Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,372.00 |
1,370.00 |
-2.00 |
-0.1% |
1,355.50 |
High |
1,381.50 |
1,383.00 |
1.50 |
0.1% |
1,385.00 |
Low |
1,367.75 |
1,349.25 |
-18.50 |
-1.4% |
1,321.25 |
Close |
1,370.50 |
1,362.00 |
-8.50 |
-0.6% |
1,382.50 |
Range |
13.75 |
33.75 |
20.00 |
145.5% |
63.75 |
ATR |
19.74 |
20.74 |
1.00 |
5.1% |
0.00 |
Volume |
1,789,642 |
2,827,731 |
1,038,089 |
58.0% |
10,799,322 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.00 |
1,447.75 |
1,380.50 |
|
R3 |
1,432.25 |
1,414.00 |
1,371.25 |
|
R2 |
1,398.50 |
1,398.50 |
1,368.25 |
|
R1 |
1,380.25 |
1,380.25 |
1,365.00 |
1,372.50 |
PP |
1,364.75 |
1,364.75 |
1,364.75 |
1,361.00 |
S1 |
1,346.50 |
1,346.50 |
1,359.00 |
1,338.75 |
S2 |
1,331.00 |
1,331.00 |
1,355.75 |
|
S3 |
1,297.25 |
1,312.75 |
1,352.75 |
|
S4 |
1,263.50 |
1,279.00 |
1,343.50 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.25 |
1,532.00 |
1,417.50 |
|
R3 |
1,490.50 |
1,468.25 |
1,400.00 |
|
R2 |
1,426.75 |
1,426.75 |
1,394.25 |
|
R1 |
1,404.50 |
1,404.50 |
1,388.25 |
1,415.50 |
PP |
1,363.00 |
1,363.00 |
1,363.00 |
1,368.50 |
S1 |
1,340.75 |
1,340.75 |
1,376.75 |
1,352.00 |
S2 |
1,299.25 |
1,299.25 |
1,370.75 |
|
S3 |
1,235.50 |
1,277.00 |
1,365.00 |
|
S4 |
1,171.75 |
1,213.25 |
1,347.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,387.50 |
1,349.25 |
38.25 |
2.8% |
21.50 |
1.6% |
33% |
False |
True |
2,074,019 |
10 |
1,387.50 |
1,321.25 |
66.25 |
4.9% |
22.00 |
1.6% |
62% |
False |
False |
2,047,380 |
20 |
1,387.50 |
1,319.75 |
67.75 |
5.0% |
19.75 |
1.4% |
62% |
False |
False |
1,927,234 |
40 |
1,387.50 |
1,297.00 |
90.50 |
6.6% |
20.75 |
1.5% |
72% |
False |
False |
1,929,635 |
60 |
1,387.50 |
1,255.50 |
132.00 |
9.7% |
21.00 |
1.5% |
81% |
False |
False |
1,295,389 |
80 |
1,405.00 |
1,255.50 |
149.50 |
11.0% |
20.25 |
1.5% |
71% |
False |
False |
971,970 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
19.25 |
1.4% |
67% |
False |
False |
777,836 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
17.75 |
1.3% |
67% |
False |
False |
648,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,526.50 |
2.618 |
1,471.25 |
1.618 |
1,437.50 |
1.000 |
1,416.75 |
0.618 |
1,403.75 |
HIGH |
1,383.00 |
0.618 |
1,370.00 |
0.500 |
1,366.00 |
0.382 |
1,362.25 |
LOW |
1,349.25 |
0.618 |
1,328.50 |
1.000 |
1,315.50 |
1.618 |
1,294.75 |
2.618 |
1,261.00 |
4.250 |
1,205.75 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,366.00 |
1,368.00 |
PP |
1,364.75 |
1,366.00 |
S1 |
1,363.50 |
1,364.00 |
|