Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,600.0 |
1,589.3 |
-10.7 |
-0.7% |
1,622.9 |
High |
1,615.0 |
1,606.0 |
-9.0 |
-0.6% |
1,627.5 |
Low |
1,583.1 |
1,585.1 |
2.0 |
0.1% |
1,583.1 |
Close |
1,587.4 |
1,606.0 |
18.6 |
1.2% |
1,606.0 |
Range |
31.9 |
20.9 |
-11.0 |
-34.5% |
44.4 |
ATR |
24.0 |
23.8 |
-0.2 |
-0.9% |
0.0 |
Volume |
933 |
676 |
-257 |
-27.5% |
58,969 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,661.7 |
1,654.8 |
1,617.5 |
|
R3 |
1,640.8 |
1,633.9 |
1,611.7 |
|
R2 |
1,619.9 |
1,619.9 |
1,609.8 |
|
R1 |
1,613.0 |
1,613.0 |
1,607.9 |
1,616.5 |
PP |
1,599.0 |
1,599.0 |
1,599.0 |
1,600.8 |
S1 |
1,592.1 |
1,592.1 |
1,604.1 |
1,595.6 |
S2 |
1,578.1 |
1,578.1 |
1,602.2 |
|
S3 |
1,557.2 |
1,571.2 |
1,600.3 |
|
S4 |
1,536.3 |
1,550.3 |
1,594.5 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.7 |
1,716.8 |
1,630.4 |
|
R3 |
1,694.3 |
1,672.4 |
1,618.2 |
|
R2 |
1,649.9 |
1,649.9 |
1,614.1 |
|
R1 |
1,628.0 |
1,628.0 |
1,610.1 |
1,616.8 |
PP |
1,605.5 |
1,605.5 |
1,605.5 |
1,599.9 |
S1 |
1,583.6 |
1,583.6 |
1,601.9 |
1,572.4 |
S2 |
1,561.1 |
1,561.1 |
1,597.9 |
|
S3 |
1,516.7 |
1,539.2 |
1,593.8 |
|
S4 |
1,472.3 |
1,494.8 |
1,581.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,627.5 |
1,583.1 |
44.4 |
2.8% |
21.7 |
1.4% |
52% |
False |
False |
11,793 |
10 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
21.7 |
1.3% |
66% |
False |
False |
87,334 |
20 |
1,628.6 |
1,554.4 |
74.2 |
4.6% |
22.0 |
1.4% |
70% |
False |
False |
103,773 |
40 |
1,635.4 |
1,547.6 |
87.8 |
5.5% |
24.6 |
1.5% |
67% |
False |
False |
112,016 |
60 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
26.7 |
1.7% |
68% |
False |
False |
104,955 |
80 |
1,683.1 |
1,529.3 |
153.8 |
9.6% |
24.9 |
1.6% |
50% |
False |
False |
80,376 |
100 |
1,700.9 |
1,529.3 |
171.6 |
10.7% |
24.5 |
1.5% |
45% |
False |
False |
65,334 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.6 |
1.5% |
29% |
False |
False |
54,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,694.8 |
2.618 |
1,660.7 |
1.618 |
1,639.8 |
1.000 |
1,626.9 |
0.618 |
1,618.9 |
HIGH |
1,606.0 |
0.618 |
1,598.0 |
0.500 |
1,595.6 |
0.382 |
1,593.1 |
LOW |
1,585.1 |
0.618 |
1,572.2 |
1.000 |
1,564.2 |
1.618 |
1,551.3 |
2.618 |
1,530.4 |
4.250 |
1,496.3 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,602.5 |
1,604.1 |
PP |
1,599.0 |
1,602.2 |
S1 |
1,595.6 |
1,600.4 |
|