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 |
1,362.25 |
1,390.25 |
28.00 |
2.1% |
1,379.25 |
High |
1,390.50 |
1,395.75 |
5.25 |
0.4% |
1,390.50 |
Low |
1,360.00 |
1,387.25 |
27.25 |
2.0% |
1,349.25 |
Close |
1,389.00 |
1,390.00 |
1.00 |
0.1% |
1,389.00 |
Range |
30.50 |
8.50 |
-22.00 |
-72.1% |
41.25 |
ATR |
21.44 |
20.51 |
-0.92 |
-4.3% |
0.00 |
Volume |
1,943,890 |
1,164,883 |
-779,007 |
-40.1% |
9,818,722 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.50 |
1,411.75 |
1,394.75 |
|
R3 |
1,408.00 |
1,403.25 |
1,392.25 |
|
R2 |
1,399.50 |
1,399.50 |
1,391.50 |
|
R1 |
1,394.75 |
1,394.75 |
1,390.75 |
1,393.00 |
PP |
1,391.00 |
1,391.00 |
1,391.00 |
1,390.00 |
S1 |
1,386.25 |
1,386.25 |
1,389.25 |
1,384.50 |
S2 |
1,382.50 |
1,382.50 |
1,388.50 |
|
S3 |
1,374.00 |
1,377.75 |
1,387.75 |
|
S4 |
1,365.50 |
1,369.25 |
1,385.25 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.00 |
1,485.75 |
1,411.75 |
|
R3 |
1,458.75 |
1,444.50 |
1,400.25 |
|
R2 |
1,417.50 |
1,417.50 |
1,396.50 |
|
R1 |
1,403.25 |
1,403.25 |
1,392.75 |
1,410.50 |
PP |
1,376.25 |
1,376.25 |
1,376.25 |
1,379.75 |
S1 |
1,362.00 |
1,362.00 |
1,385.25 |
1,369.00 |
S2 |
1,335.00 |
1,335.00 |
1,381.50 |
|
S3 |
1,293.75 |
1,320.75 |
1,377.75 |
|
S4 |
1,252.50 |
1,279.50 |
1,366.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,395.75 |
1,349.25 |
46.50 |
3.3% |
20.50 |
1.5% |
88% |
True |
False |
1,900,077 |
10 |
1,395.75 |
1,321.25 |
74.50 |
5.4% |
21.75 |
1.6% |
92% |
True |
False |
1,970,489 |
20 |
1,395.75 |
1,319.75 |
76.00 |
5.5% |
20.00 |
1.4% |
92% |
True |
False |
1,911,610 |
40 |
1,395.75 |
1,297.00 |
98.75 |
7.1% |
20.50 |
1.5% |
94% |
True |
False |
1,934,277 |
60 |
1,395.75 |
1,255.50 |
140.25 |
10.1% |
21.00 |
1.5% |
96% |
True |
False |
1,347,088 |
80 |
1,405.00 |
1,255.50 |
149.50 |
10.8% |
20.50 |
1.5% |
90% |
False |
False |
1,010,786 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.4% |
19.50 |
1.4% |
85% |
False |
False |
808,918 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.4% |
18.00 |
1.3% |
85% |
False |
False |
674,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.00 |
2.618 |
1,418.00 |
1.618 |
1,409.50 |
1.000 |
1,404.25 |
0.618 |
1,401.00 |
HIGH |
1,395.75 |
0.618 |
1,392.50 |
0.500 |
1,391.50 |
0.382 |
1,390.50 |
LOW |
1,387.25 |
0.618 |
1,382.00 |
1.000 |
1,378.75 |
1.618 |
1,373.50 |
2.618 |
1,365.00 |
4.250 |
1,351.00 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,391.50 |
1,384.25 |
PP |
1,391.00 |
1,378.25 |
S1 |
1,390.50 |
1,372.50 |
|