Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
6,869.0 |
6,910.0 |
41.0 |
0.6% |
6,756.5 |
High |
6,945.0 |
6,990.0 |
45.0 |
0.6% |
6,890.5 |
Low |
6,847.0 |
6,896.5 |
49.5 |
0.7% |
6,552.0 |
Close |
6,921.0 |
6,964.5 |
43.5 |
0.6% |
6,867.5 |
Range |
98.0 |
93.5 |
-4.5 |
-4.6% |
338.5 |
ATR |
158.7 |
154.0 |
-4.7 |
-2.9% |
0.0 |
Volume |
111,767 |
116,232 |
4,465 |
4.0% |
763,342 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,230.8 |
7,191.2 |
7,015.9 |
|
R3 |
7,137.3 |
7,097.7 |
6,990.2 |
|
R2 |
7,043.8 |
7,043.8 |
6,981.6 |
|
R1 |
7,004.2 |
7,004.2 |
6,973.1 |
7,024.0 |
PP |
6,950.3 |
6,950.3 |
6,950.3 |
6,960.3 |
S1 |
6,910.7 |
6,910.7 |
6,955.9 |
6,930.5 |
S2 |
6,856.8 |
6,856.8 |
6,947.4 |
|
S3 |
6,763.3 |
6,817.2 |
6,938.8 |
|
S4 |
6,669.8 |
6,723.7 |
6,913.1 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,785.5 |
7,665.0 |
7,053.7 |
|
R3 |
7,447.0 |
7,326.5 |
6,960.6 |
|
R2 |
7,108.5 |
7,108.5 |
6,929.6 |
|
R1 |
6,988.0 |
6,988.0 |
6,898.5 |
7,048.3 |
PP |
6,770.0 |
6,770.0 |
6,770.0 |
6,800.1 |
S1 |
6,649.5 |
6,649.5 |
6,836.5 |
6,709.8 |
S2 |
6,431.5 |
6,431.5 |
6,805.4 |
|
S3 |
6,093.0 |
6,311.0 |
6,774.4 |
|
S4 |
5,754.5 |
5,972.5 |
6,681.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,990.0 |
6,552.0 |
438.0 |
6.3% |
168.3 |
2.4% |
94% |
True |
False |
144,914 |
10 |
6,990.0 |
6,323.0 |
667.0 |
9.6% |
173.1 |
2.5% |
96% |
True |
False |
153,020 |
20 |
6,990.0 |
6,314.0 |
676.0 |
9.7% |
146.4 |
2.1% |
96% |
True |
False |
140,469 |
40 |
6,990.0 |
6,081.5 |
908.5 |
13.0% |
136.7 |
2.0% |
97% |
True |
False |
137,391 |
60 |
6,990.0 |
5,917.5 |
1,072.5 |
15.4% |
134.9 |
1.9% |
98% |
True |
False |
93,965 |
80 |
6,990.0 |
5,917.5 |
1,072.5 |
15.4% |
136.6 |
2.0% |
98% |
True |
False |
70,540 |
100 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
133.4 |
1.9% |
81% |
False |
False |
56,608 |
120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
125.4 |
1.8% |
81% |
False |
False |
47,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,387.4 |
2.618 |
7,234.8 |
1.618 |
7,141.3 |
1.000 |
7,083.5 |
0.618 |
7,047.8 |
HIGH |
6,990.0 |
0.618 |
6,954.3 |
0.500 |
6,943.3 |
0.382 |
6,932.2 |
LOW |
6,896.5 |
0.618 |
6,838.7 |
1.000 |
6,803.0 |
1.618 |
6,745.2 |
2.618 |
6,651.7 |
4.250 |
6,499.1 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
6,957.4 |
6,909.1 |
PP |
6,950.3 |
6,853.7 |
S1 |
6,943.3 |
6,798.3 |
|