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 |
1,602.8 |
1,592.3 |
-10.5 |
-0.7% |
1,627.5 |
High |
1,618.8 |
1,609.9 |
-8.9 |
-0.5% |
1,631.6 |
Low |
1,586.3 |
1,588.5 |
2.2 |
0.1% |
1,586.3 |
Close |
1,590.7 |
1,609.3 |
18.6 |
1.2% |
1,609.3 |
Range |
32.5 |
21.4 |
-11.1 |
-34.2% |
45.3 |
ATR |
23.6 |
23.4 |
-0.2 |
-0.7% |
0.0 |
Volume |
149,518 |
115,918 |
-33,600 |
-22.5% |
643,552 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,666.8 |
1,659.4 |
1,621.1 |
|
R3 |
1,645.4 |
1,638.0 |
1,615.2 |
|
R2 |
1,624.0 |
1,624.0 |
1,613.2 |
|
R1 |
1,616.6 |
1,616.6 |
1,611.3 |
1,620.3 |
PP |
1,602.6 |
1,602.6 |
1,602.6 |
1,604.4 |
S1 |
1,595.2 |
1,595.2 |
1,607.3 |
1,598.9 |
S2 |
1,581.2 |
1,581.2 |
1,605.4 |
|
S3 |
1,559.8 |
1,573.8 |
1,603.4 |
|
S4 |
1,538.4 |
1,552.4 |
1,597.5 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.0 |
1,722.4 |
1,634.2 |
|
R3 |
1,699.7 |
1,677.1 |
1,621.8 |
|
R2 |
1,654.4 |
1,654.4 |
1,617.6 |
|
R1 |
1,631.8 |
1,631.8 |
1,613.5 |
1,620.5 |
PP |
1,609.1 |
1,609.1 |
1,609.1 |
1,603.4 |
S1 |
1,586.5 |
1,586.5 |
1,605.1 |
1,575.2 |
S2 |
1,563.8 |
1,563.8 |
1,601.0 |
|
S3 |
1,518.5 |
1,541.2 |
1,596.8 |
|
S4 |
1,473.2 |
1,495.9 |
1,584.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,631.6 |
1,586.3 |
45.3 |
2.8% |
22.1 |
1.4% |
51% |
False |
False |
128,710 |
10 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
21.8 |
1.4% |
64% |
False |
False |
83,459 |
20 |
1,633.3 |
1,559.5 |
73.8 |
4.6% |
21.6 |
1.3% |
67% |
False |
False |
49,234 |
40 |
1,639.6 |
1,552.0 |
87.6 |
5.4% |
23.6 |
1.5% |
65% |
False |
False |
27,115 |
60 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
25.5 |
1.6% |
67% |
False |
False |
20,263 |
80 |
1,687.4 |
1,535.4 |
152.0 |
9.4% |
23.9 |
1.5% |
49% |
False |
False |
15,933 |
100 |
1,704.5 |
1,535.4 |
169.1 |
10.5% |
23.7 |
1.5% |
44% |
False |
False |
13,240 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.4 |
1.5% |
28% |
False |
False |
11,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,700.9 |
2.618 |
1,665.9 |
1.618 |
1,644.5 |
1.000 |
1,631.3 |
0.618 |
1,623.1 |
HIGH |
1,609.9 |
0.618 |
1,601.7 |
0.500 |
1,599.2 |
0.382 |
1,596.7 |
LOW |
1,588.5 |
0.618 |
1,575.3 |
1.000 |
1,567.1 |
1.618 |
1,553.9 |
2.618 |
1,532.5 |
4.250 |
1,497.6 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,605.9 |
1,607.6 |
PP |
1,602.6 |
1,605.8 |
S1 |
1,599.2 |
1,604.1 |
|