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 |
1,611.3 |
1,612.4 |
1.1 |
0.1% |
1,626.5 |
High |
1,619.1 |
1,617.4 |
-1.7 |
-0.1% |
1,629.3 |
Low |
1,608.8 |
1,603.9 |
-4.9 |
-0.3% |
1,584.2 |
Close |
1,610.7 |
1,613.9 |
3.2 |
0.2% |
1,607.1 |
Range |
10.3 |
13.5 |
3.2 |
31.1% |
45.1 |
ATR |
21.5 |
20.9 |
-0.6 |
-2.7% |
0.0 |
Volume |
2,534 |
2,794 |
260 |
10.3% |
36,566 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,652.2 |
1,646.6 |
1,621.3 |
|
R3 |
1,638.7 |
1,633.1 |
1,617.6 |
|
R2 |
1,625.2 |
1,625.2 |
1,616.4 |
|
R1 |
1,619.6 |
1,619.6 |
1,615.1 |
1,622.4 |
PP |
1,611.7 |
1,611.7 |
1,611.7 |
1,613.2 |
S1 |
1,606.1 |
1,606.1 |
1,612.7 |
1,608.9 |
S2 |
1,598.2 |
1,598.2 |
1,611.4 |
|
S3 |
1,584.7 |
1,592.6 |
1,610.2 |
|
S4 |
1,571.2 |
1,579.1 |
1,606.5 |
|
|
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 |
1,619.1 |
1,584.2 |
34.9 |
2.2% |
17.8 |
1.1% |
85% |
False |
False |
5,140 |
10 |
1,630.6 |
1,584.2 |
46.4 |
2.9% |
18.3 |
1.1% |
64% |
False |
False |
6,957 |
20 |
1,630.6 |
1,557.0 |
73.6 |
4.6% |
19.7 |
1.2% |
77% |
False |
False |
5,520 |
40 |
1,636.3 |
1,550.0 |
86.3 |
5.3% |
21.6 |
1.3% |
74% |
False |
False |
3,795 |
60 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
24.4 |
1.5% |
73% |
False |
False |
3,246 |
80 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
22.5 |
1.4% |
57% |
False |
False |
2,692 |
100 |
1,701.5 |
1,534.3 |
167.2 |
10.4% |
21.7 |
1.3% |
48% |
False |
False |
2,291 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.6 |
1.3% |
30% |
False |
False |
2,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,674.8 |
2.618 |
1,652.7 |
1.618 |
1,639.2 |
1.000 |
1,630.9 |
0.618 |
1,625.7 |
HIGH |
1,617.4 |
0.618 |
1,612.2 |
0.500 |
1,610.7 |
0.382 |
1,609.1 |
LOW |
1,603.9 |
0.618 |
1,595.6 |
1.000 |
1,590.4 |
1.618 |
1,582.1 |
2.618 |
1,568.6 |
4.250 |
1,546.5 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,612.8 |
1,613.0 |
PP |
1,611.7 |
1,612.1 |
S1 |
1,610.7 |
1,611.3 |
|