Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,601.1 |
1,589.1 |
-12.0 |
-0.7% |
1,626.5 |
High |
1,616.0 |
1,607.5 |
-8.5 |
-0.5% |
1,629.3 |
Low |
1,584.2 |
1,586.8 |
2.6 |
0.2% |
1,584.2 |
Close |
1,588.6 |
1,607.1 |
18.5 |
1.2% |
1,607.1 |
Range |
31.8 |
20.7 |
-11.1 |
-34.9% |
45.1 |
ATR |
23.2 |
23.1 |
-0.2 |
-0.8% |
0.0 |
Volume |
9,471 |
7,608 |
-1,863 |
-19.7% |
36,566 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.6 |
1,655.5 |
1,618.5 |
|
R3 |
1,641.9 |
1,634.8 |
1,612.8 |
|
R2 |
1,621.2 |
1,621.2 |
1,610.9 |
|
R1 |
1,614.1 |
1,614.1 |
1,609.0 |
1,617.7 |
PP |
1,600.5 |
1,600.5 |
1,600.5 |
1,602.2 |
S1 |
1,593.4 |
1,593.4 |
1,605.2 |
1,597.0 |
S2 |
1,579.8 |
1,579.8 |
1,603.3 |
|
S3 |
1,559.1 |
1,572.7 |
1,601.4 |
|
S4 |
1,538.4 |
1,552.0 |
1,595.7 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.2 |
1,719.7 |
1,631.9 |
|
R3 |
1,697.1 |
1,674.6 |
1,619.5 |
|
R2 |
1,652.0 |
1,652.0 |
1,615.4 |
|
R1 |
1,629.5 |
1,629.5 |
1,611.2 |
1,618.2 |
PP |
1,606.9 |
1,606.9 |
1,606.9 |
1,601.2 |
S1 |
1,584.4 |
1,584.4 |
1,603.0 |
1,573.1 |
S2 |
1,561.8 |
1,561.8 |
1,598.8 |
|
S3 |
1,516.7 |
1,539.3 |
1,594.7 |
|
S4 |
1,471.6 |
1,494.2 |
1,582.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,629.3 |
1,584.2 |
45.1 |
2.8% |
21.7 |
1.4% |
51% |
False |
False |
7,313 |
10 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
21.3 |
1.3% |
64% |
False |
False |
8,138 |
20 |
1,630.6 |
1,557.0 |
73.6 |
4.6% |
21.3 |
1.3% |
68% |
False |
False |
5,668 |
40 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
23.0 |
1.4% |
66% |
False |
False |
3,711 |
60 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
24.6 |
1.5% |
66% |
False |
False |
3,150 |
80 |
1,685.3 |
1,534.3 |
151.0 |
9.4% |
22.8 |
1.4% |
48% |
False |
False |
2,633 |
100 |
1,701.5 |
1,534.3 |
167.2 |
10.4% |
22.2 |
1.4% |
44% |
False |
False |
2,222 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
21.4 |
1.3% |
27% |
False |
False |
1,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,695.5 |
2.618 |
1,661.7 |
1.618 |
1,641.0 |
1.000 |
1,628.2 |
0.618 |
1,620.3 |
HIGH |
1,607.5 |
0.618 |
1,599.6 |
0.500 |
1,597.2 |
0.382 |
1,594.7 |
LOW |
1,586.8 |
0.618 |
1,574.0 |
1.000 |
1,566.1 |
1.618 |
1,553.3 |
2.618 |
1,532.6 |
4.250 |
1,498.8 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,603.8 |
1,605.4 |
PP |
1,600.5 |
1,603.6 |
S1 |
1,597.2 |
1,601.9 |
|