| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
13,064 |
13,065 |
1 |
0.0% |
13,018 |
| High |
13,133 |
13,160 |
27 |
0.2% |
13,080 |
| Low |
13,034 |
13,048 |
14 |
0.1% |
12,721 |
| Close |
13,067 |
13,119 |
52 |
0.4% |
13,055 |
| Range |
99 |
112 |
13 |
13.1% |
359 |
| ATR |
183 |
178 |
-5 |
-2.8% |
0 |
| Volume |
72,418 |
75,638 |
3,220 |
4.4% |
589,905 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,445 |
13,394 |
13,181 |
|
| R3 |
13,333 |
13,282 |
13,150 |
|
| R2 |
13,221 |
13,221 |
13,140 |
|
| R1 |
13,170 |
13,170 |
13,129 |
13,196 |
| PP |
13,109 |
13,109 |
13,109 |
13,122 |
| S1 |
13,058 |
13,058 |
13,109 |
13,084 |
| S2 |
12,997 |
12,997 |
13,099 |
|
| S3 |
12,885 |
12,946 |
13,088 |
|
| S4 |
12,773 |
12,834 |
13,058 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,029 |
13,901 |
13,253 |
|
| R3 |
13,670 |
13,542 |
13,154 |
|
| R2 |
13,311 |
13,311 |
13,121 |
|
| R1 |
13,183 |
13,183 |
13,088 |
13,247 |
| PP |
12,952 |
12,952 |
12,952 |
12,984 |
| S1 |
12,824 |
12,824 |
13,022 |
12,888 |
| S2 |
12,593 |
12,593 |
12,989 |
|
| S3 |
12,234 |
12,465 |
12,956 |
|
| S4 |
11,875 |
12,106 |
12,858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,160 |
12,721 |
439 |
3.3% |
183 |
1.4% |
91% |
True |
False |
105,770 |
| 10 |
13,160 |
12,472 |
688 |
5.2% |
187 |
1.4% |
94% |
True |
False |
117,949 |
| 20 |
13,160 |
12,425 |
735 |
5.6% |
178 |
1.4% |
94% |
True |
False |
120,188 |
| 40 |
13,160 |
12,288 |
872 |
6.6% |
177 |
1.4% |
95% |
True |
False |
122,338 |
| 60 |
13,160 |
11,884 |
1,276 |
9.7% |
177 |
1.4% |
97% |
True |
False |
87,058 |
| 80 |
13,213 |
11,884 |
1,329 |
10.1% |
154 |
1.2% |
93% |
False |
False |
65,297 |
| 100 |
13,213 |
11,884 |
1,329 |
10.1% |
141 |
1.1% |
93% |
False |
False |
52,240 |
| 120 |
13,213 |
11,884 |
1,329 |
10.1% |
127 |
1.0% |
93% |
False |
False |
43,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,636 |
|
2.618 |
13,453 |
|
1.618 |
13,341 |
|
1.000 |
13,272 |
|
0.618 |
13,229 |
|
HIGH |
13,160 |
|
0.618 |
13,117 |
|
0.500 |
13,104 |
|
0.382 |
13,091 |
|
LOW |
13,048 |
|
0.618 |
12,979 |
|
1.000 |
12,936 |
|
1.618 |
12,867 |
|
2.618 |
12,755 |
|
4.250 |
12,572 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,114 |
13,075 |
| PP |
13,109 |
13,031 |
| S1 |
13,104 |
12,987 |
|