Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
12,829 |
13,064 |
235 |
1.8% |
13,018 |
High |
13,080 |
13,133 |
53 |
0.4% |
13,080 |
Low |
12,813 |
13,034 |
221 |
1.7% |
12,721 |
Close |
13,055 |
13,067 |
12 |
0.1% |
13,055 |
Range |
267 |
99 |
-168 |
-62.9% |
359 |
ATR |
190 |
183 |
-6 |
-3.4% |
0 |
Volume |
109,320 |
72,418 |
-36,902 |
-33.8% |
589,905 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,375 |
13,320 |
13,122 |
|
R3 |
13,276 |
13,221 |
13,094 |
|
R2 |
13,177 |
13,177 |
13,085 |
|
R1 |
13,122 |
13,122 |
13,076 |
13,150 |
PP |
13,078 |
13,078 |
13,078 |
13,092 |
S1 |
13,023 |
13,023 |
13,058 |
13,051 |
S2 |
12,979 |
12,979 |
13,049 |
|
S3 |
12,880 |
12,924 |
13,040 |
|
S4 |
12,781 |
12,825 |
13,013 |
|
|
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 |
13,133 |
12,721 |
412 |
3.2% |
185 |
1.4% |
84% |
True |
False |
111,527 |
10 |
13,133 |
12,462 |
671 |
5.1% |
197 |
1.5% |
90% |
True |
False |
124,540 |
20 |
13,133 |
12,425 |
708 |
5.4% |
184 |
1.4% |
91% |
True |
False |
123,958 |
40 |
13,133 |
12,288 |
845 |
6.5% |
185 |
1.4% |
92% |
True |
False |
124,954 |
60 |
13,133 |
11,884 |
1,249 |
9.6% |
177 |
1.4% |
95% |
True |
False |
85,797 |
80 |
13,213 |
11,884 |
1,329 |
10.2% |
155 |
1.2% |
89% |
False |
False |
64,352 |
100 |
13,213 |
11,884 |
1,329 |
10.2% |
141 |
1.1% |
89% |
False |
False |
51,484 |
120 |
13,213 |
11,884 |
1,329 |
10.2% |
127 |
1.0% |
89% |
False |
False |
42,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,554 |
2.618 |
13,392 |
1.618 |
13,293 |
1.000 |
13,232 |
0.618 |
13,194 |
HIGH |
13,133 |
0.618 |
13,095 |
0.500 |
13,084 |
0.382 |
13,072 |
LOW |
13,034 |
0.618 |
12,973 |
1.000 |
12,935 |
1.618 |
12,874 |
2.618 |
12,775 |
4.250 |
12,613 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,084 |
13,020 |
PP |
13,078 |
12,974 |
S1 |
13,073 |
12,927 |
|