Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
6,958.5 |
6,982.0 |
23.5 |
0.3% |
6,756.5 |
High |
6,972.0 |
7,004.0 |
32.0 |
0.5% |
6,890.5 |
Low |
6,907.5 |
6,890.5 |
-17.0 |
-0.2% |
6,552.0 |
Close |
6,961.0 |
6,960.5 |
-0.5 |
0.0% |
6,867.5 |
Range |
64.5 |
113.5 |
49.0 |
76.0% |
338.5 |
ATR |
147.6 |
145.2 |
-2.4 |
-1.7% |
0.0 |
Volume |
106,723 |
125,857 |
19,134 |
17.9% |
763,342 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,292.2 |
7,239.8 |
7,022.9 |
|
R3 |
7,178.7 |
7,126.3 |
6,991.7 |
|
R2 |
7,065.2 |
7,065.2 |
6,981.3 |
|
R1 |
7,012.8 |
7,012.8 |
6,970.9 |
6,982.3 |
PP |
6,951.7 |
6,951.7 |
6,951.7 |
6,936.4 |
S1 |
6,899.3 |
6,899.3 |
6,950.1 |
6,868.8 |
S2 |
6,838.2 |
6,838.2 |
6,939.7 |
|
S3 |
6,724.7 |
6,785.8 |
6,929.3 |
|
S4 |
6,611.2 |
6,672.3 |
6,898.1 |
|
|
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 |
7,004.0 |
6,606.5 |
397.5 |
5.7% |
130.7 |
1.9% |
89% |
True |
False |
126,534 |
10 |
7,004.0 |
6,513.5 |
490.5 |
7.0% |
150.2 |
2.2% |
91% |
True |
False |
140,521 |
20 |
7,004.0 |
6,314.0 |
690.0 |
9.9% |
145.4 |
2.1% |
94% |
True |
False |
139,678 |
40 |
7,004.0 |
6,081.5 |
922.5 |
13.3% |
134.7 |
1.9% |
95% |
True |
False |
139,480 |
60 |
7,004.0 |
5,917.5 |
1,086.5 |
15.6% |
132.9 |
1.9% |
96% |
True |
False |
97,820 |
80 |
7,004.0 |
5,917.5 |
1,086.5 |
15.6% |
134.8 |
1.9% |
96% |
True |
False |
73,444 |
100 |
7,189.5 |
5,917.5 |
1,272.0 |
18.3% |
133.8 |
1.9% |
82% |
False |
False |
58,792 |
120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.7% |
125.1 |
1.8% |
80% |
False |
False |
49,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,486.4 |
2.618 |
7,301.1 |
1.618 |
7,187.6 |
1.000 |
7,117.5 |
0.618 |
7,074.1 |
HIGH |
7,004.0 |
0.618 |
6,960.6 |
0.500 |
6,947.3 |
0.382 |
6,933.9 |
LOW |
6,890.5 |
0.618 |
6,820.4 |
1.000 |
6,777.0 |
1.618 |
6,706.9 |
2.618 |
6,593.4 |
4.250 |
6,408.1 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
6,956.1 |
6,956.1 |
PP |
6,951.7 |
6,951.7 |
S1 |
6,947.3 |
6,947.3 |
|