Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,622.8 |
1,615.8 |
-7.0 |
-0.4% |
1,584.9 |
High |
1,629.3 |
1,619.5 |
-9.8 |
-0.6% |
1,630.6 |
Low |
1,611.9 |
1,593.0 |
-18.9 |
-1.2% |
1,564.5 |
Close |
1,612.4 |
1,605.1 |
-7.3 |
-0.5% |
1,620.3 |
Range |
17.4 |
26.5 |
9.1 |
52.3% |
66.1 |
ATR |
22.3 |
22.6 |
0.3 |
1.4% |
0.0 |
Volume |
6,803 |
7,572 |
769 |
11.3% |
44,814 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,685.4 |
1,671.7 |
1,619.7 |
|
R3 |
1,658.9 |
1,645.2 |
1,612.4 |
|
R2 |
1,632.4 |
1,632.4 |
1,610.0 |
|
R1 |
1,618.7 |
1,618.7 |
1,607.5 |
1,612.3 |
PP |
1,605.9 |
1,605.9 |
1,605.9 |
1,602.7 |
S1 |
1,592.2 |
1,592.2 |
1,602.7 |
1,585.8 |
S2 |
1,579.4 |
1,579.4 |
1,600.2 |
|
S3 |
1,552.9 |
1,565.7 |
1,597.8 |
|
S4 |
1,526.4 |
1,539.2 |
1,590.5 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.4 |
1,778.0 |
1,656.7 |
|
R3 |
1,737.3 |
1,711.9 |
1,638.5 |
|
R2 |
1,671.2 |
1,671.2 |
1,632.4 |
|
R1 |
1,645.8 |
1,645.8 |
1,626.4 |
1,658.5 |
PP |
1,605.1 |
1,605.1 |
1,605.1 |
1,611.5 |
S1 |
1,579.7 |
1,579.7 |
1,614.2 |
1,592.4 |
S2 |
1,539.0 |
1,539.0 |
1,608.2 |
|
S3 |
1,472.9 |
1,513.6 |
1,602.1 |
|
S4 |
1,406.8 |
1,447.5 |
1,583.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,630.6 |
1,593.0 |
37.6 |
2.3% |
18.7 |
1.2% |
32% |
False |
True |
8,774 |
10 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
19.3 |
1.2% |
61% |
False |
False |
7,190 |
20 |
1,630.6 |
1,557.0 |
73.6 |
4.6% |
21.5 |
1.3% |
65% |
False |
False |
5,067 |
40 |
1,644.0 |
1,550.0 |
94.0 |
5.9% |
23.5 |
1.5% |
59% |
False |
False |
3,312 |
60 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
24.8 |
1.5% |
65% |
False |
False |
2,906 |
80 |
1,685.3 |
1,534.3 |
151.0 |
9.4% |
22.6 |
1.4% |
47% |
False |
False |
2,462 |
100 |
1,716.5 |
1,534.3 |
182.2 |
11.4% |
22.1 |
1.4% |
39% |
False |
False |
2,068 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
21.2 |
1.3% |
27% |
False |
False |
1,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,732.1 |
2.618 |
1,688.9 |
1.618 |
1,662.4 |
1.000 |
1,646.0 |
0.618 |
1,635.9 |
HIGH |
1,619.5 |
0.618 |
1,609.4 |
0.500 |
1,606.3 |
0.382 |
1,603.1 |
LOW |
1,593.0 |
0.618 |
1,576.6 |
1.000 |
1,566.5 |
1.618 |
1,550.1 |
2.618 |
1,523.6 |
4.250 |
1,480.4 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,606.3 |
1,611.2 |
PP |
1,605.9 |
1,609.1 |
S1 |
1,605.5 |
1,607.1 |
|