| 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 |
8,585 |
8,680 |
95 |
1.1% |
8,705 |
| High |
8,705 |
8,785 |
80 |
0.9% |
8,745 |
| Low |
8,520 |
8,680 |
160 |
1.9% |
8,510 |
| Close |
8,685 |
8,740 |
55 |
0.6% |
8,685 |
| Range |
185 |
105 |
-80 |
-43.2% |
235 |
| ATR |
150 |
147 |
-3 |
-2.2% |
0 |
| Volume |
3,715 |
3,788 |
73 |
2.0% |
17,838 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,050 |
9,000 |
8,798 |
|
| R3 |
8,945 |
8,895 |
8,769 |
|
| R2 |
8,840 |
8,840 |
8,759 |
|
| R1 |
8,790 |
8,790 |
8,750 |
8,815 |
| PP |
8,735 |
8,735 |
8,735 |
8,748 |
| S1 |
8,685 |
8,685 |
8,731 |
8,710 |
| S2 |
8,630 |
8,630 |
8,721 |
|
| S3 |
8,525 |
8,580 |
8,711 |
|
| S4 |
8,420 |
8,475 |
8,682 |
|
|
| 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 |
8,785 |
8,510 |
275 |
3.1% |
150 |
1.7% |
84% |
True |
False |
3,830 |
| 10 |
8,785 |
8,330 |
455 |
5.2% |
155 |
1.8% |
90% |
True |
False |
4,308 |
| 20 |
8,980 |
8,330 |
650 |
7.4% |
147 |
1.7% |
63% |
False |
False |
4,029 |
| 40 |
9,170 |
8,330 |
840 |
9.6% |
146 |
1.7% |
49% |
False |
False |
4,303 |
| 60 |
9,170 |
8,200 |
970 |
11.1% |
129 |
1.5% |
56% |
False |
False |
3,664 |
| 80 |
9,635 |
8,200 |
1,435 |
16.4% |
98 |
1.1% |
38% |
False |
False |
2,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,231 |
|
2.618 |
9,060 |
|
1.618 |
8,955 |
|
1.000 |
8,890 |
|
0.618 |
8,850 |
|
HIGH |
8,785 |
|
0.618 |
8,745 |
|
0.500 |
8,733 |
|
0.382 |
8,720 |
|
LOW |
8,680 |
|
0.618 |
8,615 |
|
1.000 |
8,575 |
|
1.618 |
8,510 |
|
2.618 |
8,405 |
|
4.250 |
8,234 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,738 |
8,709 |
| PP |
8,735 |
8,678 |
| S1 |
8,733 |
8,648 |
|