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 |
8,700 |
8,890 |
190 |
2.2% |
8,705 |
High |
8,945 |
8,970 |
25 |
0.3% |
8,745 |
Low |
8,680 |
8,830 |
150 |
1.7% |
8,510 |
Close |
8,885 |
8,890 |
5 |
0.1% |
8,685 |
Range |
265 |
140 |
-125 |
-47.2% |
235 |
ATR |
155 |
154 |
-1 |
-0.7% |
0 |
Volume |
5,391 |
4,090 |
-1,301 |
-24.1% |
17,838 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,317 |
9,243 |
8,967 |
|
R3 |
9,177 |
9,103 |
8,929 |
|
R2 |
9,037 |
9,037 |
8,916 |
|
R1 |
8,963 |
8,963 |
8,903 |
8,960 |
PP |
8,897 |
8,897 |
8,897 |
8,895 |
S1 |
8,823 |
8,823 |
8,877 |
8,820 |
S2 |
8,757 |
8,757 |
8,864 |
|
S3 |
8,617 |
8,683 |
8,852 |
|
S4 |
8,477 |
8,543 |
8,813 |
|
|
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 |
8,970 |
8,510 |
460 |
5.2% |
178 |
2.0% |
83% |
True |
False |
4,426 |
10 |
8,970 |
8,370 |
600 |
6.7% |
169 |
1.9% |
87% |
True |
False |
4,172 |
20 |
8,970 |
8,330 |
640 |
7.2% |
155 |
1.7% |
88% |
True |
False |
4,092 |
40 |
9,170 |
8,330 |
840 |
9.4% |
146 |
1.6% |
67% |
False |
False |
4,312 |
60 |
9,170 |
8,200 |
970 |
10.9% |
134 |
1.5% |
71% |
False |
False |
3,822 |
80 |
9,635 |
8,200 |
1,435 |
16.1% |
103 |
1.2% |
48% |
False |
False |
2,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,565 |
2.618 |
9,337 |
1.618 |
9,197 |
1.000 |
9,110 |
0.618 |
9,057 |
HIGH |
8,970 |
0.618 |
8,917 |
0.500 |
8,900 |
0.382 |
8,884 |
LOW |
8,830 |
0.618 |
8,744 |
1.000 |
8,690 |
1.618 |
8,604 |
2.618 |
8,464 |
4.250 |
8,235 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,900 |
8,868 |
PP |
8,897 |
8,847 |
S1 |
8,893 |
8,825 |
|