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 |
8,680 |
8,700 |
20 |
0.2% |
8,705 |
High |
8,785 |
8,945 |
160 |
1.8% |
8,745 |
Low |
8,680 |
8,680 |
0 |
0.0% |
8,510 |
Close |
8,740 |
8,885 |
145 |
1.7% |
8,685 |
Range |
105 |
265 |
160 |
152.4% |
235 |
ATR |
147 |
155 |
8 |
5.7% |
0 |
Volume |
3,788 |
5,391 |
1,603 |
42.3% |
17,838 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,632 |
9,523 |
9,031 |
|
R3 |
9,367 |
9,258 |
8,958 |
|
R2 |
9,102 |
9,102 |
8,934 |
|
R1 |
8,993 |
8,993 |
8,909 |
9,048 |
PP |
8,837 |
8,837 |
8,837 |
8,864 |
S1 |
8,728 |
8,728 |
8,861 |
8,783 |
S2 |
8,572 |
8,572 |
8,837 |
|
S3 |
8,307 |
8,463 |
8,812 |
|
S4 |
8,042 |
8,198 |
8,739 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,352 |
9,253 |
8,814 |
|
R3 |
9,117 |
9,018 |
8,750 |
|
R2 |
8,882 |
8,882 |
8,728 |
|
R1 |
8,783 |
8,783 |
8,707 |
8,715 |
PP |
8,647 |
8,647 |
8,647 |
8,613 |
S1 |
8,548 |
8,548 |
8,664 |
8,480 |
S2 |
8,412 |
8,412 |
8,642 |
|
S3 |
8,177 |
8,313 |
8,621 |
|
S4 |
7,942 |
8,078 |
8,556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,945 |
8,510 |
435 |
4.9% |
171 |
1.9% |
86% |
True |
False |
4,183 |
10 |
8,945 |
8,330 |
615 |
6.9% |
167 |
1.9% |
90% |
True |
False |
4,305 |
20 |
8,945 |
8,330 |
615 |
6.9% |
152 |
1.7% |
90% |
True |
False |
4,060 |
40 |
9,170 |
8,330 |
840 |
9.5% |
145 |
1.6% |
66% |
False |
False |
4,299 |
60 |
9,170 |
8,200 |
970 |
10.9% |
132 |
1.5% |
71% |
False |
False |
3,754 |
80 |
9,635 |
8,200 |
1,435 |
16.2% |
102 |
1.1% |
48% |
False |
False |
2,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,071 |
2.618 |
9,639 |
1.618 |
9,374 |
1.000 |
9,210 |
0.618 |
9,109 |
HIGH |
8,945 |
0.618 |
8,844 |
0.500 |
8,813 |
0.382 |
8,781 |
LOW |
8,680 |
0.618 |
8,516 |
1.000 |
8,415 |
1.618 |
8,251 |
2.618 |
7,986 |
4.250 |
7,554 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,861 |
8,834 |
PP |
8,837 |
8,783 |
S1 |
8,813 |
8,733 |
|