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 |
1,625.6 |
1,617.5 |
-8.1 |
-0.5% |
1,587.3 |
High |
1,631.6 |
1,621.8 |
-9.8 |
-0.6% |
1,633.3 |
Low |
1,614.2 |
1,595.0 |
-19.2 |
-1.2% |
1,566.8 |
Close |
1,614.6 |
1,607.3 |
-7.3 |
-0.5% |
1,622.7 |
Range |
17.4 |
26.8 |
9.4 |
54.0% |
66.5 |
ATR |
22.6 |
22.9 |
0.3 |
1.3% |
0.0 |
Volume |
116,135 |
143,714 |
27,579 |
23.7% |
191,041 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.4 |
1,674.7 |
1,622.0 |
|
R3 |
1,661.6 |
1,647.9 |
1,614.7 |
|
R2 |
1,634.8 |
1,634.8 |
1,612.2 |
|
R1 |
1,621.1 |
1,621.1 |
1,609.8 |
1,614.6 |
PP |
1,608.0 |
1,608.0 |
1,608.0 |
1,604.8 |
S1 |
1,594.3 |
1,594.3 |
1,604.8 |
1,587.8 |
S2 |
1,581.2 |
1,581.2 |
1,602.4 |
|
S3 |
1,554.4 |
1,567.5 |
1,599.9 |
|
S4 |
1,527.6 |
1,540.7 |
1,592.6 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.1 |
1,781.4 |
1,659.3 |
|
R3 |
1,740.6 |
1,714.9 |
1,641.0 |
|
R2 |
1,674.1 |
1,674.1 |
1,634.9 |
|
R1 |
1,648.4 |
1,648.4 |
1,628.8 |
1,661.3 |
PP |
1,607.6 |
1,607.6 |
1,607.6 |
1,614.0 |
S1 |
1,581.9 |
1,581.9 |
1,616.6 |
1,594.8 |
S2 |
1,541.1 |
1,541.1 |
1,610.5 |
|
S3 |
1,474.6 |
1,515.4 |
1,604.4 |
|
S4 |
1,408.1 |
1,448.9 |
1,586.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,633.3 |
1,595.0 |
38.3 |
2.4% |
19.2 |
1.2% |
32% |
False |
True |
100,204 |
10 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
19.6 |
1.2% |
61% |
False |
False |
59,961 |
20 |
1,633.3 |
1,559.5 |
73.8 |
4.6% |
21.8 |
1.4% |
65% |
False |
False |
37,070 |
40 |
1,646.4 |
1,552.0 |
94.4 |
5.9% |
24.2 |
1.5% |
59% |
False |
False |
20,608 |
60 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
25.7 |
1.6% |
65% |
False |
False |
15,938 |
80 |
1,687.4 |
1,535.4 |
152.0 |
9.5% |
23.7 |
1.5% |
47% |
False |
False |
12,704 |
100 |
1,720.7 |
1,535.4 |
185.3 |
11.5% |
23.8 |
1.5% |
39% |
False |
False |
10,643 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.3 |
1.5% |
27% |
False |
False |
9,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.7 |
2.618 |
1,692.0 |
1.618 |
1,665.2 |
1.000 |
1,648.6 |
0.618 |
1,638.4 |
HIGH |
1,621.8 |
0.618 |
1,611.6 |
0.500 |
1,608.4 |
0.382 |
1,605.2 |
LOW |
1,595.0 |
0.618 |
1,578.4 |
1.000 |
1,568.2 |
1.618 |
1,551.6 |
2.618 |
1,524.8 |
4.250 |
1,481.1 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,608.4 |
1,613.3 |
PP |
1,608.0 |
1,611.3 |
S1 |
1,607.7 |
1,609.3 |
|