Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,390.25 |
1,390.00 |
-0.25 |
0.0% |
1,379.25 |
High |
1,395.75 |
1,403.25 |
7.50 |
0.5% |
1,390.50 |
Low |
1,387.25 |
1,387.50 |
0.25 |
0.0% |
1,349.25 |
Close |
1,390.00 |
1,397.00 |
7.00 |
0.5% |
1,389.00 |
Range |
8.50 |
15.75 |
7.25 |
85.3% |
41.25 |
ATR |
20.51 |
20.17 |
-0.34 |
-1.7% |
0.00 |
Volume |
1,164,883 |
1,459,898 |
295,015 |
25.3% |
9,818,722 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.25 |
1,435.75 |
1,405.75 |
|
R3 |
1,427.50 |
1,420.00 |
1,401.25 |
|
R2 |
1,411.75 |
1,411.75 |
1,400.00 |
|
R1 |
1,404.25 |
1,404.25 |
1,398.50 |
1,408.00 |
PP |
1,396.00 |
1,396.00 |
1,396.00 |
1,397.75 |
S1 |
1,388.50 |
1,388.50 |
1,395.50 |
1,392.25 |
S2 |
1,380.25 |
1,380.25 |
1,394.00 |
|
S3 |
1,364.50 |
1,372.75 |
1,392.75 |
|
S4 |
1,348.75 |
1,357.00 |
1,388.25 |
|
|
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 |
1,403.25 |
1,349.25 |
54.00 |
3.9% |
20.50 |
1.5% |
88% |
True |
False |
1,837,208 |
10 |
1,403.25 |
1,321.25 |
82.00 |
5.9% |
21.25 |
1.5% |
92% |
True |
False |
1,905,455 |
20 |
1,403.25 |
1,319.75 |
83.50 |
6.0% |
19.50 |
1.4% |
93% |
True |
False |
1,883,633 |
40 |
1,403.25 |
1,297.00 |
106.25 |
7.6% |
20.00 |
1.4% |
94% |
True |
False |
1,892,854 |
60 |
1,403.25 |
1,255.50 |
147.75 |
10.6% |
21.00 |
1.5% |
96% |
True |
False |
1,371,398 |
80 |
1,405.00 |
1,255.50 |
149.50 |
10.7% |
20.25 |
1.5% |
95% |
False |
False |
1,029,025 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
19.50 |
1.4% |
90% |
False |
False |
823,516 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
18.00 |
1.3% |
90% |
False |
False |
686,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.25 |
2.618 |
1,444.50 |
1.618 |
1,428.75 |
1.000 |
1,419.00 |
0.618 |
1,413.00 |
HIGH |
1,403.25 |
0.618 |
1,397.25 |
0.500 |
1,395.50 |
0.382 |
1,393.50 |
LOW |
1,387.50 |
0.618 |
1,377.75 |
1.000 |
1,371.75 |
1.618 |
1,362.00 |
2.618 |
1,346.25 |
4.250 |
1,320.50 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,396.50 |
1,392.00 |
PP |
1,396.00 |
1,386.75 |
S1 |
1,395.50 |
1,381.50 |
|