Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,071.72 |
13,007.47 |
-64.25 |
-0.5% |
12,820.45 |
High |
13,082.66 |
13,074.83 |
-7.83 |
-0.1% |
13,117.74 |
Low |
13,006.48 |
12,951.16 |
-55.32 |
-0.4% |
12,521.84 |
Close |
13,008.68 |
12,971.06 |
-37.62 |
-0.3% |
13,075.66 |
Range |
76.18 |
123.67 |
47.49 |
62.3% |
595.90 |
ATR |
156.38 |
154.04 |
-2.34 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,370.03 |
13,294.21 |
13,039.08 |
|
R3 |
13,246.36 |
13,170.54 |
13,005.07 |
|
R2 |
13,122.69 |
13,122.69 |
12,993.73 |
|
R1 |
13,046.87 |
13,046.87 |
12,982.40 |
13,022.95 |
PP |
12,999.02 |
12,999.02 |
12,999.02 |
12,987.05 |
S1 |
12,923.20 |
12,923.20 |
12,959.72 |
12,899.28 |
S2 |
12,875.35 |
12,875.35 |
12,948.39 |
|
S3 |
12,751.68 |
12,799.53 |
12,937.05 |
|
S4 |
12,628.01 |
12,675.86 |
12,903.04 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,692.78 |
14,480.12 |
13,403.41 |
|
R3 |
14,096.88 |
13,884.22 |
13,239.53 |
|
R2 |
13,500.98 |
13,500.98 |
13,184.91 |
|
R1 |
13,288.32 |
13,288.32 |
13,130.28 |
13,394.65 |
PP |
12,905.08 |
12,905.08 |
12,905.08 |
12,958.25 |
S1 |
12,692.42 |
12,692.42 |
13,021.04 |
12,798.75 |
S2 |
12,309.18 |
12,309.18 |
12,966.41 |
|
S3 |
11,713.28 |
12,096.52 |
12,911.79 |
|
S4 |
11,117.38 |
11,500.62 |
12,747.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,128.64 |
12,680.59 |
448.05 |
3.5% |
153.10 |
1.2% |
65% |
False |
False |
|
10 |
13,128.64 |
12,521.84 |
606.80 |
4.7% |
154.60 |
1.2% |
74% |
False |
False |
|
20 |
13,128.64 |
12,492.25 |
636.39 |
4.9% |
153.45 |
1.2% |
75% |
False |
False |
|
40 |
13,128.64 |
12,125.00 |
1,003.64 |
7.7% |
159.67 |
1.2% |
84% |
False |
False |
|
60 |
13,128.64 |
12,035.09 |
1,093.55 |
8.4% |
157.32 |
1.2% |
86% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
152.00 |
1.2% |
72% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
143.53 |
1.1% |
72% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
136.91 |
1.1% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,600.43 |
2.618 |
13,398.60 |
1.618 |
13,274.93 |
1.000 |
13,198.50 |
0.618 |
13,151.26 |
HIGH |
13,074.83 |
0.618 |
13,027.59 |
0.500 |
13,013.00 |
0.382 |
12,998.40 |
LOW |
12,951.16 |
0.618 |
12,874.73 |
1.000 |
12,827.49 |
1.618 |
12,751.06 |
2.618 |
12,627.39 |
4.250 |
12,425.56 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,013.00 |
13,039.90 |
PP |
12,999.02 |
13,016.95 |
S1 |
12,985.04 |
12,994.01 |
|