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 |
12,999 |
12,940 |
-59 |
-0.5% |
12,756 |
High |
13,056 |
13,023 |
-33 |
-0.3% |
13,061 |
Low |
12,933 |
12,895 |
-38 |
-0.3% |
12,462 |
Close |
12,949 |
12,923 |
-26 |
-0.2% |
13,033 |
Range |
123 |
128 |
5 |
4.1% |
599 |
ATR |
178 |
174 |
-4 |
-2.0% |
0 |
Volume |
104,423 |
109,956 |
5,533 |
5.3% |
728,210 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,331 |
13,255 |
12,994 |
|
R3 |
13,203 |
13,127 |
12,958 |
|
R2 |
13,075 |
13,075 |
12,947 |
|
R1 |
12,999 |
12,999 |
12,935 |
12,973 |
PP |
12,947 |
12,947 |
12,947 |
12,934 |
S1 |
12,871 |
12,871 |
12,911 |
12,845 |
S2 |
12,819 |
12,819 |
12,900 |
|
S3 |
12,691 |
12,743 |
12,888 |
|
S4 |
12,563 |
12,615 |
12,853 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,649 |
14,440 |
13,363 |
|
R3 |
14,050 |
13,841 |
13,198 |
|
R2 |
13,451 |
13,451 |
13,143 |
|
R1 |
13,242 |
13,242 |
13,088 |
13,347 |
PP |
12,852 |
12,852 |
12,852 |
12,904 |
S1 |
12,643 |
12,643 |
12,978 |
12,748 |
S2 |
12,253 |
12,253 |
12,923 |
|
S3 |
11,654 |
12,044 |
12,868 |
|
S4 |
11,055 |
11,445 |
12,704 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,072 |
12,584 |
488 |
3.8% |
177 |
1.4% |
69% |
False |
False |
125,649 |
10 |
13,072 |
12,462 |
610 |
4.7% |
176 |
1.4% |
76% |
False |
False |
127,985 |
20 |
13,072 |
12,425 |
647 |
5.0% |
172 |
1.3% |
77% |
False |
False |
118,918 |
40 |
13,072 |
12,051 |
1,021 |
7.9% |
184 |
1.4% |
85% |
False |
False |
119,914 |
60 |
13,072 |
11,884 |
1,188 |
9.2% |
173 |
1.3% |
87% |
False |
False |
80,079 |
80 |
13,213 |
11,884 |
1,329 |
10.3% |
152 |
1.2% |
78% |
False |
False |
60,062 |
100 |
13,213 |
11,884 |
1,329 |
10.3% |
136 |
1.1% |
78% |
False |
False |
48,053 |
120 |
13,213 |
11,884 |
1,329 |
10.3% |
121 |
0.9% |
78% |
False |
False |
40,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,567 |
2.618 |
13,358 |
1.618 |
13,230 |
1.000 |
13,151 |
0.618 |
13,102 |
HIGH |
13,023 |
0.618 |
12,974 |
0.500 |
12,959 |
0.382 |
12,944 |
LOW |
12,895 |
0.618 |
12,816 |
1.000 |
12,767 |
1.618 |
12,688 |
2.618 |
12,560 |
4.250 |
12,351 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
12,959 |
12,984 |
PP |
12,947 |
12,963 |
S1 |
12,935 |
12,943 |
|