Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,909.61 |
12,942.68 |
33.07 |
0.3% |
12,776.33 |
High |
12,977.57 |
12,942.83 |
-34.74 |
-0.3% |
12,977.57 |
Low |
12,889.93 |
12,810.35 |
-79.58 |
-0.6% |
12,645.10 |
Close |
12,943.36 |
12,822.57 |
-120.79 |
-0.9% |
12,822.57 |
Range |
87.64 |
132.48 |
44.84 |
51.2% |
332.47 |
ATR |
151.05 |
149.76 |
-1.29 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,256.02 |
13,171.78 |
12,895.43 |
|
R3 |
13,123.54 |
13,039.30 |
12,859.00 |
|
R2 |
12,991.06 |
12,991.06 |
12,846.86 |
|
R1 |
12,906.82 |
12,906.82 |
12,834.71 |
12,882.70 |
PP |
12,858.58 |
12,858.58 |
12,858.58 |
12,846.53 |
S1 |
12,774.34 |
12,774.34 |
12,810.43 |
12,750.22 |
S2 |
12,726.10 |
12,726.10 |
12,798.28 |
|
S3 |
12,593.62 |
12,641.86 |
12,786.14 |
|
S4 |
12,461.14 |
12,509.38 |
12,749.71 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,812.49 |
13,650.00 |
13,005.43 |
|
R3 |
13,480.02 |
13,317.53 |
12,914.00 |
|
R2 |
13,147.55 |
13,147.55 |
12,883.52 |
|
R1 |
12,985.06 |
12,985.06 |
12,853.05 |
13,066.31 |
PP |
12,815.08 |
12,815.08 |
12,815.08 |
12,855.70 |
S1 |
12,652.59 |
12,652.59 |
12,792.09 |
12,733.84 |
S2 |
12,482.61 |
12,482.61 |
12,761.62 |
|
S3 |
12,150.14 |
12,320.12 |
12,731.14 |
|
S4 |
11,817.67 |
11,987.65 |
12,639.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,977.57 |
12,645.10 |
332.47 |
2.6% |
132.22 |
1.0% |
53% |
False |
False |
|
10 |
12,977.57 |
12,492.25 |
485.32 |
3.8% |
144.77 |
1.1% |
68% |
False |
False |
|
20 |
12,977.57 |
12,450.17 |
527.40 |
4.1% |
146.11 |
1.1% |
71% |
False |
False |
|
40 |
12,977.57 |
12,035.09 |
942.48 |
7.4% |
156.84 |
1.2% |
84% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
150.21 |
1.2% |
60% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
148.22 |
1.2% |
60% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
139.00 |
1.1% |
60% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
133.18 |
1.0% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,505.87 |
2.618 |
13,289.66 |
1.618 |
13,157.18 |
1.000 |
13,075.31 |
0.618 |
13,024.70 |
HIGH |
12,942.83 |
0.618 |
12,892.22 |
0.500 |
12,876.59 |
0.382 |
12,860.96 |
LOW |
12,810.35 |
0.618 |
12,728.48 |
1.000 |
12,677.87 |
1.618 |
12,596.00 |
2.618 |
12,463.52 |
4.250 |
12,247.31 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,876.59 |
12,866.09 |
PP |
12,858.58 |
12,851.58 |
S1 |
12,840.58 |
12,837.08 |
|