 |
|
S4 |
11,159.94 |
11,248.54 |
11,721.01 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,091.71 |
13,713.98 |
12,471.32 |
|
R3 |
13,495.21 |
13,117.48 |
12,307.28 |
|
R2 |
12,898.71 |
12,898.71 |
12,252.60 |
|
R1 |
12,520.98 |
12,520.98 |
12,197.92 |
12,411.60 |
PP |
12,302.21 |
12,302.21 |
12,302.21 |
12,247.52 |
S1 |
11,924.48 |
11,924.48 |
12,088.56 |
11,815.10 |
S2 |
11,705.71 |
11,705.71 |
12,033.88 |
|
S3 |
11,109.21 |
11,327.98 |
11,979.20 |
|
S4 |
10,512.71 |
10,731.48 |
11,815.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,498.65 |
11,865.56 |
633.09 |
5.3% |
215.15 |
1.8% |
0% |
False |
True |
|
10 |
12,751.43 |
11,865.56 |
885.87 |
7.5% |
166.23 |
1.4% |
0% |
False |
True |
|
20 |
12,753.89 |
11,865.56 |
888.33 |
7.5% |
159.17 |
1.3% |
0% |
False |
True |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.5% |
149.10 |
1.3% |
0% |
False |
False |
|
60 |
12,781.06 |
11,862.53 |
918.53 |
7.7% |
144.36 |
1.2% |
0% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.5% |
139.60 |
1.2% |
0% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
137.47 |
1.2% |
24% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
137.00 |
1.2% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,255.45 |
2.618 |
12,823.39 |
1.618 |
12,558.65 |
1.000 |
12,395.04 |
0.618 |
12,293.91 |
HIGH |
12,130.30 |
0.618 |
12,029.17 |
0.500 |
11,997.93 |
0.382 |
11,966.69 |
LOW |
11,865.56 |
0.618 |
11,701.95 |
1.000 |
11,600.82 |
1.618 |
11,437.21 |
2.618 |
11,172.47 |
4.250 |
10,740.42 |
|
|
Fisher Pivots for day following 02-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,997.93 |
12,073.99 |
PP |
11,954.16 |
12,004.87 |
S1 |
11,910.39 |
11,935.74 |
|