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 |
4,210.0 |
4,221.0 |
11.0 |
0.3% |
4,140.0 |
High |
4,252.0 |
4,229.0 |
-23.0 |
-0.5% |
4,178.0 |
Low |
4,208.0 |
4,212.0 |
4.0 |
0.1% |
4,033.0 |
Close |
4,227.0 |
4,226.0 |
-1.0 |
0.0% |
4,173.0 |
Range |
44.0 |
17.0 |
-27.0 |
-61.4% |
145.0 |
ATR |
47.5 |
45.3 |
-2.2 |
-4.6% |
0.0 |
Volume |
30,951 |
20,759 |
-10,192 |
-32.9% |
117,979 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,273.3 |
4,266.7 |
4,235.4 |
|
R3 |
4,256.3 |
4,249.7 |
4,230.7 |
|
R2 |
4,239.3 |
4,239.3 |
4,229.1 |
|
R1 |
4,232.7 |
4,232.7 |
4,227.6 |
4,236.0 |
PP |
4,222.3 |
4,222.3 |
4,222.3 |
4,224.0 |
S1 |
4,215.7 |
4,215.7 |
4,224.4 |
4,219.0 |
S2 |
4,205.3 |
4,205.3 |
4,222.9 |
|
S3 |
4,188.3 |
4,198.7 |
4,221.3 |
|
S4 |
4,171.3 |
4,181.7 |
4,216.7 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.0 |
4,513.0 |
4,252.8 |
|
R3 |
4,418.0 |
4,368.0 |
4,212.9 |
|
R2 |
4,273.0 |
4,273.0 |
4,199.6 |
|
R1 |
4,223.0 |
4,223.0 |
4,186.3 |
4,248.0 |
PP |
4,128.0 |
4,128.0 |
4,128.0 |
4,140.5 |
S1 |
4,078.0 |
4,078.0 |
4,159.7 |
4,103.0 |
S2 |
3,983.0 |
3,983.0 |
4,146.4 |
|
S3 |
3,838.0 |
3,933.0 |
4,133.1 |
|
S4 |
3,693.0 |
3,788.0 |
4,093.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,252.0 |
4,078.0 |
174.0 |
4.1% |
31.4 |
0.7% |
85% |
False |
False |
23,852 |
10 |
4,252.0 |
4,033.0 |
219.0 |
5.2% |
37.0 |
0.9% |
88% |
False |
False |
24,135 |
20 |
4,252.0 |
4,025.0 |
227.0 |
5.4% |
36.1 |
0.9% |
89% |
False |
False |
21,908 |
40 |
4,252.0 |
3,959.0 |
293.0 |
6.9% |
38.0 |
0.9% |
91% |
False |
False |
23,475 |
60 |
4,273.0 |
3,950.0 |
323.0 |
7.6% |
34.9 |
0.8% |
85% |
False |
False |
15,726 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.9% |
30.7 |
0.7% |
60% |
False |
False |
11,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,301.3 |
2.618 |
4,273.5 |
1.618 |
4,256.5 |
1.000 |
4,246.0 |
0.618 |
4,239.5 |
HIGH |
4,229.0 |
0.618 |
4,222.5 |
0.500 |
4,220.5 |
0.382 |
4,218.5 |
LOW |
4,212.0 |
0.618 |
4,201.5 |
1.000 |
4,195.0 |
1.618 |
4,184.5 |
2.618 |
4,167.5 |
4.250 |
4,139.8 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,224.2 |
4,226.5 |
PP |
4,222.3 |
4,226.3 |
S1 |
4,220.5 |
4,226.2 |
|