Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,118.65 |
13,158.10 |
39.45 |
0.3% |
13,075.35 |
High |
13,215.97 |
13,202.65 |
-13.32 |
-0.1% |
13,133.18 |
Low |
13,118.42 |
13,115.24 |
-3.18 |
0.0% |
12,778.90 |
Close |
13,168.60 |
13,175.64 |
7.04 |
0.1% |
13,096.17 |
Range |
97.55 |
87.41 |
-10.14 |
-10.4% |
354.28 |
ATR |
154.25 |
149.48 |
-4.77 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,426.74 |
13,388.60 |
13,223.72 |
|
R3 |
13,339.33 |
13,301.19 |
13,199.68 |
|
R2 |
13,251.92 |
13,251.92 |
13,191.67 |
|
R1 |
13,213.78 |
13,213.78 |
13,183.65 |
13,232.85 |
PP |
13,164.51 |
13,164.51 |
13,164.51 |
13,174.05 |
S1 |
13,126.37 |
13,126.37 |
13,167.63 |
13,145.44 |
S2 |
13,077.10 |
13,077.10 |
13,159.61 |
|
S3 |
12,989.69 |
13,038.96 |
13,151.60 |
|
S4 |
12,902.28 |
12,951.55 |
13,127.56 |
|
|
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% |
142.37 |
1.1% |
91% |
False |
False |
|
10 |
13,215.97 |
12,680.59 |
535.38 |
4.1% |
147.73 |
1.1% |
92% |
False |
False |
|
20 |
13,215.97 |
12,492.25 |
723.72 |
5.5% |
152.45 |
1.2% |
94% |
False |
False |
|
40 |
13,215.97 |
12,450.17 |
765.80 |
5.8% |
152.43 |
1.2% |
95% |
False |
False |
|
60 |
13,215.97 |
12,035.09 |
1,180.88 |
9.0% |
156.33 |
1.2% |
97% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
150.84 |
1.1% |
87% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
145.85 |
1.1% |
87% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.9% |
137.79 |
1.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,574.14 |
2.618 |
13,431.49 |
1.618 |
13,344.08 |
1.000 |
13,290.06 |
0.618 |
13,256.67 |
HIGH |
13,202.65 |
0.618 |
13,169.26 |
0.500 |
13,158.95 |
0.382 |
13,148.63 |
LOW |
13,115.24 |
0.618 |
13,061.22 |
1.000 |
13,027.83 |
1.618 |
12,973.81 |
2.618 |
12,886.40 |
4.250 |
12,743.75 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,170.08 |
13,169.71 |
PP |
13,164.51 |
13,163.78 |
S1 |
13,158.95 |
13,157.85 |
|