Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,621.1 |
1,613.4 |
-7.7 |
-0.5% |
1,581.6 |
High |
1,627.5 |
1,617.6 |
-9.9 |
-0.6% |
1,628.6 |
Low |
1,610.0 |
1,592.0 |
-18.0 |
-1.1% |
1,562.0 |
Close |
1,610.5 |
1,603.7 |
-6.8 |
-0.4% |
1,618.0 |
Range |
17.5 |
25.6 |
8.1 |
46.3% |
66.6 |
ATR |
23.2 |
23.4 |
0.2 |
0.7% |
0.0 |
Volume |
5,779 |
2,766 |
-3,013 |
-52.1% |
814,378 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.2 |
1,668.1 |
1,617.8 |
|
R3 |
1,655.6 |
1,642.5 |
1,610.7 |
|
R2 |
1,630.0 |
1,630.0 |
1,608.4 |
|
R1 |
1,616.9 |
1,616.9 |
1,606.0 |
1,610.7 |
PP |
1,604.4 |
1,604.4 |
1,604.4 |
1,601.3 |
S1 |
1,591.3 |
1,591.3 |
1,601.4 |
1,585.1 |
S2 |
1,578.8 |
1,578.8 |
1,599.0 |
|
S3 |
1,553.2 |
1,565.7 |
1,596.7 |
|
S4 |
1,527.6 |
1,540.1 |
1,589.6 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.7 |
1,776.9 |
1,654.6 |
|
R3 |
1,736.1 |
1,710.3 |
1,636.3 |
|
R2 |
1,669.5 |
1,669.5 |
1,630.2 |
|
R1 |
1,643.7 |
1,643.7 |
1,624.1 |
1,656.6 |
PP |
1,602.9 |
1,602.9 |
1,602.9 |
1,609.3 |
S1 |
1,577.1 |
1,577.1 |
1,611.9 |
1,590.0 |
S2 |
1,536.3 |
1,536.3 |
1,605.8 |
|
S3 |
1,469.7 |
1,510.5 |
1,599.7 |
|
S4 |
1,403.1 |
1,443.9 |
1,581.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,628.6 |
1,592.0 |
36.6 |
2.3% |
19.0 |
1.2% |
32% |
False |
True |
81,160 |
10 |
1,628.6 |
1,562.0 |
66.6 |
4.2% |
19.7 |
1.2% |
63% |
False |
False |
109,978 |
20 |
1,628.6 |
1,554.4 |
74.2 |
4.6% |
22.5 |
1.4% |
66% |
False |
False |
111,506 |
40 |
1,642.4 |
1,547.6 |
94.8 |
5.9% |
25.3 |
1.6% |
59% |
False |
False |
122,227 |
60 |
1,642.4 |
1,529.3 |
113.1 |
7.1% |
27.0 |
1.7% |
66% |
False |
False |
105,420 |
80 |
1,683.1 |
1,529.3 |
153.8 |
9.6% |
24.8 |
1.5% |
48% |
False |
False |
80,598 |
100 |
1,721.7 |
1,529.3 |
192.4 |
12.0% |
24.6 |
1.5% |
39% |
False |
False |
65,411 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.5 |
1.5% |
28% |
False |
False |
54,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,726.4 |
2.618 |
1,684.6 |
1.618 |
1,659.0 |
1.000 |
1,643.2 |
0.618 |
1,633.4 |
HIGH |
1,617.6 |
0.618 |
1,607.8 |
0.500 |
1,604.8 |
0.382 |
1,601.8 |
LOW |
1,592.0 |
0.618 |
1,576.2 |
1.000 |
1,566.4 |
1.618 |
1,550.6 |
2.618 |
1,525.0 |
4.250 |
1,483.2 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,604.8 |
1,609.8 |
PP |
1,604.4 |
1,607.7 |
S1 |
1,604.1 |
1,605.7 |
|