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 |
1,390.00 |
1,396.50 |
6.50 |
0.5% |
1,379.25 |
High |
1,403.25 |
1,400.25 |
-3.00 |
-0.2% |
1,390.50 |
Low |
1,387.50 |
1,390.50 |
3.00 |
0.2% |
1,349.25 |
Close |
1,397.00 |
1,398.25 |
1.25 |
0.1% |
1,389.00 |
Range |
15.75 |
9.75 |
-6.00 |
-38.1% |
41.25 |
ATR |
20.17 |
19.43 |
-0.74 |
-3.7% |
0.00 |
Volume |
1,459,898 |
1,227,651 |
-232,247 |
-15.9% |
9,818,722 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.50 |
1,421.75 |
1,403.50 |
|
R3 |
1,415.75 |
1,412.00 |
1,401.00 |
|
R2 |
1,406.00 |
1,406.00 |
1,400.00 |
|
R1 |
1,402.25 |
1,402.25 |
1,399.25 |
1,404.00 |
PP |
1,396.25 |
1,396.25 |
1,396.25 |
1,397.25 |
S1 |
1,392.50 |
1,392.50 |
1,397.25 |
1,394.50 |
S2 |
1,386.50 |
1,386.50 |
1,396.50 |
|
S3 |
1,376.75 |
1,382.75 |
1,395.50 |
|
S4 |
1,367.00 |
1,373.00 |
1,393.00 |
|
|
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% |
19.75 |
1.4% |
91% |
False |
False |
1,724,810 |
10 |
1,403.25 |
1,327.75 |
75.50 |
5.4% |
20.25 |
1.4% |
93% |
False |
False |
1,844,206 |
20 |
1,403.25 |
1,319.75 |
83.50 |
6.0% |
19.25 |
1.4% |
94% |
False |
False |
1,849,499 |
40 |
1,403.25 |
1,302.50 |
100.75 |
7.2% |
19.50 |
1.4% |
95% |
False |
False |
1,851,045 |
60 |
1,403.25 |
1,255.50 |
147.75 |
10.6% |
21.00 |
1.5% |
97% |
False |
False |
1,391,835 |
80 |
1,405.00 |
1,255.50 |
149.50 |
10.7% |
20.25 |
1.4% |
95% |
False |
False |
1,044,358 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
19.50 |
1.4% |
90% |
False |
False |
835,790 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.3% |
18.00 |
1.3% |
90% |
False |
False |
696,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.75 |
2.618 |
1,425.75 |
1.618 |
1,416.00 |
1.000 |
1,410.00 |
0.618 |
1,406.25 |
HIGH |
1,400.25 |
0.618 |
1,396.50 |
0.500 |
1,395.50 |
0.382 |
1,394.25 |
LOW |
1,390.50 |
0.618 |
1,384.50 |
1.000 |
1,380.75 |
1.618 |
1,374.75 |
2.618 |
1,365.00 |
4.250 |
1,349.00 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,397.25 |
1,397.25 |
PP |
1,396.25 |
1,396.25 |
S1 |
1,395.50 |
1,395.25 |
|