| 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 |
8,680 |
8,585 |
-95 |
-1.1% |
8,705 |
| High |
8,705 |
8,705 |
0 |
0.0% |
8,745 |
| Low |
8,510 |
8,520 |
10 |
0.1% |
8,510 |
| Close |
8,570 |
8,685 |
115 |
1.3% |
8,685 |
| Range |
195 |
185 |
-10 |
-5.1% |
235 |
| ATR |
148 |
150 |
3 |
1.8% |
0 |
| Volume |
5,150 |
3,715 |
-1,435 |
-27.9% |
17,838 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,192 |
9,123 |
8,787 |
|
| R3 |
9,007 |
8,938 |
8,736 |
|
| R2 |
8,822 |
8,822 |
8,719 |
|
| R1 |
8,753 |
8,753 |
8,702 |
8,788 |
| PP |
8,637 |
8,637 |
8,637 |
8,654 |
| S1 |
8,568 |
8,568 |
8,668 |
8,603 |
| S2 |
8,452 |
8,452 |
8,651 |
|
| S3 |
8,267 |
8,383 |
8,634 |
|
| S4 |
8,082 |
8,198 |
8,583 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,352 |
9,253 |
8,814 |
|
| R3 |
9,117 |
9,018 |
8,750 |
|
| R2 |
8,882 |
8,882 |
8,728 |
|
| R1 |
8,783 |
8,783 |
8,707 |
8,715 |
| PP |
8,647 |
8,647 |
8,647 |
8,613 |
| S1 |
8,548 |
8,548 |
8,664 |
8,480 |
| S2 |
8,412 |
8,412 |
8,642 |
|
| S3 |
8,177 |
8,313 |
8,621 |
|
| S4 |
7,942 |
8,078 |
8,556 |
|
|
| 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% |
151 |
1.7% |
74% |
False |
False |
3,567 |
| 10 |
8,745 |
8,330 |
415 |
4.8% |
164 |
1.9% |
86% |
False |
False |
4,455 |
| 20 |
9,000 |
8,330 |
670 |
7.7% |
148 |
1.7% |
53% |
False |
False |
3,998 |
| 40 |
9,170 |
8,330 |
840 |
9.7% |
150 |
1.7% |
42% |
False |
False |
4,354 |
| 60 |
9,170 |
8,200 |
970 |
11.2% |
127 |
1.5% |
50% |
False |
False |
3,601 |
| 80 |
9,635 |
8,200 |
1,435 |
16.5% |
97 |
1.1% |
34% |
False |
False |
2,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,491 |
|
2.618 |
9,189 |
|
1.618 |
9,004 |
|
1.000 |
8,890 |
|
0.618 |
8,819 |
|
HIGH |
8,705 |
|
0.618 |
8,634 |
|
0.500 |
8,613 |
|
0.382 |
8,591 |
|
LOW |
8,520 |
|
0.618 |
8,406 |
|
1.000 |
8,335 |
|
1.618 |
8,221 |
|
2.618 |
8,036 |
|
4.250 |
7,734 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,661 |
8,659 |
| PP |
8,637 |
8,633 |
| S1 |
8,613 |
8,608 |
|