Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
12,980 |
13,020 |
40 |
0.3% |
12,936 |
High |
13,049 |
13,070 |
21 |
0.2% |
12,997 |
Low |
12,980 |
13,000 |
20 |
0.2% |
12,666 |
Close |
12,987 |
13,036 |
49 |
0.4% |
12,975 |
Range |
69 |
70 |
1 |
1.4% |
331 |
ATR |
144 |
140 |
-4 |
-3.0% |
0 |
Volume |
29 |
33 |
4 |
13.8% |
103 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,245 |
13,211 |
13,075 |
|
R3 |
13,175 |
13,141 |
13,055 |
|
R2 |
13,105 |
13,105 |
13,049 |
|
R1 |
13,071 |
13,071 |
13,043 |
13,088 |
PP |
13,035 |
13,035 |
13,035 |
13,044 |
S1 |
13,001 |
13,001 |
13,030 |
13,018 |
S2 |
12,965 |
12,965 |
13,023 |
|
S3 |
12,895 |
12,931 |
13,017 |
|
S4 |
12,825 |
12,861 |
12,998 |
|
|
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 |
13,070 |
12,666 |
404 |
3.1% |
127 |
1.0% |
92% |
True |
False |
25 |
10 |
13,070 |
12,351 |
719 |
5.5% |
138 |
1.1% |
95% |
True |
False |
28 |
20 |
13,070 |
12,351 |
719 |
5.5% |
132 |
1.0% |
95% |
True |
False |
20 |
40 |
13,070 |
12,323 |
747 |
5.7% |
104 |
0.8% |
95% |
True |
False |
13 |
60 |
13,070 |
11,913 |
1,157 |
8.9% |
90 |
0.7% |
97% |
True |
False |
9 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
77 |
0.6% |
94% |
False |
False |
8 |
100 |
13,108 |
11,913 |
1,195 |
9.2% |
66 |
0.5% |
94% |
False |
False |
8 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
58 |
0.4% |
94% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,368 |
2.618 |
13,253 |
1.618 |
13,183 |
1.000 |
13,140 |
0.618 |
13,113 |
HIGH |
13,070 |
0.618 |
13,043 |
0.500 |
13,035 |
0.382 |
13,027 |
LOW |
13,000 |
0.618 |
12,957 |
1.000 |
12,930 |
1.618 |
12,887 |
2.618 |
12,817 |
4.250 |
12,703 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,036 |
12,997 |
PP |
13,035 |
12,959 |
S1 |
13,035 |
12,920 |
|