Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
12,969.70 |
12,884.82 |
-84.88 |
-0.7% |
13,075.35 |
High |
12,969.85 |
13,133.18 |
163.33 |
1.3% |
13,133.18 |
Low |
12,778.90 |
12,884.82 |
105.92 |
0.8% |
12,778.90 |
Close |
12,878.88 |
13,096.17 |
217.29 |
1.7% |
13,096.17 |
Range |
190.95 |
248.36 |
57.41 |
30.1% |
354.28 |
ATR |
156.76 |
163.73 |
6.97 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,783.14 |
13,688.01 |
13,232.77 |
|
R3 |
13,534.78 |
13,439.65 |
13,164.47 |
|
R2 |
13,286.42 |
13,286.42 |
13,141.70 |
|
R1 |
13,191.29 |
13,191.29 |
13,118.94 |
13,238.86 |
PP |
13,038.06 |
13,038.06 |
13,038.06 |
13,061.84 |
S1 |
12,942.93 |
12,942.93 |
13,073.40 |
12,990.50 |
S2 |
12,789.70 |
12,789.70 |
13,050.64 |
|
S3 |
12,541.34 |
12,694.57 |
13,027.87 |
|
S4 |
12,292.98 |
12,446.21 |
12,959.57 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,065.59 |
13,935.16 |
13,291.02 |
|
R3 |
13,711.31 |
13,580.88 |
13,193.60 |
|
R2 |
13,357.03 |
13,357.03 |
13,161.12 |
|
R1 |
13,226.60 |
13,226.60 |
13,128.65 |
13,291.82 |
PP |
13,002.75 |
13,002.75 |
13,002.75 |
13,035.36 |
S1 |
12,872.32 |
12,872.32 |
13,063.69 |
12,937.54 |
S2 |
12,648.47 |
12,648.47 |
13,031.22 |
|
S3 |
12,294.19 |
12,518.04 |
12,998.74 |
|
S4 |
11,939.91 |
12,163.76 |
12,901.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,133.18 |
12,778.90 |
354.28 |
2.7% |
144.99 |
1.1% |
90% |
True |
False |
|
10 |
13,133.18 |
12,521.84 |
611.34 |
4.7% |
176.52 |
1.3% |
94% |
True |
False |
|
20 |
13,133.18 |
12,492.25 |
640.93 |
4.9% |
160.64 |
1.2% |
94% |
True |
False |
|
40 |
13,133.18 |
12,398.44 |
734.74 |
5.6% |
159.94 |
1.2% |
95% |
True |
False |
|
60 |
13,133.18 |
12,035.09 |
1,098.09 |
8.4% |
158.58 |
1.2% |
97% |
True |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
153.15 |
1.2% |
81% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
145.08 |
1.1% |
81% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
138.62 |
1.1% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,188.71 |
2.618 |
13,783.39 |
1.618 |
13,535.03 |
1.000 |
13,381.54 |
0.618 |
13,286.67 |
HIGH |
13,133.18 |
0.618 |
13,038.31 |
0.500 |
13,009.00 |
0.382 |
12,979.69 |
LOW |
12,884.82 |
0.618 |
12,731.33 |
1.000 |
12,636.46 |
1.618 |
12,482.97 |
2.618 |
12,234.61 |
4.250 |
11,829.29 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,067.11 |
13,049.46 |
PP |
13,038.06 |
13,002.75 |
S1 |
13,009.00 |
12,956.04 |
|