Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
12,884.82 |
13,099.88 |
215.06 |
1.7% |
13,075.35 |
High |
13,133.18 |
13,187.28 |
54.10 |
0.4% |
13,133.18 |
Low |
12,884.82 |
13,099.72 |
214.90 |
1.7% |
12,778.90 |
Close |
13,096.17 |
13,117.51 |
21.34 |
0.2% |
13,096.17 |
Range |
248.36 |
87.56 |
-160.80 |
-64.7% |
354.28 |
ATR |
163.73 |
158.54 |
-5.19 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,397.52 |
13,345.07 |
13,165.67 |
|
R3 |
13,309.96 |
13,257.51 |
13,141.59 |
|
R2 |
13,222.40 |
13,222.40 |
13,133.56 |
|
R1 |
13,169.95 |
13,169.95 |
13,125.54 |
13,196.18 |
PP |
13,134.84 |
13,134.84 |
13,134.84 |
13,147.95 |
S1 |
13,082.39 |
13,082.39 |
13,109.48 |
13,108.62 |
S2 |
13,047.28 |
13,047.28 |
13,101.46 |
|
S3 |
12,959.72 |
12,994.83 |
13,093.43 |
|
S4 |
12,872.16 |
12,907.27 |
13,069.35 |
|
|
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 |
13,187.28 |
12,778.90 |
408.38 |
3.1% |
145.34 |
1.1% |
83% |
True |
False |
|
10 |
13,187.28 |
12,521.84 |
665.44 |
5.1% |
161.58 |
1.2% |
90% |
True |
False |
|
20 |
13,187.28 |
12,492.25 |
695.03 |
5.3% |
160.75 |
1.2% |
90% |
True |
False |
|
40 |
13,187.28 |
12,398.48 |
788.80 |
6.0% |
158.24 |
1.2% |
91% |
True |
False |
|
60 |
13,187.28 |
12,035.09 |
1,152.19 |
8.8% |
158.18 |
1.2% |
94% |
True |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
151.99 |
1.2% |
83% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
145.41 |
1.1% |
83% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
138.58 |
1.1% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,559.41 |
2.618 |
13,416.51 |
1.618 |
13,328.95 |
1.000 |
13,274.84 |
0.618 |
13,241.39 |
HIGH |
13,187.28 |
0.618 |
13,153.83 |
0.500 |
13,143.50 |
0.382 |
13,133.17 |
LOW |
13,099.72 |
0.618 |
13,045.61 |
1.000 |
13,012.16 |
1.618 |
12,958.05 |
2.618 |
12,870.49 |
4.250 |
12,727.59 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,143.50 |
13,072.70 |
PP |
13,134.84 |
13,027.90 |
S1 |
13,126.17 |
12,983.09 |
|