| 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 |
12,940 |
12,917 |
-23 |
-0.2% |
12,756 |
| High |
13,023 |
13,030 |
7 |
0.1% |
13,061 |
| Low |
12,895 |
12,721 |
-174 |
-1.3% |
12,462 |
| Close |
12,923 |
12,831 |
-92 |
-0.7% |
13,033 |
| Range |
128 |
309 |
181 |
141.4% |
599 |
| ATR |
174 |
184 |
10 |
5.5% |
0 |
| Volume |
109,956 |
161,519 |
51,563 |
46.9% |
728,210 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,788 |
13,618 |
13,001 |
|
| R3 |
13,479 |
13,309 |
12,916 |
|
| R2 |
13,170 |
13,170 |
12,888 |
|
| R1 |
13,000 |
13,000 |
12,859 |
12,931 |
| PP |
12,861 |
12,861 |
12,861 |
12,826 |
| S1 |
12,691 |
12,691 |
12,803 |
12,622 |
| S2 |
12,552 |
12,552 |
12,774 |
|
| S3 |
12,243 |
12,382 |
12,746 |
|
| S4 |
11,934 |
12,073 |
12,661 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,649 |
14,440 |
13,363 |
|
| R3 |
14,050 |
13,841 |
13,198 |
|
| R2 |
13,451 |
13,451 |
13,143 |
|
| R1 |
13,242 |
13,242 |
13,088 |
13,347 |
| PP |
12,852 |
12,852 |
12,852 |
12,904 |
| S1 |
12,643 |
12,643 |
12,978 |
12,748 |
| S2 |
12,253 |
12,253 |
12,923 |
|
| S3 |
11,654 |
12,044 |
12,868 |
|
| S4 |
11,055 |
11,445 |
12,704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,072 |
12,721 |
351 |
2.7% |
180 |
1.4% |
31% |
False |
True |
126,390 |
| 10 |
13,072 |
12,462 |
610 |
4.8% |
197 |
1.5% |
60% |
False |
False |
132,784 |
| 20 |
13,072 |
12,425 |
647 |
5.0% |
181 |
1.4% |
63% |
False |
False |
126,979 |
| 40 |
13,072 |
12,288 |
784 |
6.1% |
184 |
1.4% |
69% |
False |
False |
123,661 |
| 60 |
13,072 |
11,884 |
1,188 |
9.3% |
175 |
1.4% |
80% |
False |
False |
82,770 |
| 80 |
13,213 |
11,884 |
1,329 |
10.4% |
153 |
1.2% |
71% |
False |
False |
62,081 |
| 100 |
13,213 |
11,884 |
1,329 |
10.4% |
138 |
1.1% |
71% |
False |
False |
49,669 |
| 120 |
13,213 |
11,884 |
1,329 |
10.4% |
123 |
1.0% |
71% |
False |
False |
41,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,343 |
|
2.618 |
13,839 |
|
1.618 |
13,530 |
|
1.000 |
13,339 |
|
0.618 |
13,221 |
|
HIGH |
13,030 |
|
0.618 |
12,912 |
|
0.500 |
12,876 |
|
0.382 |
12,839 |
|
LOW |
12,721 |
|
0.618 |
12,530 |
|
1.000 |
12,412 |
|
1.618 |
12,221 |
|
2.618 |
11,912 |
|
4.250 |
11,408 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,876 |
12,889 |
| PP |
12,861 |
12,869 |
| S1 |
12,846 |
12,850 |
|