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 |
4,221.0 |
4,220.0 |
-1.0 |
0.0% |
4,140.0 |
High |
4,229.0 |
4,244.0 |
15.0 |
0.4% |
4,178.0 |
Low |
4,212.0 |
4,214.0 |
2.0 |
0.0% |
4,033.0 |
Close |
4,226.0 |
4,228.0 |
2.0 |
0.0% |
4,173.0 |
Range |
17.0 |
30.0 |
13.0 |
76.5% |
145.0 |
ATR |
45.3 |
44.2 |
-1.1 |
-2.4% |
0.0 |
Volume |
20,759 |
17,077 |
-3,682 |
-17.7% |
117,979 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,318.7 |
4,303.3 |
4,244.5 |
|
R3 |
4,288.7 |
4,273.3 |
4,236.3 |
|
R2 |
4,258.7 |
4,258.7 |
4,233.5 |
|
R1 |
4,243.3 |
4,243.3 |
4,230.8 |
4,251.0 |
PP |
4,228.7 |
4,228.7 |
4,228.7 |
4,232.5 |
S1 |
4,213.3 |
4,213.3 |
4,225.3 |
4,221.0 |
S2 |
4,198.7 |
4,198.7 |
4,222.5 |
|
S3 |
4,168.7 |
4,183.3 |
4,219.8 |
|
S4 |
4,138.7 |
4,153.3 |
4,211.5 |
|
|
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 |
4,134.0 |
118.0 |
2.8% |
30.8 |
0.7% |
80% |
False |
False |
23,637 |
10 |
4,252.0 |
4,033.0 |
219.0 |
5.2% |
35.3 |
0.8% |
89% |
False |
False |
23,247 |
20 |
4,252.0 |
4,025.0 |
227.0 |
5.4% |
36.4 |
0.9% |
89% |
False |
False |
21,916 |
40 |
4,252.0 |
3,959.0 |
293.0 |
6.9% |
38.0 |
0.9% |
92% |
False |
False |
23,883 |
60 |
4,273.0 |
3,950.0 |
323.0 |
7.6% |
35.0 |
0.8% |
86% |
False |
False |
16,009 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.9% |
30.8 |
0.7% |
60% |
False |
False |
12,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,371.5 |
2.618 |
4,322.5 |
1.618 |
4,292.5 |
1.000 |
4,274.0 |
0.618 |
4,262.5 |
HIGH |
4,244.0 |
0.618 |
4,232.5 |
0.500 |
4,229.0 |
0.382 |
4,225.5 |
LOW |
4,214.0 |
0.618 |
4,195.5 |
1.000 |
4,184.0 |
1.618 |
4,165.5 |
2.618 |
4,135.5 |
4.250 |
4,086.5 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,229.0 |
4,230.0 |
PP |
4,228.7 |
4,229.3 |
S1 |
4,228.3 |
4,228.7 |
|