Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,007.47 |
12,969.70 |
-37.77 |
-0.3% |
12,820.45 |
High |
13,074.83 |
12,969.85 |
-104.98 |
-0.8% |
13,117.74 |
Low |
12,951.16 |
12,778.90 |
-172.26 |
-1.3% |
12,521.84 |
Close |
12,971.06 |
12,878.88 |
-92.18 |
-0.7% |
13,075.66 |
Range |
123.67 |
190.95 |
67.28 |
54.4% |
595.90 |
ATR |
154.04 |
156.76 |
2.72 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,448.73 |
13,354.75 |
12,983.90 |
|
R3 |
13,257.78 |
13,163.80 |
12,931.39 |
|
R2 |
13,066.83 |
13,066.83 |
12,913.89 |
|
R1 |
12,972.85 |
12,972.85 |
12,896.38 |
12,924.37 |
PP |
12,875.88 |
12,875.88 |
12,875.88 |
12,851.63 |
S1 |
12,781.90 |
12,781.90 |
12,861.38 |
12,733.42 |
S2 |
12,684.93 |
12,684.93 |
12,843.87 |
|
S3 |
12,493.98 |
12,590.95 |
12,826.37 |
|
S4 |
12,303.03 |
12,400.00 |
12,773.86 |
|
|
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 |
12,778.90 |
349.74 |
2.7% |
141.16 |
1.1% |
29% |
False |
True |
|
10 |
13,128.64 |
12,521.84 |
606.80 |
4.7% |
164.94 |
1.3% |
59% |
False |
False |
|
20 |
13,128.64 |
12,492.25 |
636.39 |
4.9% |
157.55 |
1.2% |
61% |
False |
False |
|
40 |
13,128.64 |
12,398.44 |
730.20 |
5.7% |
157.20 |
1.2% |
66% |
False |
False |
|
60 |
13,128.64 |
12,035.09 |
1,093.55 |
8.5% |
157.33 |
1.2% |
77% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
151.65 |
1.2% |
65% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
144.87 |
1.1% |
65% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
137.29 |
1.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,781.39 |
2.618 |
13,469.76 |
1.618 |
13,278.81 |
1.000 |
13,160.80 |
0.618 |
13,087.86 |
HIGH |
12,969.85 |
0.618 |
12,896.91 |
0.500 |
12,874.38 |
0.382 |
12,851.84 |
LOW |
12,778.90 |
0.618 |
12,660.89 |
1.000 |
12,587.95 |
1.618 |
12,469.94 |
2.618 |
12,278.99 |
4.250 |
11,967.36 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
12,877.38 |
12,930.78 |
PP |
12,875.88 |
12,913.48 |
S1 |
12,874.38 |
12,896.18 |
|