Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
12,770 |
12,980 |
210 |
1.6% |
12,936 |
High |
12,997 |
13,049 |
52 |
0.4% |
12,997 |
Low |
12,770 |
12,980 |
210 |
1.6% |
12,666 |
Close |
12,975 |
12,987 |
12 |
0.1% |
12,975 |
Range |
227 |
69 |
-158 |
-69.6% |
331 |
ATR |
150 |
144 |
-5 |
-3.6% |
0 |
Volume |
54 |
29 |
-25 |
-46.3% |
103 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,212 |
13,169 |
13,025 |
|
R3 |
13,143 |
13,100 |
13,006 |
|
R2 |
13,074 |
13,074 |
13,000 |
|
R1 |
13,031 |
13,031 |
12,993 |
13,053 |
PP |
13,005 |
13,005 |
13,005 |
13,016 |
S1 |
12,962 |
12,962 |
12,981 |
12,984 |
S2 |
12,936 |
12,936 |
12,974 |
|
S3 |
12,867 |
12,893 |
12,968 |
|
S4 |
12,798 |
12,824 |
12,949 |
|
|
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 |
13,049 |
12,666 |
383 |
2.9% |
134 |
1.0% |
84% |
True |
False |
20 |
10 |
13,049 |
12,351 |
698 |
5.4% |
147 |
1.1% |
91% |
True |
False |
25 |
20 |
13,049 |
12,351 |
698 |
5.4% |
136 |
1.0% |
91% |
True |
False |
19 |
40 |
13,049 |
12,235 |
814 |
6.3% |
110 |
0.8% |
92% |
True |
False |
12 |
60 |
13,049 |
11,913 |
1,136 |
8.7% |
89 |
0.7% |
95% |
True |
False |
9 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
76 |
0.6% |
90% |
False |
False |
7 |
100 |
13,108 |
11,913 |
1,195 |
9.2% |
65 |
0.5% |
90% |
False |
False |
8 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
58 |
0.4% |
90% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,342 |
2.618 |
13,230 |
1.618 |
13,161 |
1.000 |
13,118 |
0.618 |
13,092 |
HIGH |
13,049 |
0.618 |
13,023 |
0.500 |
13,015 |
0.382 |
13,006 |
LOW |
12,980 |
0.618 |
12,937 |
1.000 |
12,911 |
1.618 |
12,868 |
2.618 |
12,799 |
4.250 |
12,687 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,015 |
12,944 |
PP |
13,005 |
12,901 |
S1 |
12,996 |
12,858 |
|