Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,720.93 |
12,617.77 |
-103.16 |
-0.8% |
12,776.33 |
High |
12,730.09 |
12,732.77 |
2.68 |
0.0% |
12,977.57 |
Low |
12,521.84 |
12,617.62 |
95.78 |
0.8% |
12,645.10 |
Close |
12,617.32 |
12,676.05 |
58.73 |
0.5% |
12,822.57 |
Range |
208.25 |
115.15 |
-93.10 |
-44.7% |
332.47 |
ATR |
159.87 |
156.70 |
-3.17 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,020.93 |
12,963.64 |
12,739.38 |
|
R3 |
12,905.78 |
12,848.49 |
12,707.72 |
|
R2 |
12,790.63 |
12,790.63 |
12,697.16 |
|
R1 |
12,733.34 |
12,733.34 |
12,686.61 |
12,761.99 |
PP |
12,675.48 |
12,675.48 |
12,675.48 |
12,689.80 |
S1 |
12,618.19 |
12,618.19 |
12,665.49 |
12,646.84 |
S2 |
12,560.33 |
12,560.33 |
12,654.94 |
|
S3 |
12,445.18 |
12,503.04 |
12,644.38 |
|
S4 |
12,330.03 |
12,387.89 |
12,612.72 |
|
|
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% |
156.11 |
1.2% |
34% |
False |
False |
|
10 |
12,977.57 |
12,492.25 |
485.32 |
3.8% |
157.16 |
1.2% |
38% |
False |
False |
|
20 |
12,977.57 |
12,450.17 |
527.40 |
4.2% |
153.86 |
1.2% |
43% |
False |
False |
|
40 |
12,977.57 |
12,035.09 |
942.48 |
7.4% |
161.14 |
1.3% |
68% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
154.90 |
1.2% |
49% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
150.99 |
1.2% |
49% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
141.75 |
1.1% |
49% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
134.77 |
1.1% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,222.16 |
2.618 |
13,034.23 |
1.618 |
12,919.08 |
1.000 |
12,847.92 |
0.618 |
12,803.93 |
HIGH |
12,732.77 |
0.618 |
12,688.78 |
0.500 |
12,675.20 |
0.382 |
12,661.61 |
LOW |
12,617.62 |
0.618 |
12,546.46 |
1.000 |
12,502.47 |
1.618 |
12,431.31 |
2.618 |
12,316.16 |
4.250 |
12,128.23 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,675.77 |
12,674.42 |
PP |
12,675.48 |
12,672.78 |
S1 |
12,675.20 |
12,671.15 |
|