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 |
1,383.75 |
1,382.25 |
-1.50 |
-0.1% |
1,373.50 |
High |
1,388.50 |
1,396.00 |
7.50 |
0.5% |
1,383.00 |
Low |
1,380.50 |
1,381.25 |
0.75 |
0.1% |
1,343.00 |
Close |
1,382.75 |
1,390.00 |
7.25 |
0.5% |
1,382.00 |
Range |
8.00 |
14.75 |
6.75 |
84.4% |
40.00 |
ATR |
19.64 |
19.29 |
-0.35 |
-1.8% |
0.00 |
Volume |
3,566 |
2,235 |
-1,331 |
-37.3% |
13,837 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.25 |
1,426.50 |
1,398.00 |
|
R3 |
1,418.50 |
1,411.75 |
1,394.00 |
|
R2 |
1,403.75 |
1,403.75 |
1,392.75 |
|
R1 |
1,397.00 |
1,397.00 |
1,391.25 |
1,400.50 |
PP |
1,389.00 |
1,389.00 |
1,389.00 |
1,390.75 |
S1 |
1,382.25 |
1,382.25 |
1,388.75 |
1,385.50 |
S2 |
1,374.25 |
1,374.25 |
1,387.25 |
|
S3 |
1,359.50 |
1,367.50 |
1,386.00 |
|
S4 |
1,344.75 |
1,352.75 |
1,382.00 |
|
|
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 |
1,396.00 |
1,343.00 |
53.00 |
3.8% |
19.75 |
1.4% |
89% |
True |
False |
3,088 |
10 |
1,396.00 |
1,314.25 |
81.75 |
5.9% |
20.50 |
1.5% |
93% |
True |
False |
2,457 |
20 |
1,396.00 |
1,313.25 |
82.75 |
6.0% |
18.75 |
1.4% |
93% |
True |
False |
2,342 |
40 |
1,396.00 |
1,292.00 |
104.00 |
7.5% |
19.00 |
1.4% |
94% |
True |
False |
1,765 |
60 |
1,396.00 |
1,250.00 |
146.00 |
10.5% |
19.00 |
1.4% |
96% |
True |
False |
1,354 |
80 |
1,396.75 |
1,250.00 |
146.75 |
10.6% |
16.75 |
1.2% |
95% |
False |
False |
1,095 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.1% |
15.50 |
1.1% |
91% |
False |
False |
904 |
120 |
1,404.00 |
1,250.00 |
154.00 |
11.1% |
13.25 |
1.0% |
91% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.75 |
2.618 |
1,434.50 |
1.618 |
1,419.75 |
1.000 |
1,410.75 |
0.618 |
1,405.00 |
HIGH |
1,396.00 |
0.618 |
1,390.25 |
0.500 |
1,388.50 |
0.382 |
1,387.00 |
LOW |
1,381.25 |
0.618 |
1,372.25 |
1.000 |
1,366.50 |
1.618 |
1,357.50 |
2.618 |
1,342.75 |
4.250 |
1,318.50 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1,389.50 |
1,385.00 |
PP |
1,389.00 |
1,379.75 |
S1 |
1,388.50 |
1,374.50 |
|