Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,099.88 |
13,118.65 |
18.77 |
0.1% |
13,075.35 |
High |
13,187.28 |
13,215.97 |
28.69 |
0.2% |
13,133.18 |
Low |
13,099.72 |
13,118.42 |
18.70 |
0.1% |
12,778.90 |
Close |
13,117.51 |
13,168.60 |
51.09 |
0.4% |
13,096.17 |
Range |
87.56 |
97.55 |
9.99 |
11.4% |
354.28 |
ATR |
158.54 |
154.25 |
-4.29 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,460.31 |
13,412.01 |
13,222.25 |
|
R3 |
13,362.76 |
13,314.46 |
13,195.43 |
|
R2 |
13,265.21 |
13,265.21 |
13,186.48 |
|
R1 |
13,216.91 |
13,216.91 |
13,177.54 |
13,241.06 |
PP |
13,167.66 |
13,167.66 |
13,167.66 |
13,179.74 |
S1 |
13,119.36 |
13,119.36 |
13,159.66 |
13,143.51 |
S2 |
13,070.11 |
13,070.11 |
13,150.72 |
|
S3 |
12,972.56 |
13,021.81 |
13,141.77 |
|
S4 |
12,875.01 |
12,924.26 |
13,114.95 |
|
|
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 |
13,215.97 |
12,778.90 |
437.07 |
3.3% |
149.62 |
1.1% |
89% |
True |
False |
|
10 |
13,215.97 |
12,617.62 |
598.35 |
4.5% |
150.51 |
1.1% |
92% |
True |
False |
|
20 |
13,215.97 |
12,492.25 |
723.72 |
5.5% |
154.46 |
1.2% |
93% |
True |
False |
|
40 |
13,215.97 |
12,411.91 |
804.06 |
6.1% |
154.38 |
1.2% |
94% |
True |
False |
|
60 |
13,215.97 |
12,035.09 |
1,180.88 |
9.0% |
157.50 |
1.2% |
96% |
True |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
151.45 |
1.2% |
87% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
145.55 |
1.1% |
87% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
138.18 |
1.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,630.56 |
2.618 |
13,471.36 |
1.618 |
13,373.81 |
1.000 |
13,313.52 |
0.618 |
13,276.26 |
HIGH |
13,215.97 |
0.618 |
13,178.71 |
0.500 |
13,167.20 |
0.382 |
13,155.68 |
LOW |
13,118.42 |
0.618 |
13,058.13 |
1.000 |
13,020.87 |
1.618 |
12,960.58 |
2.618 |
12,863.03 |
4.250 |
12,703.83 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,168.13 |
13,129.20 |
PP |
13,167.66 |
13,089.80 |
S1 |
13,167.20 |
13,050.40 |
|