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 |
1,354.00 |
1,383.75 |
29.75 |
2.2% |
1,373.50 |
High |
1,383.00 |
1,388.50 |
5.50 |
0.4% |
1,383.00 |
Low |
1,353.25 |
1,380.50 |
27.25 |
2.0% |
1,343.00 |
Close |
1,382.00 |
1,382.75 |
0.75 |
0.1% |
1,382.00 |
Range |
29.75 |
8.00 |
-21.75 |
-73.1% |
40.00 |
ATR |
20.53 |
19.64 |
-0.90 |
-4.4% |
0.00 |
Volume |
4,126 |
3,566 |
-560 |
-13.6% |
13,837 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.00 |
1,403.25 |
1,387.25 |
|
R3 |
1,400.00 |
1,395.25 |
1,385.00 |
|
R2 |
1,392.00 |
1,392.00 |
1,384.25 |
|
R1 |
1,387.25 |
1,387.25 |
1,383.50 |
1,385.50 |
PP |
1,384.00 |
1,384.00 |
1,384.00 |
1,383.00 |
S1 |
1,379.25 |
1,379.25 |
1,382.00 |
1,377.50 |
S2 |
1,376.00 |
1,376.00 |
1,381.25 |
|
S3 |
1,368.00 |
1,371.25 |
1,380.50 |
|
S4 |
1,360.00 |
1,363.25 |
1,378.25 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.25 |
1,475.75 |
1,404.00 |
|
R3 |
1,449.25 |
1,435.75 |
1,393.00 |
|
R2 |
1,409.25 |
1,409.25 |
1,389.25 |
|
R1 |
1,395.75 |
1,395.75 |
1,385.75 |
1,402.50 |
PP |
1,369.25 |
1,369.25 |
1,369.25 |
1,372.75 |
S1 |
1,355.75 |
1,355.75 |
1,378.25 |
1,362.50 |
S2 |
1,329.25 |
1,329.25 |
1,374.75 |
|
S3 |
1,289.25 |
1,315.75 |
1,371.00 |
|
S4 |
1,249.25 |
1,275.75 |
1,360.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.50 |
1,343.00 |
45.50 |
3.3% |
19.75 |
1.4% |
87% |
True |
False |
3,019 |
10 |
1,388.50 |
1,314.25 |
74.25 |
5.4% |
21.00 |
1.5% |
92% |
True |
False |
2,420 |
20 |
1,388.50 |
1,313.25 |
75.25 |
5.4% |
19.25 |
1.4% |
92% |
True |
False |
2,289 |
40 |
1,388.50 |
1,292.00 |
96.50 |
7.0% |
19.75 |
1.4% |
94% |
True |
False |
1,710 |
60 |
1,388.50 |
1,250.00 |
138.50 |
10.0% |
19.00 |
1.4% |
96% |
True |
False |
1,318 |
80 |
1,396.75 |
1,250.00 |
146.75 |
10.6% |
17.00 |
1.2% |
90% |
False |
False |
1,067 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.1% |
15.25 |
1.1% |
86% |
False |
False |
883 |
120 |
1,404.00 |
1,250.00 |
154.00 |
11.1% |
13.25 |
1.0% |
86% |
False |
False |
736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.50 |
2.618 |
1,409.50 |
1.618 |
1,401.50 |
1.000 |
1,396.50 |
0.618 |
1,393.50 |
HIGH |
1,388.50 |
0.618 |
1,385.50 |
0.500 |
1,384.50 |
0.382 |
1,383.50 |
LOW |
1,380.50 |
0.618 |
1,375.50 |
1.000 |
1,372.50 |
1.618 |
1,367.50 |
2.618 |
1,359.50 |
4.250 |
1,346.50 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,384.50 |
1,377.00 |
PP |
1,384.00 |
1,371.50 |
S1 |
1,383.25 |
1,365.75 |
|