Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
12,917 |
12,829 |
-88 |
-0.7% |
13,018 |
High |
13,030 |
13,080 |
50 |
0.4% |
13,080 |
Low |
12,721 |
12,813 |
92 |
0.7% |
12,721 |
Close |
12,831 |
13,055 |
224 |
1.7% |
13,055 |
Range |
309 |
267 |
-42 |
-13.6% |
359 |
ATR |
184 |
190 |
6 |
3.2% |
0 |
Volume |
161,519 |
109,320 |
-52,199 |
-32.3% |
589,905 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,784 |
13,686 |
13,202 |
|
R3 |
13,517 |
13,419 |
13,129 |
|
R2 |
13,250 |
13,250 |
13,104 |
|
R1 |
13,152 |
13,152 |
13,080 |
13,201 |
PP |
12,983 |
12,983 |
12,983 |
13,007 |
S1 |
12,885 |
12,885 |
13,031 |
12,934 |
S2 |
12,716 |
12,716 |
13,006 |
|
S3 |
12,449 |
12,618 |
12,982 |
|
S4 |
12,182 |
12,351 |
12,908 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,029 |
13,901 |
13,253 |
|
R3 |
13,670 |
13,542 |
13,154 |
|
R2 |
13,311 |
13,311 |
13,121 |
|
R1 |
13,183 |
13,183 |
13,088 |
13,247 |
PP |
12,952 |
12,952 |
12,952 |
12,984 |
S1 |
12,824 |
12,824 |
13,022 |
12,888 |
S2 |
12,593 |
12,593 |
12,989 |
|
S3 |
12,234 |
12,465 |
12,956 |
|
S4 |
11,875 |
12,106 |
12,858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,080 |
12,721 |
359 |
2.7% |
183 |
1.4% |
93% |
True |
False |
117,981 |
10 |
13,080 |
12,462 |
618 |
4.7% |
211 |
1.6% |
96% |
True |
False |
131,811 |
20 |
13,080 |
12,425 |
655 |
5.0% |
183 |
1.4% |
96% |
True |
False |
125,305 |
40 |
13,080 |
12,288 |
792 |
6.1% |
187 |
1.4% |
97% |
True |
False |
125,710 |
60 |
13,080 |
11,884 |
1,196 |
9.2% |
177 |
1.4% |
98% |
True |
False |
84,592 |
80 |
13,213 |
11,884 |
1,329 |
10.2% |
156 |
1.2% |
88% |
False |
False |
63,447 |
100 |
13,213 |
11,884 |
1,329 |
10.2% |
140 |
1.1% |
88% |
False |
False |
50,760 |
120 |
13,213 |
11,884 |
1,329 |
10.2% |
126 |
1.0% |
88% |
False |
False |
42,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,215 |
2.618 |
13,779 |
1.618 |
13,512 |
1.000 |
13,347 |
0.618 |
13,245 |
HIGH |
13,080 |
0.618 |
12,978 |
0.500 |
12,947 |
0.382 |
12,915 |
LOW |
12,813 |
0.618 |
12,648 |
1.000 |
12,546 |
1.618 |
12,381 |
2.618 |
12,114 |
4.250 |
11,678 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,019 |
13,004 |
PP |
12,983 |
12,952 |
S1 |
12,947 |
12,901 |
|