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 |
12,129.77 |
11,863.74 |
-266.03 |
-2.2% |
12,679.72 |
High |
12,130.30 |
11,904.91 |
-225.39 |
-1.9% |
12,679.95 |
Low |
11,865.56 |
11,700.34 |
-165.22 |
-1.4% |
12,083.45 |
Close |
11,866.62 |
11,896.44 |
29.82 |
0.3% |
12,143.24 |
Range |
264.74 |
204.57 |
-60.17 |
-22.7% |
596.50 |
ATR |
164.07 |
166.96 |
2.89 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,447.61 |
12,376.59 |
12,008.95 |
|
R3 |
12,243.04 |
12,172.02 |
11,952.70 |
|
R2 |
12,038.47 |
12,038.47 |
11,933.94 |
|
R1 |
11,967.45 |
11,967.45 |
11,915.19 |
12,002.96 |
PP |
11,833.90 |
11,833.90 |
11,833.90 |
11,851.65 |
S1 |
11,762.88 |
11,762.88 |
11,877.69 |
11,798.39 |
S2 |
11,629.33 |
11,629.33 |
11,858.94 |
|
S3 |
11,424.76 |
11,558.31 |
11,840.18 |
|
S4 |
11,220.19 |
11,353.74 |
11,783.93 |
|
|
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 |
12,384.90 |
11,700.34 |
684.56 |
5.8% |
214.27 |
1.8% |
29% |
False |
True |
|
10 |
12,751.43 |
11,700.34 |
1,051.09 |
8.8% |
180.99 |
1.5% |
19% |
False |
True |
|
20 |
12,753.89 |
11,700.34 |
1,053.55 |
8.9% |
164.20 |
1.4% |
19% |
False |
True |
|
40 |
12,753.89 |
11,700.34 |
1,053.55 |
8.9% |
151.41 |
1.3% |
19% |
False |
True |
|
60 |
12,781.06 |
11,700.34 |
1,080.72 |
9.1% |
146.08 |
1.2% |
18% |
False |
True |
|
80 |
12,876.00 |
11,700.34 |
1,175.66 |
9.9% |
140.54 |
1.2% |
17% |
False |
True |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
138.00 |
1.2% |
26% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
11.1% |
138.02 |
1.2% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,774.33 |
2.618 |
12,440.47 |
1.618 |
12,235.90 |
1.000 |
12,109.48 |
0.618 |
12,031.33 |
HIGH |
11,904.91 |
0.618 |
11,826.76 |
0.500 |
11,802.63 |
0.382 |
11,778.49 |
LOW |
11,700.34 |
0.618 |
11,573.92 |
1.000 |
11,495.77 |
1.618 |
11,369.35 |
2.618 |
11,164.78 |
4.250 |
10,830.92 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,865.17 |
11,991.38 |
PP |
11,833.90 |
11,959.73 |
S1 |
11,802.63 |
11,928.09 |
|