Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,365.75 |
1,363.00 |
-2.75 |
-0.2% |
1,349.50 |
High |
1,373.75 |
1,376.25 |
2.50 |
0.2% |
1,377.50 |
Low |
1,360.50 |
1,343.00 |
-17.50 |
-1.3% |
1,314.25 |
Close |
1,363.25 |
1,354.75 |
-8.50 |
-0.6% |
1,375.50 |
Range |
13.25 |
33.25 |
20.00 |
150.9% |
63.25 |
ATR |
18.79 |
19.82 |
1.03 |
5.5% |
0.00 |
Volume |
1,631 |
3,884 |
2,253 |
138.1% |
7,877 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,457.75 |
1,439.50 |
1,373.00 |
|
R3 |
1,424.50 |
1,406.25 |
1,364.00 |
|
R2 |
1,391.25 |
1,391.25 |
1,360.75 |
|
R1 |
1,373.00 |
1,373.00 |
1,357.75 |
1,365.50 |
PP |
1,358.00 |
1,358.00 |
1,358.00 |
1,354.25 |
S1 |
1,339.75 |
1,339.75 |
1,351.75 |
1,332.25 |
S2 |
1,324.75 |
1,324.75 |
1,348.75 |
|
S3 |
1,291.50 |
1,306.50 |
1,345.50 |
|
S4 |
1,258.25 |
1,273.25 |
1,336.50 |
|
|
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 |
1,343.00 |
37.00 |
2.7% |
20.50 |
1.5% |
32% |
False |
True |
2,285 |
10 |
1,380.00 |
1,314.25 |
65.75 |
4.9% |
21.25 |
1.6% |
62% |
False |
False |
1,903 |
20 |
1,380.00 |
1,313.25 |
66.75 |
4.9% |
18.75 |
1.4% |
62% |
False |
False |
2,025 |
40 |
1,380.00 |
1,292.00 |
88.00 |
6.5% |
19.75 |
1.5% |
71% |
False |
False |
1,527 |
60 |
1,380.00 |
1,250.00 |
130.00 |
9.6% |
18.75 |
1.4% |
81% |
False |
False |
1,192 |
80 |
1,396.75 |
1,250.00 |
146.75 |
10.8% |
16.75 |
1.2% |
71% |
False |
False |
972 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
15.00 |
1.1% |
68% |
False |
False |
806 |
120 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
13.00 |
1.0% |
68% |
False |
False |
672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,517.50 |
2.618 |
1,463.25 |
1.618 |
1,430.00 |
1.000 |
1,409.50 |
0.618 |
1,396.75 |
HIGH |
1,376.25 |
0.618 |
1,363.50 |
0.500 |
1,359.50 |
0.382 |
1,355.75 |
LOW |
1,343.00 |
0.618 |
1,322.50 |
1.000 |
1,309.75 |
1.618 |
1,289.25 |
2.618 |
1,256.00 |
4.250 |
1,201.75 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,359.50 |
1,361.00 |
PP |
1,358.00 |
1,358.75 |
S1 |
1,356.50 |
1,356.75 |
|