Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,372.75 |
1,365.75 |
-7.00 |
-0.5% |
1,349.50 |
High |
1,378.75 |
1,373.75 |
-5.00 |
-0.4% |
1,377.50 |
Low |
1,364.25 |
1,360.50 |
-3.75 |
-0.3% |
1,314.25 |
Close |
1,367.50 |
1,363.25 |
-4.25 |
-0.3% |
1,375.50 |
Range |
14.50 |
13.25 |
-1.25 |
-8.6% |
63.25 |
ATR |
19.22 |
18.79 |
-0.43 |
-2.2% |
0.00 |
Volume |
1,889 |
1,631 |
-258 |
-13.7% |
7,877 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,405.50 |
1,397.75 |
1,370.50 |
|
R3 |
1,392.25 |
1,384.50 |
1,367.00 |
|
R2 |
1,379.00 |
1,379.00 |
1,365.75 |
|
R1 |
1,371.25 |
1,371.25 |
1,364.50 |
1,368.50 |
PP |
1,365.75 |
1,365.75 |
1,365.75 |
1,364.50 |
S1 |
1,358.00 |
1,358.00 |
1,362.00 |
1,355.25 |
S2 |
1,352.50 |
1,352.50 |
1,360.75 |
|
S3 |
1,339.25 |
1,344.75 |
1,359.50 |
|
S4 |
1,326.00 |
1,331.50 |
1,356.00 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.50 |
1,523.75 |
1,410.25 |
|
R3 |
1,482.25 |
1,460.50 |
1,393.00 |
|
R2 |
1,419.00 |
1,419.00 |
1,387.00 |
|
R1 |
1,397.25 |
1,397.25 |
1,381.25 |
1,408.00 |
PP |
1,355.75 |
1,355.75 |
1,355.75 |
1,361.25 |
S1 |
1,334.00 |
1,334.00 |
1,369.75 |
1,345.00 |
S2 |
1,292.50 |
1,292.50 |
1,364.00 |
|
S3 |
1,229.25 |
1,270.75 |
1,358.00 |
|
S4 |
1,166.00 |
1,207.50 |
1,340.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,380.00 |
1,321.25 |
58.75 |
4.3% |
20.00 |
1.5% |
71% |
False |
False |
1,900 |
10 |
1,380.00 |
1,314.25 |
65.75 |
4.8% |
18.75 |
1.4% |
75% |
False |
False |
1,745 |
20 |
1,380.00 |
1,313.25 |
66.75 |
4.9% |
18.25 |
1.3% |
75% |
False |
False |
1,898 |
40 |
1,380.00 |
1,277.50 |
102.50 |
7.5% |
19.50 |
1.4% |
84% |
False |
False |
1,461 |
60 |
1,380.00 |
1,250.00 |
130.00 |
9.5% |
18.50 |
1.4% |
87% |
False |
False |
1,130 |
80 |
1,396.75 |
1,250.00 |
146.75 |
10.8% |
16.50 |
1.2% |
77% |
False |
False |
927 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
15.00 |
1.1% |
74% |
False |
False |
767 |
120 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
12.75 |
0.9% |
74% |
False |
False |
640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,430.00 |
2.618 |
1,408.50 |
1.618 |
1,395.25 |
1.000 |
1,387.00 |
0.618 |
1,382.00 |
HIGH |
1,373.75 |
0.618 |
1,368.75 |
0.500 |
1,367.00 |
0.382 |
1,365.50 |
LOW |
1,360.50 |
0.618 |
1,352.25 |
1.000 |
1,347.25 |
1.618 |
1,339.00 |
2.618 |
1,325.75 |
4.250 |
1,304.25 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,367.00 |
1,370.25 |
PP |
1,365.75 |
1,368.00 |
S1 |
1,364.50 |
1,365.50 |
|