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 |
12,973 |
12,878 |
-95 |
-0.7% |
12,650 |
High |
12,973 |
12,878 |
-95 |
-0.7% |
12,960 |
Low |
12,868 |
12,837 |
-31 |
-0.2% |
12,351 |
Close |
12,868 |
12,844 |
-24 |
-0.2% |
12,952 |
Range |
105 |
41 |
-64 |
-61.0% |
609 |
ATR |
143 |
136 |
-7 |
-5.1% |
0 |
Volume |
6 |
3 |
-3 |
-50.0% |
149 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,976 |
12,951 |
12,867 |
|
R3 |
12,935 |
12,910 |
12,855 |
|
R2 |
12,894 |
12,894 |
12,852 |
|
R1 |
12,869 |
12,869 |
12,848 |
12,861 |
PP |
12,853 |
12,853 |
12,853 |
12,849 |
S1 |
12,828 |
12,828 |
12,840 |
12,820 |
S2 |
12,812 |
12,812 |
12,837 |
|
S3 |
12,771 |
12,787 |
12,833 |
|
S4 |
12,730 |
12,746 |
12,822 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,581 |
14,376 |
13,287 |
|
R3 |
13,972 |
13,767 |
13,120 |
|
R2 |
13,363 |
13,363 |
13,064 |
|
R1 |
13,158 |
13,158 |
13,008 |
13,261 |
PP |
12,754 |
12,754 |
12,754 |
12,806 |
S1 |
12,549 |
12,549 |
12,896 |
12,652 |
S2 |
12,145 |
12,145 |
12,840 |
|
S3 |
11,536 |
11,940 |
12,785 |
|
S4 |
10,927 |
11,331 |
12,617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,973 |
12,650 |
323 |
2.5% |
109 |
0.8% |
60% |
False |
False |
23 |
10 |
12,973 |
12,351 |
622 |
4.8% |
126 |
1.0% |
79% |
False |
False |
19 |
20 |
12,973 |
12,351 |
622 |
4.8% |
121 |
0.9% |
79% |
False |
False |
16 |
40 |
12,973 |
12,235 |
738 |
5.7% |
97 |
0.8% |
83% |
False |
False |
10 |
60 |
12,973 |
11,913 |
1,060 |
8.3% |
84 |
0.7% |
88% |
False |
False |
7 |
80 |
13,108 |
11,913 |
1,195 |
9.3% |
71 |
0.6% |
78% |
False |
False |
6 |
100 |
13,109 |
11,913 |
1,196 |
9.3% |
61 |
0.5% |
78% |
False |
False |
7 |
120 |
13,109 |
11,913 |
1,196 |
9.3% |
54 |
0.4% |
78% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,052 |
2.618 |
12,985 |
1.618 |
12,944 |
1.000 |
12,919 |
0.618 |
12,903 |
HIGH |
12,878 |
0.618 |
12,862 |
0.500 |
12,858 |
0.382 |
12,853 |
LOW |
12,837 |
0.618 |
12,812 |
1.000 |
12,796 |
1.618 |
12,771 |
2.618 |
12,730 |
4.250 |
12,663 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
12,858 |
12,905 |
PP |
12,853 |
12,885 |
S1 |
12,849 |
12,864 |
|