Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
13,020 |
13,018 |
-2 |
0.0% |
12,936 |
High |
13,070 |
13,073 |
3 |
0.0% |
12,997 |
Low |
13,000 |
12,979 |
-21 |
-0.2% |
12,666 |
Close |
13,036 |
13,035 |
-1 |
0.0% |
12,975 |
Range |
70 |
94 |
24 |
34.3% |
331 |
ATR |
140 |
137 |
-3 |
-2.3% |
0 |
Volume |
33 |
28 |
-5 |
-15.2% |
103 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,311 |
13,267 |
13,087 |
|
R3 |
13,217 |
13,173 |
13,061 |
|
R2 |
13,123 |
13,123 |
13,052 |
|
R1 |
13,079 |
13,079 |
13,044 |
13,101 |
PP |
13,029 |
13,029 |
13,029 |
13,040 |
S1 |
12,985 |
12,985 |
13,027 |
13,007 |
S2 |
12,935 |
12,935 |
13,018 |
|
S3 |
12,841 |
12,891 |
13,009 |
|
S4 |
12,747 |
12,797 |
12,983 |
|
|
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 |
13,073 |
12,666 |
407 |
3.1% |
138 |
1.1% |
91% |
True |
False |
30 |
10 |
13,073 |
12,650 |
423 |
3.2% |
123 |
0.9% |
91% |
True |
False |
27 |
20 |
13,073 |
12,351 |
722 |
5.5% |
129 |
1.0% |
95% |
True |
False |
21 |
40 |
13,073 |
12,323 |
750 |
5.8% |
107 |
0.8% |
95% |
True |
False |
14 |
60 |
13,073 |
11,913 |
1,160 |
8.9% |
91 |
0.7% |
97% |
True |
False |
10 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
78 |
0.6% |
94% |
False |
False |
8 |
100 |
13,108 |
11,913 |
1,195 |
9.2% |
67 |
0.5% |
94% |
False |
False |
8 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
59 |
0.5% |
94% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,473 |
2.618 |
13,319 |
1.618 |
13,225 |
1.000 |
13,167 |
0.618 |
13,131 |
HIGH |
13,073 |
0.618 |
13,037 |
0.500 |
13,026 |
0.382 |
13,015 |
LOW |
12,979 |
0.618 |
12,921 |
1.000 |
12,885 |
1.618 |
12,827 |
2.618 |
12,733 |
4.250 |
12,580 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
13,032 |
13,032 |
PP |
13,029 |
13,029 |
S1 |
13,026 |
13,026 |
|