| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,766.5 |
6,612.0 |
-154.5 |
-2.3% |
6,756.5 |
| High |
6,840.5 |
6,890.5 |
50.0 |
0.7% |
6,890.5 |
| Low |
6,552.0 |
6,606.5 |
54.5 |
0.8% |
6,552.0 |
| Close |
6,613.0 |
6,867.5 |
254.5 |
3.8% |
6,867.5 |
| Range |
288.5 |
284.0 |
-4.5 |
-1.6% |
338.5 |
| ATR |
154.1 |
163.4 |
9.3 |
6.0% |
0.0 |
| Volume |
215,720 |
172,095 |
-43,625 |
-20.2% |
763,342 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,640.2 |
7,537.8 |
7,023.7 |
|
| R3 |
7,356.2 |
7,253.8 |
6,945.6 |
|
| R2 |
7,072.2 |
7,072.2 |
6,919.6 |
|
| R1 |
6,969.8 |
6,969.8 |
6,893.5 |
7,021.0 |
| PP |
6,788.2 |
6,788.2 |
6,788.2 |
6,813.8 |
| S1 |
6,685.8 |
6,685.8 |
6,841.5 |
6,737.0 |
| S2 |
6,504.2 |
6,504.2 |
6,815.4 |
|
| S3 |
6,220.2 |
6,401.8 |
6,789.4 |
|
| S4 |
5,936.2 |
6,117.8 |
6,711.3 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,785.5 |
7,665.0 |
7,053.7 |
|
| R3 |
7,447.0 |
7,326.5 |
6,960.6 |
|
| R2 |
7,108.5 |
7,108.5 |
6,929.6 |
|
| R1 |
6,988.0 |
6,988.0 |
6,898.5 |
7,048.3 |
| PP |
6,770.0 |
6,770.0 |
6,770.0 |
6,800.1 |
| S1 |
6,649.5 |
6,649.5 |
6,836.5 |
6,709.8 |
| S2 |
6,431.5 |
6,431.5 |
6,805.4 |
|
| S3 |
6,093.0 |
6,311.0 |
6,774.4 |
|
| S4 |
5,754.5 |
5,972.5 |
6,681.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,890.5 |
6,552.0 |
338.5 |
4.9% |
165.6 |
2.4% |
93% |
True |
False |
152,668 |
| 10 |
6,890.5 |
6,314.0 |
576.5 |
8.4% |
188.8 |
2.7% |
96% |
True |
False |
162,907 |
| 20 |
6,890.5 |
6,314.0 |
576.5 |
8.4% |
146.4 |
2.1% |
96% |
True |
False |
141,475 |
| 40 |
6,890.5 |
6,057.0 |
833.5 |
12.1% |
140.3 |
2.0% |
97% |
True |
False |
133,317 |
| 60 |
6,890.5 |
5,917.5 |
973.0 |
14.2% |
135.7 |
2.0% |
98% |
True |
False |
90,172 |
| 80 |
6,890.5 |
5,917.5 |
973.0 |
14.2% |
138.2 |
2.0% |
98% |
True |
False |
67,694 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
18.9% |
133.3 |
1.9% |
73% |
False |
False |
54,527 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
18.9% |
125.3 |
1.8% |
73% |
False |
False |
45,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,097.5 |
|
2.618 |
7,634.0 |
|
1.618 |
7,350.0 |
|
1.000 |
7,174.5 |
|
0.618 |
7,066.0 |
|
HIGH |
6,890.5 |
|
0.618 |
6,782.0 |
|
0.500 |
6,748.5 |
|
0.382 |
6,715.0 |
|
LOW |
6,606.5 |
|
0.618 |
6,431.0 |
|
1.000 |
6,322.5 |
|
1.618 |
6,147.0 |
|
2.618 |
5,863.0 |
|
4.250 |
5,399.5 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,827.8 |
6,818.8 |
| PP |
6,788.2 |
6,770.0 |
| S1 |
6,748.5 |
6,721.3 |
|