Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,942.68 |
12,820.45 |
-122.23 |
-0.9% |
12,776.33 |
High |
12,942.83 |
12,820.45 |
-122.38 |
-0.9% |
12,977.57 |
Low |
12,810.35 |
12,583.41 |
-226.94 |
-1.8% |
12,645.10 |
Close |
12,822.57 |
12,721.46 |
-101.11 |
-0.8% |
12,822.57 |
Range |
132.48 |
237.04 |
104.56 |
78.9% |
332.47 |
ATR |
149.76 |
156.15 |
6.39 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,419.56 |
13,307.55 |
12,851.83 |
|
R3 |
13,182.52 |
13,070.51 |
12,786.65 |
|
R2 |
12,945.48 |
12,945.48 |
12,764.92 |
|
R1 |
12,833.47 |
12,833.47 |
12,743.19 |
12,770.96 |
PP |
12,708.44 |
12,708.44 |
12,708.44 |
12,677.18 |
S1 |
12,596.43 |
12,596.43 |
12,699.73 |
12,533.92 |
S2 |
12,471.40 |
12,471.40 |
12,678.00 |
|
S3 |
12,234.36 |
12,359.39 |
12,656.27 |
|
S4 |
11,997.32 |
12,122.35 |
12,591.09 |
|
|
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 |
12,583.41 |
394.16 |
3.1% |
161.72 |
1.3% |
35% |
False |
True |
|
10 |
12,977.57 |
12,492.25 |
485.32 |
3.8% |
159.93 |
1.3% |
47% |
False |
False |
|
20 |
12,977.57 |
12,450.17 |
527.40 |
4.1% |
153.00 |
1.2% |
51% |
False |
False |
|
40 |
12,977.57 |
12,035.09 |
942.48 |
7.4% |
159.77 |
1.3% |
73% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
151.63 |
1.2% |
53% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
149.39 |
1.2% |
53% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
140.11 |
1.1% |
53% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
133.88 |
1.1% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,827.87 |
2.618 |
13,441.02 |
1.618 |
13,203.98 |
1.000 |
13,057.49 |
0.618 |
12,966.94 |
HIGH |
12,820.45 |
0.618 |
12,729.90 |
0.500 |
12,701.93 |
0.382 |
12,673.96 |
LOW |
12,583.41 |
0.618 |
12,436.92 |
1.000 |
12,346.37 |
1.618 |
12,199.88 |
2.618 |
11,962.84 |
4.250 |
11,575.99 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,714.95 |
12,780.49 |
PP |
12,708.44 |
12,760.81 |
S1 |
12,701.93 |
12,741.14 |
|