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 |
6,910.0 |
6,958.5 |
48.5 |
0.7% |
6,756.5 |
High |
6,990.0 |
6,972.0 |
-18.0 |
-0.3% |
6,890.5 |
Low |
6,896.5 |
6,907.5 |
11.0 |
0.2% |
6,552.0 |
Close |
6,964.5 |
6,961.0 |
-3.5 |
-0.1% |
6,867.5 |
Range |
93.5 |
64.5 |
-29.0 |
-31.0% |
338.5 |
ATR |
154.0 |
147.6 |
-6.4 |
-4.2% |
0.0 |
Volume |
116,232 |
106,723 |
-9,509 |
-8.2% |
763,342 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,140.3 |
7,115.2 |
6,996.5 |
|
R3 |
7,075.8 |
7,050.7 |
6,978.7 |
|
R2 |
7,011.3 |
7,011.3 |
6,972.8 |
|
R1 |
6,986.2 |
6,986.2 |
6,966.9 |
6,998.8 |
PP |
6,946.8 |
6,946.8 |
6,946.8 |
6,953.1 |
S1 |
6,921.7 |
6,921.7 |
6,955.1 |
6,934.3 |
S2 |
6,882.3 |
6,882.3 |
6,949.2 |
|
S3 |
6,817.8 |
6,857.2 |
6,943.3 |
|
S4 |
6,753.3 |
6,792.7 |
6,925.5 |
|
|
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% |
165.7 |
2.4% |
93% |
False |
False |
144,507 |
10 |
6,990.0 |
6,323.0 |
667.0 |
9.6% |
166.0 |
2.4% |
96% |
False |
False |
148,855 |
20 |
6,990.0 |
6,314.0 |
676.0 |
9.7% |
144.6 |
2.1% |
96% |
False |
False |
139,969 |
40 |
6,990.0 |
6,081.5 |
908.5 |
13.1% |
135.1 |
1.9% |
97% |
False |
False |
138,384 |
60 |
6,990.0 |
5,917.5 |
1,072.5 |
15.4% |
133.4 |
1.9% |
97% |
False |
False |
95,734 |
80 |
6,990.0 |
5,917.5 |
1,072.5 |
15.4% |
135.7 |
1.9% |
97% |
False |
False |
71,873 |
100 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
133.1 |
1.9% |
80% |
False |
False |
57,553 |
120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
124.8 |
1.8% |
80% |
False |
False |
48,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,246.1 |
2.618 |
7,140.9 |
1.618 |
7,076.4 |
1.000 |
7,036.5 |
0.618 |
7,011.9 |
HIGH |
6,972.0 |
0.618 |
6,947.4 |
0.500 |
6,939.8 |
0.382 |
6,932.1 |
LOW |
6,907.5 |
0.618 |
6,867.6 |
1.000 |
6,843.0 |
1.618 |
6,803.1 |
2.618 |
6,738.6 |
4.250 |
6,633.4 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
6,953.9 |
6,946.8 |
PP |
6,946.8 |
6,932.7 |
S1 |
6,939.8 |
6,918.5 |
|