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 |
8,890 |
8,895 |
5 |
0.1% |
8,705 |
High |
8,970 |
9,005 |
35 |
0.4% |
8,745 |
Low |
8,830 |
8,870 |
40 |
0.5% |
8,510 |
Close |
8,890 |
8,960 |
70 |
0.8% |
8,685 |
Range |
140 |
135 |
-5 |
-3.6% |
235 |
ATR |
154 |
153 |
-1 |
-0.9% |
0 |
Volume |
4,090 |
3,652 |
-438 |
-10.7% |
17,838 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,350 |
9,290 |
9,034 |
|
R3 |
9,215 |
9,155 |
8,997 |
|
R2 |
9,080 |
9,080 |
8,985 |
|
R1 |
9,020 |
9,020 |
8,973 |
9,050 |
PP |
8,945 |
8,945 |
8,945 |
8,960 |
S1 |
8,885 |
8,885 |
8,948 |
8,915 |
S2 |
8,810 |
8,810 |
8,935 |
|
S3 |
8,675 |
8,750 |
8,923 |
|
S4 |
8,540 |
8,615 |
8,886 |
|
|
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 |
9,005 |
8,520 |
485 |
5.4% |
166 |
1.9% |
91% |
True |
False |
4,127 |
10 |
9,005 |
8,510 |
495 |
5.5% |
163 |
1.8% |
91% |
True |
False |
3,978 |
20 |
9,005 |
8,330 |
675 |
7.5% |
151 |
1.7% |
93% |
True |
False |
4,080 |
40 |
9,170 |
8,330 |
840 |
9.4% |
146 |
1.6% |
75% |
False |
False |
4,300 |
60 |
9,170 |
8,200 |
970 |
10.8% |
136 |
1.5% |
78% |
False |
False |
3,883 |
80 |
9,635 |
8,200 |
1,435 |
16.0% |
105 |
1.2% |
53% |
False |
False |
2,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,579 |
2.618 |
9,359 |
1.618 |
9,224 |
1.000 |
9,140 |
0.618 |
9,089 |
HIGH |
9,005 |
0.618 |
8,954 |
0.500 |
8,938 |
0.382 |
8,922 |
LOW |
8,870 |
0.618 |
8,787 |
1.000 |
8,735 |
1.618 |
8,652 |
2.618 |
8,517 |
4.250 |
8,296 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
8,953 |
8,921 |
PP |
8,945 |
8,882 |
S1 |
8,938 |
8,843 |
|