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 |
12,803 |
12,770 |
-33 |
-0.3% |
12,936 |
High |
12,893 |
12,997 |
104 |
0.8% |
12,997 |
Low |
12,666 |
12,770 |
104 |
0.8% |
12,666 |
Close |
12,750 |
12,975 |
225 |
1.8% |
12,975 |
Range |
227 |
227 |
0 |
0.0% |
331 |
ATR |
142 |
150 |
7 |
5.2% |
0 |
Volume |
9 |
54 |
45 |
500.0% |
103 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,595 |
13,512 |
13,100 |
|
R3 |
13,368 |
13,285 |
13,038 |
|
R2 |
13,141 |
13,141 |
13,017 |
|
R1 |
13,058 |
13,058 |
12,996 |
13,100 |
PP |
12,914 |
12,914 |
12,914 |
12,935 |
S1 |
12,831 |
12,831 |
12,954 |
12,873 |
S2 |
12,687 |
12,687 |
12,934 |
|
S3 |
12,460 |
12,604 |
12,913 |
|
S4 |
12,233 |
12,377 |
12,850 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,872 |
13,755 |
13,157 |
|
R3 |
13,541 |
13,424 |
13,066 |
|
R2 |
13,210 |
13,210 |
13,036 |
|
R1 |
13,093 |
13,093 |
13,005 |
13,152 |
PP |
12,879 |
12,879 |
12,879 |
12,909 |
S1 |
12,762 |
12,762 |
12,945 |
12,821 |
S2 |
12,548 |
12,548 |
12,914 |
|
S3 |
12,217 |
12,431 |
12,884 |
|
S4 |
11,886 |
12,100 |
12,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,997 |
12,666 |
331 |
2.6% |
131 |
1.0% |
93% |
True |
False |
20 |
10 |
12,997 |
12,351 |
646 |
5.0% |
159 |
1.2% |
97% |
True |
False |
25 |
20 |
12,997 |
12,351 |
646 |
5.0% |
137 |
1.1% |
97% |
True |
False |
18 |
40 |
12,997 |
12,235 |
762 |
5.9% |
108 |
0.8% |
97% |
True |
False |
12 |
60 |
12,997 |
11,913 |
1,084 |
8.4% |
88 |
0.7% |
98% |
True |
False |
8 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
76 |
0.6% |
89% |
False |
False |
7 |
100 |
13,109 |
11,913 |
1,196 |
9.2% |
65 |
0.5% |
89% |
False |
False |
8 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
58 |
0.4% |
89% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,962 |
2.618 |
13,591 |
1.618 |
13,364 |
1.000 |
13,224 |
0.618 |
13,137 |
HIGH |
12,997 |
0.618 |
12,910 |
0.500 |
12,884 |
0.382 |
12,857 |
LOW |
12,770 |
0.618 |
12,630 |
1.000 |
12,543 |
1.618 |
12,403 |
2.618 |
12,176 |
4.250 |
11,805 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
12,945 |
12,927 |
PP |
12,914 |
12,879 |
S1 |
12,884 |
12,832 |
|