Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
4,245.0 |
4,265.0 |
20.0 |
0.5% |
4,215.0 |
High |
4,255.0 |
4,283.0 |
28.0 |
0.7% |
4,252.0 |
Low |
4,231.0 |
4,261.0 |
30.0 |
0.7% |
4,168.0 |
Close |
4,249.0 |
4,280.0 |
31.0 |
0.7% |
4,185.0 |
Range |
24.0 |
22.0 |
-2.0 |
-8.3% |
84.0 |
ATR |
45.9 |
45.0 |
-0.8 |
-1.8% |
0.0 |
Volume |
16,205 |
19,314 |
3,109 |
19.2% |
116,557 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,340.7 |
4,332.3 |
4,292.1 |
|
R3 |
4,318.7 |
4,310.3 |
4,286.1 |
|
R2 |
4,296.7 |
4,296.7 |
4,284.0 |
|
R1 |
4,288.3 |
4,288.3 |
4,282.0 |
4,292.5 |
PP |
4,274.7 |
4,274.7 |
4,274.7 |
4,276.8 |
S1 |
4,266.3 |
4,266.3 |
4,278.0 |
4,270.5 |
S2 |
4,252.7 |
4,252.7 |
4,276.0 |
|
S3 |
4,230.7 |
4,244.3 |
4,274.0 |
|
S4 |
4,208.7 |
4,222.3 |
4,267.9 |
|
|
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 |
4,283.0 |
4,168.0 |
115.0 |
2.7% |
27.6 |
0.6% |
97% |
True |
False |
19,093 |
10 |
4,283.0 |
4,078.0 |
205.0 |
4.8% |
29.5 |
0.7% |
99% |
True |
False |
21,472 |
20 |
4,283.0 |
4,025.0 |
258.0 |
6.0% |
35.7 |
0.8% |
99% |
True |
False |
22,358 |
40 |
4,283.0 |
3,959.0 |
324.0 |
7.6% |
36.7 |
0.9% |
99% |
True |
False |
25,317 |
60 |
4,283.0 |
3,950.0 |
333.0 |
7.8% |
36.0 |
0.8% |
99% |
True |
False |
17,303 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
31.6 |
0.7% |
72% |
False |
False |
13,012 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
29.3 |
0.7% |
72% |
False |
False |
10,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,376.5 |
2.618 |
4,340.6 |
1.618 |
4,318.6 |
1.000 |
4,305.0 |
0.618 |
4,296.6 |
HIGH |
4,283.0 |
0.618 |
4,274.6 |
0.500 |
4,272.0 |
0.382 |
4,269.4 |
LOW |
4,261.0 |
0.618 |
4,247.4 |
1.000 |
4,239.0 |
1.618 |
4,225.4 |
2.618 |
4,203.4 |
4.250 |
4,167.5 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
4,277.3 |
4,271.5 |
PP |
4,274.7 |
4,263.0 |
S1 |
4,272.0 |
4,254.5 |
|