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 |
12,878 |
12,803 |
-75 |
-0.6% |
12,650 |
High |
12,878 |
12,893 |
15 |
0.1% |
12,960 |
Low |
12,837 |
12,666 |
-171 |
-1.3% |
12,351 |
Close |
12,844 |
12,750 |
-94 |
-0.7% |
12,952 |
Range |
41 |
227 |
186 |
453.7% |
609 |
ATR |
136 |
142 |
7 |
4.8% |
0 |
Volume |
3 |
9 |
6 |
200.0% |
149 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,451 |
13,327 |
12,875 |
|
R3 |
13,224 |
13,100 |
12,813 |
|
R2 |
12,997 |
12,997 |
12,792 |
|
R1 |
12,873 |
12,873 |
12,771 |
12,822 |
PP |
12,770 |
12,770 |
12,770 |
12,744 |
S1 |
12,646 |
12,646 |
12,729 |
12,595 |
S2 |
12,543 |
12,543 |
12,709 |
|
S3 |
12,316 |
12,419 |
12,688 |
|
S4 |
12,089 |
12,192 |
12,625 |
|
|
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 |
12,666 |
307 |
2.4% |
132 |
1.0% |
27% |
False |
True |
15 |
10 |
12,973 |
12,351 |
622 |
4.9% |
147 |
1.2% |
64% |
False |
False |
20 |
20 |
12,973 |
12,351 |
622 |
4.9% |
132 |
1.0% |
64% |
False |
False |
16 |
40 |
12,973 |
12,235 |
738 |
5.8% |
103 |
0.8% |
70% |
False |
False |
10 |
60 |
12,973 |
11,913 |
1,060 |
8.3% |
88 |
0.7% |
79% |
False |
False |
7 |
80 |
13,108 |
11,913 |
1,195 |
9.4% |
74 |
0.6% |
70% |
False |
False |
6 |
100 |
13,109 |
11,913 |
1,196 |
9.4% |
64 |
0.5% |
70% |
False |
False |
7 |
120 |
13,109 |
11,913 |
1,196 |
9.4% |
56 |
0.4% |
70% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,858 |
2.618 |
13,487 |
1.618 |
13,260 |
1.000 |
13,120 |
0.618 |
13,033 |
HIGH |
12,893 |
0.618 |
12,806 |
0.500 |
12,780 |
0.382 |
12,753 |
LOW |
12,666 |
0.618 |
12,526 |
1.000 |
12,439 |
1.618 |
12,299 |
2.618 |
12,072 |
4.250 |
11,701 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
12,780 |
12,820 |
PP |
12,770 |
12,796 |
S1 |
12,760 |
12,773 |
|