Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,617.5 |
1,602.8 |
-14.7 |
-0.9% |
1,587.3 |
High |
1,621.8 |
1,618.8 |
-3.0 |
-0.2% |
1,633.3 |
Low |
1,595.0 |
1,586.3 |
-8.7 |
-0.5% |
1,566.8 |
Close |
1,607.3 |
1,590.7 |
-16.6 |
-1.0% |
1,622.7 |
Range |
26.8 |
32.5 |
5.7 |
21.3% |
66.5 |
ATR |
22.9 |
23.6 |
0.7 |
3.0% |
0.0 |
Volume |
143,714 |
149,518 |
5,804 |
4.0% |
191,041 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.1 |
1,675.9 |
1,608.6 |
|
R3 |
1,663.6 |
1,643.4 |
1,599.6 |
|
R2 |
1,631.1 |
1,631.1 |
1,596.7 |
|
R1 |
1,610.9 |
1,610.9 |
1,593.7 |
1,604.8 |
PP |
1,598.6 |
1,598.6 |
1,598.6 |
1,595.5 |
S1 |
1,578.4 |
1,578.4 |
1,587.7 |
1,572.3 |
S2 |
1,566.1 |
1,566.1 |
1,584.7 |
|
S3 |
1,533.6 |
1,545.9 |
1,581.8 |
|
S4 |
1,501.1 |
1,513.4 |
1,572.8 |
|
|
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 |
1,586.3 |
47.0 |
3.0% |
21.4 |
1.3% |
9% |
False |
True |
118,356 |
10 |
1,633.3 |
1,566.8 |
66.5 |
4.2% |
21.0 |
1.3% |
36% |
False |
False |
73,367 |
20 |
1,633.3 |
1,559.5 |
73.8 |
4.6% |
22.2 |
1.4% |
42% |
False |
False |
43,968 |
40 |
1,639.6 |
1,552.0 |
87.6 |
5.5% |
24.3 |
1.5% |
44% |
False |
False |
24,313 |
60 |
1,646.4 |
1,535.4 |
111.0 |
7.0% |
25.6 |
1.6% |
50% |
False |
False |
18,393 |
80 |
1,687.4 |
1,535.4 |
152.0 |
9.6% |
23.8 |
1.5% |
36% |
False |
False |
14,538 |
100 |
1,716.4 |
1,535.4 |
181.0 |
11.4% |
23.9 |
1.5% |
31% |
False |
False |
12,124 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.3 |
1.5% |
21% |
False |
False |
10,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.9 |
2.618 |
1,703.9 |
1.618 |
1,671.4 |
1.000 |
1,651.3 |
0.618 |
1,638.9 |
HIGH |
1,618.8 |
0.618 |
1,606.4 |
0.500 |
1,602.6 |
0.382 |
1,598.7 |
LOW |
1,586.3 |
0.618 |
1,566.2 |
1.000 |
1,553.8 |
1.618 |
1,533.7 |
2.618 |
1,501.2 |
4.250 |
1,448.2 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,602.6 |
1,609.0 |
PP |
1,598.6 |
1,602.9 |
S1 |
1,594.7 |
1,596.8 |
|