Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,617.77 |
12,680.59 |
62.82 |
0.5% |
12,776.33 |
High |
12,732.77 |
12,931.22 |
198.45 |
1.6% |
12,977.57 |
Low |
12,617.62 |
12,680.59 |
62.97 |
0.5% |
12,645.10 |
Close |
12,676.05 |
12,887.93 |
211.88 |
1.7% |
12,822.57 |
Range |
115.15 |
250.63 |
135.48 |
117.7% |
332.47 |
ATR |
156.70 |
163.73 |
7.03 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,585.14 |
13,487.16 |
13,025.78 |
|
R3 |
13,334.51 |
13,236.53 |
12,956.85 |
|
R2 |
13,083.88 |
13,083.88 |
12,933.88 |
|
R1 |
12,985.90 |
12,985.90 |
12,910.90 |
13,034.89 |
PP |
12,833.25 |
12,833.25 |
12,833.25 |
12,857.74 |
S1 |
12,735.27 |
12,735.27 |
12,864.96 |
12,784.26 |
S2 |
12,582.62 |
12,582.62 |
12,841.98 |
|
S3 |
12,331.99 |
12,484.64 |
12,819.01 |
|
S4 |
12,081.36 |
12,234.01 |
12,750.08 |
|
|
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 |
12,942.83 |
12,521.84 |
420.99 |
3.3% |
188.71 |
1.5% |
87% |
False |
False |
|
10 |
12,977.57 |
12,521.84 |
455.73 |
3.5% |
168.39 |
1.3% |
80% |
False |
False |
|
20 |
12,977.57 |
12,450.17 |
527.40 |
4.1% |
160.69 |
1.2% |
83% |
False |
False |
|
40 |
12,977.57 |
12,035.09 |
942.48 |
7.3% |
162.84 |
1.3% |
90% |
False |
False |
|
60 |
13,284.09 |
12,035.09 |
1,249.00 |
9.7% |
156.34 |
1.2% |
68% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
152.33 |
1.2% |
65% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
143.32 |
1.1% |
65% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
135.48 |
1.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,996.40 |
2.618 |
13,587.37 |
1.618 |
13,336.74 |
1.000 |
13,181.85 |
0.618 |
13,086.11 |
HIGH |
12,931.22 |
0.618 |
12,835.48 |
0.500 |
12,805.91 |
0.382 |
12,776.33 |
LOW |
12,680.59 |
0.618 |
12,525.70 |
1.000 |
12,429.96 |
1.618 |
12,275.07 |
2.618 |
12,024.44 |
4.250 |
11,615.41 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,860.59 |
12,834.13 |
PP |
12,833.25 |
12,780.33 |
S1 |
12,805.91 |
12,726.53 |
|