| 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 |
8,620 |
8,680 |
60 |
0.7% |
8,625 |
| High |
8,690 |
8,705 |
15 |
0.2% |
8,740 |
| Low |
8,585 |
8,510 |
-75 |
-0.9% |
8,330 |
| Close |
8,675 |
8,570 |
-105 |
-1.2% |
8,690 |
| Range |
105 |
195 |
90 |
85.7% |
410 |
| ATR |
144 |
148 |
4 |
2.5% |
0 |
| Volume |
2,871 |
5,150 |
2,279 |
79.4% |
26,716 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,180 |
9,070 |
8,677 |
|
| R3 |
8,985 |
8,875 |
8,624 |
|
| R2 |
8,790 |
8,790 |
8,606 |
|
| R1 |
8,680 |
8,680 |
8,588 |
8,638 |
| PP |
8,595 |
8,595 |
8,595 |
8,574 |
| S1 |
8,485 |
8,485 |
8,552 |
8,443 |
| S2 |
8,400 |
8,400 |
8,534 |
|
| S3 |
8,205 |
8,290 |
8,517 |
|
| S4 |
8,010 |
8,095 |
8,463 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,817 |
9,663 |
8,916 |
|
| R3 |
9,407 |
9,253 |
8,803 |
|
| R2 |
8,997 |
8,997 |
8,765 |
|
| R1 |
8,843 |
8,843 |
8,728 |
8,920 |
| PP |
8,587 |
8,587 |
8,587 |
8,625 |
| S1 |
8,433 |
8,433 |
8,653 |
8,510 |
| S2 |
8,177 |
8,177 |
8,615 |
|
| S3 |
7,767 |
8,023 |
8,577 |
|
| S4 |
7,357 |
7,613 |
8,465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,745 |
8,510 |
235 |
2.7% |
159 |
1.9% |
26% |
False |
True |
3,830 |
| 10 |
8,830 |
8,330 |
500 |
5.8% |
168 |
2.0% |
48% |
False |
False |
4,533 |
| 20 |
9,090 |
8,330 |
760 |
8.9% |
146 |
1.7% |
32% |
False |
False |
4,019 |
| 40 |
9,170 |
8,330 |
840 |
9.8% |
148 |
1.7% |
29% |
False |
False |
4,434 |
| 60 |
9,170 |
8,200 |
970 |
11.3% |
125 |
1.5% |
38% |
False |
False |
3,539 |
| 80 |
9,635 |
8,200 |
1,435 |
16.7% |
95 |
1.1% |
26% |
False |
False |
2,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,534 |
|
2.618 |
9,216 |
|
1.618 |
9,021 |
|
1.000 |
8,900 |
|
0.618 |
8,826 |
|
HIGH |
8,705 |
|
0.618 |
8,631 |
|
0.500 |
8,608 |
|
0.382 |
8,585 |
|
LOW |
8,510 |
|
0.618 |
8,390 |
|
1.000 |
8,315 |
|
1.618 |
8,195 |
|
2.618 |
8,000 |
|
4.250 |
7,681 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,608 |
8,628 |
| PP |
8,595 |
8,608 |
| S1 |
8,583 |
8,589 |
|