Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
8,615 |
8,620 |
5 |
0.1% |
8,625 |
High |
8,745 |
8,690 |
-55 |
-0.6% |
8,740 |
Low |
8,585 |
8,585 |
0 |
0.0% |
8,330 |
Close |
8,610 |
8,675 |
65 |
0.8% |
8,690 |
Range |
160 |
105 |
-55 |
-34.4% |
410 |
ATR |
147 |
144 |
-3 |
-2.0% |
0 |
Volume |
3,630 |
2,871 |
-759 |
-20.9% |
26,716 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,965 |
8,925 |
8,733 |
|
R3 |
8,860 |
8,820 |
8,704 |
|
R2 |
8,755 |
8,755 |
8,694 |
|
R1 |
8,715 |
8,715 |
8,685 |
8,735 |
PP |
8,650 |
8,650 |
8,650 |
8,660 |
S1 |
8,610 |
8,610 |
8,666 |
8,630 |
S2 |
8,545 |
8,545 |
8,656 |
|
S3 |
8,440 |
8,505 |
8,646 |
|
S4 |
8,335 |
8,400 |
8,617 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,817 |
9,663 |
8,916 |
|
R3 |
9,407 |
9,253 |
8,803 |
|
R2 |
8,997 |
8,997 |
8,765 |
|
R1 |
8,843 |
8,843 |
8,728 |
8,920 |
PP |
8,587 |
8,587 |
8,587 |
8,625 |
S1 |
8,433 |
8,433 |
8,653 |
8,510 |
S2 |
8,177 |
8,177 |
8,615 |
|
S3 |
7,767 |
8,023 |
8,577 |
|
S4 |
7,357 |
7,613 |
8,465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,745 |
8,370 |
375 |
4.3% |
159 |
1.8% |
81% |
False |
False |
3,918 |
10 |
8,840 |
8,330 |
510 |
5.9% |
154 |
1.8% |
68% |
False |
False |
4,333 |
20 |
9,170 |
8,330 |
840 |
9.7% |
142 |
1.6% |
41% |
False |
False |
4,019 |
40 |
9,170 |
8,330 |
840 |
9.7% |
150 |
1.7% |
41% |
False |
False |
4,550 |
60 |
9,170 |
8,200 |
970 |
11.2% |
122 |
1.4% |
49% |
False |
False |
3,453 |
80 |
9,635 |
8,200 |
1,435 |
16.5% |
92 |
1.1% |
33% |
False |
False |
2,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,136 |
2.618 |
8,965 |
1.618 |
8,860 |
1.000 |
8,795 |
0.618 |
8,755 |
HIGH |
8,690 |
0.618 |
8,650 |
0.500 |
8,638 |
0.382 |
8,625 |
LOW |
8,585 |
0.618 |
8,520 |
1.000 |
8,480 |
1.618 |
8,415 |
2.618 |
8,310 |
4.250 |
8,139 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,663 |
8,672 |
PP |
8,650 |
8,668 |
S1 |
8,638 |
8,665 |
|