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 |
13,065 |
13,117 |
52 |
0.4% |
13,018 |
High |
13,160 |
13,156 |
-4 |
0.0% |
13,080 |
Low |
13,048 |
13,046 |
-2 |
0.0% |
12,721 |
Close |
13,119 |
13,120 |
1 |
0.0% |
13,055 |
Range |
112 |
110 |
-2 |
-1.8% |
359 |
ATR |
178 |
173 |
-5 |
-2.7% |
0 |
Volume |
75,638 |
82,212 |
6,574 |
8.7% |
589,905 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,437 |
13,389 |
13,181 |
|
R3 |
13,327 |
13,279 |
13,150 |
|
R2 |
13,217 |
13,217 |
13,140 |
|
R1 |
13,169 |
13,169 |
13,130 |
13,193 |
PP |
13,107 |
13,107 |
13,107 |
13,120 |
S1 |
13,059 |
13,059 |
13,110 |
13,083 |
S2 |
12,997 |
12,997 |
13,100 |
|
S3 |
12,887 |
12,949 |
13,090 |
|
S4 |
12,777 |
12,839 |
13,060 |
|
|
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 |
13,160 |
12,721 |
439 |
3.3% |
180 |
1.4% |
91% |
False |
False |
100,221 |
10 |
13,160 |
12,584 |
576 |
4.4% |
178 |
1.4% |
93% |
False |
False |
112,935 |
20 |
13,160 |
12,425 |
735 |
5.6% |
174 |
1.3% |
95% |
False |
False |
117,489 |
40 |
13,160 |
12,376 |
784 |
6.0% |
174 |
1.3% |
95% |
False |
False |
119,687 |
60 |
13,160 |
11,884 |
1,276 |
9.7% |
177 |
1.3% |
97% |
False |
False |
88,423 |
80 |
13,213 |
11,884 |
1,329 |
10.1% |
155 |
1.2% |
93% |
False |
False |
66,325 |
100 |
13,213 |
11,884 |
1,329 |
10.1% |
142 |
1.1% |
93% |
False |
False |
53,061 |
120 |
13,213 |
11,884 |
1,329 |
10.1% |
128 |
1.0% |
93% |
False |
False |
44,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,624 |
2.618 |
13,444 |
1.618 |
13,334 |
1.000 |
13,266 |
0.618 |
13,224 |
HIGH |
13,156 |
0.618 |
13,114 |
0.500 |
13,101 |
0.382 |
13,088 |
LOW |
13,046 |
0.618 |
12,978 |
1.000 |
12,936 |
1.618 |
12,868 |
2.618 |
12,758 |
4.250 |
12,579 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,114 |
13,112 |
PP |
13,107 |
13,105 |
S1 |
13,101 |
13,097 |
|