Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,820.45 |
12,720.93 |
-99.52 |
-0.8% |
12,776.33 |
High |
12,820.45 |
12,730.09 |
-90.36 |
-0.7% |
12,977.57 |
Low |
12,583.41 |
12,521.84 |
-61.57 |
-0.5% |
12,645.10 |
Close |
12,721.46 |
12,617.32 |
-104.14 |
-0.8% |
12,822.57 |
Range |
237.04 |
208.25 |
-28.79 |
-12.1% |
332.47 |
ATR |
156.15 |
159.87 |
3.72 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,247.83 |
13,140.83 |
12,731.86 |
|
R3 |
13,039.58 |
12,932.58 |
12,674.59 |
|
R2 |
12,831.33 |
12,831.33 |
12,655.50 |
|
R1 |
12,724.33 |
12,724.33 |
12,636.41 |
12,673.71 |
PP |
12,623.08 |
12,623.08 |
12,623.08 |
12,597.77 |
S1 |
12,516.08 |
12,516.08 |
12,598.23 |
12,465.46 |
S2 |
12,414.83 |
12,414.83 |
12,579.14 |
|
S3 |
12,206.58 |
12,307.83 |
12,560.05 |
|
S4 |
11,998.33 |
12,099.58 |
12,502.78 |
|
|
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 |
12,521.84 |
455.73 |
3.6% |
166.55 |
1.3% |
21% |
False |
True |
|
10 |
12,977.57 |
12,492.25 |
485.32 |
3.8% |
158.41 |
1.3% |
26% |
False |
False |
|
20 |
12,977.57 |
12,450.17 |
527.40 |
4.2% |
154.32 |
1.2% |
32% |
False |
False |
|
40 |
12,977.57 |
12,035.09 |
942.48 |
7.5% |
162.19 |
1.3% |
62% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
153.86 |
1.2% |
45% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
150.51 |
1.2% |
45% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
141.29 |
1.1% |
45% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
134.35 |
1.1% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,615.15 |
2.618 |
13,275.29 |
1.618 |
13,067.04 |
1.000 |
12,938.34 |
0.618 |
12,858.79 |
HIGH |
12,730.09 |
0.618 |
12,650.54 |
0.500 |
12,625.97 |
0.382 |
12,601.39 |
LOW |
12,521.84 |
0.618 |
12,393.14 |
1.000 |
12,313.59 |
1.618 |
12,184.89 |
2.618 |
11,976.64 |
4.250 |
11,636.78 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,625.97 |
12,732.34 |
PP |
12,623.08 |
12,694.00 |
S1 |
12,620.20 |
12,655.66 |
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