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 |
4,220.0 |
4,196.0 |
-24.0 |
-0.6% |
4,215.0 |
High |
4,244.0 |
4,196.0 |
-48.0 |
-1.1% |
4,252.0 |
Low |
4,214.0 |
4,168.0 |
-46.0 |
-1.1% |
4,168.0 |
Close |
4,228.0 |
4,185.0 |
-43.0 |
-1.0% |
4,185.0 |
Range |
30.0 |
28.0 |
-2.0 |
-6.7% |
84.0 |
ATR |
44.2 |
45.4 |
1.1 |
2.5% |
0.0 |
Volume |
17,077 |
23,209 |
6,132 |
35.9% |
116,557 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,267.0 |
4,254.0 |
4,200.4 |
|
R3 |
4,239.0 |
4,226.0 |
4,192.7 |
|
R2 |
4,211.0 |
4,211.0 |
4,190.1 |
|
R1 |
4,198.0 |
4,198.0 |
4,187.6 |
4,190.5 |
PP |
4,183.0 |
4,183.0 |
4,183.0 |
4,179.3 |
S1 |
4,170.0 |
4,170.0 |
4,182.4 |
4,162.5 |
S2 |
4,155.0 |
4,155.0 |
4,179.9 |
|
S3 |
4,127.0 |
4,142.0 |
4,177.3 |
|
S4 |
4,099.0 |
4,114.0 |
4,169.6 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,453.7 |
4,403.3 |
4,231.2 |
|
R3 |
4,369.7 |
4,319.3 |
4,208.1 |
|
R2 |
4,285.7 |
4,285.7 |
4,200.4 |
|
R1 |
4,235.3 |
4,235.3 |
4,192.7 |
4,218.5 |
PP |
4,201.7 |
4,201.7 |
4,201.7 |
4,193.3 |
S1 |
4,151.3 |
4,151.3 |
4,177.3 |
4,134.5 |
S2 |
4,117.7 |
4,117.7 |
4,169.6 |
|
S3 |
4,033.7 |
4,067.3 |
4,161.9 |
|
S4 |
3,949.7 |
3,983.3 |
4,138.8 |
|
|
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 |
4,168.0 |
84.0 |
2.0% |
27.6 |
0.7% |
20% |
False |
True |
23,311 |
10 |
4,252.0 |
4,033.0 |
219.0 |
5.2% |
35.0 |
0.8% |
69% |
False |
False |
23,453 |
20 |
4,252.0 |
4,025.0 |
227.0 |
5.4% |
36.9 |
0.9% |
70% |
False |
False |
22,256 |
40 |
4,252.0 |
3,959.0 |
293.0 |
7.0% |
38.4 |
0.9% |
77% |
False |
False |
24,448 |
60 |
4,273.0 |
3,950.0 |
323.0 |
7.7% |
35.3 |
0.8% |
73% |
False |
False |
16,395 |
80 |
4,410.0 |
3,950.0 |
460.0 |
11.0% |
31.1 |
0.7% |
51% |
False |
False |
12,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,315.0 |
2.618 |
4,269.3 |
1.618 |
4,241.3 |
1.000 |
4,224.0 |
0.618 |
4,213.3 |
HIGH |
4,196.0 |
0.618 |
4,185.3 |
0.500 |
4,182.0 |
0.382 |
4,178.7 |
LOW |
4,168.0 |
0.618 |
4,150.7 |
1.000 |
4,140.0 |
1.618 |
4,122.7 |
2.618 |
4,094.7 |
4.250 |
4,049.0 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,184.0 |
4,206.0 |
PP |
4,183.0 |
4,199.0 |
S1 |
4,182.0 |
4,192.0 |
|