Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,613.4 |
1,600.0 |
-13.4 |
-0.8% |
1,581.6 |
High |
1,617.6 |
1,615.0 |
-2.6 |
-0.2% |
1,628.6 |
Low |
1,592.0 |
1,583.1 |
-8.9 |
-0.6% |
1,562.0 |
Close |
1,603.7 |
1,587.4 |
-16.3 |
-1.0% |
1,618.0 |
Range |
25.6 |
31.9 |
6.3 |
24.6% |
66.6 |
ATR |
23.4 |
24.0 |
0.6 |
2.6% |
0.0 |
Volume |
2,766 |
933 |
-1,833 |
-66.3% |
814,378 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,690.9 |
1,671.0 |
1,604.9 |
|
R3 |
1,659.0 |
1,639.1 |
1,596.2 |
|
R2 |
1,627.1 |
1,627.1 |
1,593.2 |
|
R1 |
1,607.2 |
1,607.2 |
1,590.3 |
1,601.2 |
PP |
1,595.2 |
1,595.2 |
1,595.2 |
1,592.2 |
S1 |
1,575.3 |
1,575.3 |
1,584.5 |
1,569.3 |
S2 |
1,563.3 |
1,563.3 |
1,581.6 |
|
S3 |
1,531.4 |
1,543.4 |
1,578.6 |
|
S4 |
1,499.5 |
1,511.5 |
1,569.9 |
|
|
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 |
1,583.1 |
45.5 |
2.9% |
21.1 |
1.3% |
9% |
False |
True |
47,349 |
10 |
1,628.6 |
1,562.0 |
66.6 |
4.2% |
21.0 |
1.3% |
38% |
False |
False |
98,468 |
20 |
1,628.6 |
1,554.4 |
74.2 |
4.7% |
22.7 |
1.4% |
44% |
False |
False |
111,501 |
40 |
1,635.4 |
1,547.6 |
87.8 |
5.5% |
25.4 |
1.6% |
45% |
False |
False |
117,995 |
60 |
1,642.4 |
1,529.3 |
113.1 |
7.1% |
26.8 |
1.7% |
51% |
False |
False |
105,226 |
80 |
1,683.1 |
1,529.3 |
153.8 |
9.7% |
24.8 |
1.6% |
38% |
False |
False |
80,544 |
100 |
1,710.0 |
1,529.3 |
180.7 |
11.4% |
24.7 |
1.6% |
32% |
False |
False |
65,369 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
24.5 |
1.5% |
22% |
False |
False |
54,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.6 |
2.618 |
1,698.5 |
1.618 |
1,666.6 |
1.000 |
1,646.9 |
0.618 |
1,634.7 |
HIGH |
1,615.0 |
0.618 |
1,602.8 |
0.500 |
1,599.1 |
0.382 |
1,595.3 |
LOW |
1,583.1 |
0.618 |
1,563.4 |
1.000 |
1,551.2 |
1.618 |
1,531.5 |
2.618 |
1,499.6 |
4.250 |
1,447.5 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,599.1 |
1,605.3 |
PP |
1,595.2 |
1,599.3 |
S1 |
1,591.3 |
1,593.4 |
|