Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,680.59 |
12,888.91 |
208.32 |
1.6% |
12,820.45 |
High |
12,931.22 |
13,117.74 |
186.52 |
1.4% |
13,117.74 |
Low |
12,680.59 |
12,888.53 |
207.94 |
1.6% |
12,521.84 |
Close |
12,887.93 |
13,075.66 |
187.73 |
1.5% |
13,075.66 |
Range |
250.63 |
229.21 |
-21.42 |
-8.5% |
595.90 |
ATR |
163.73 |
168.45 |
4.72 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,714.94 |
13,624.51 |
13,201.73 |
|
R3 |
13,485.73 |
13,395.30 |
13,138.69 |
|
R2 |
13,256.52 |
13,256.52 |
13,117.68 |
|
R1 |
13,166.09 |
13,166.09 |
13,096.67 |
13,211.31 |
PP |
13,027.31 |
13,027.31 |
13,027.31 |
13,049.92 |
S1 |
12,936.88 |
12,936.88 |
13,054.65 |
12,982.10 |
S2 |
12,798.10 |
12,798.10 |
13,033.64 |
|
S3 |
12,568.89 |
12,707.67 |
13,012.63 |
|
S4 |
12,339.68 |
12,478.46 |
12,949.59 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,692.78 |
14,480.12 |
13,403.41 |
|
R3 |
14,096.88 |
13,884.22 |
13,239.53 |
|
R2 |
13,500.98 |
13,500.98 |
13,184.91 |
|
R1 |
13,288.32 |
13,288.32 |
13,130.28 |
13,394.65 |
PP |
12,905.08 |
12,905.08 |
12,905.08 |
12,958.25 |
S1 |
12,692.42 |
12,692.42 |
13,021.04 |
12,798.75 |
S2 |
12,309.18 |
12,309.18 |
12,966.41 |
|
S3 |
11,713.28 |
12,096.52 |
12,911.79 |
|
S4 |
11,117.38 |
11,500.62 |
12,747.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,117.74 |
12,521.84 |
595.90 |
4.6% |
208.06 |
1.6% |
93% |
True |
False |
|
10 |
13,117.74 |
12,521.84 |
595.90 |
4.6% |
170.14 |
1.3% |
93% |
True |
False |
|
20 |
13,117.74 |
12,492.25 |
625.49 |
4.8% |
163.34 |
1.2% |
93% |
True |
False |
|
40 |
13,117.74 |
12,035.09 |
1,082.65 |
8.3% |
164.23 |
1.3% |
96% |
True |
False |
|
60 |
13,284.09 |
12,035.09 |
1,249.00 |
9.6% |
158.73 |
1.2% |
83% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
153.52 |
1.2% |
80% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
143.37 |
1.1% |
80% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
136.83 |
1.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,091.88 |
2.618 |
13,717.81 |
1.618 |
13,488.60 |
1.000 |
13,346.95 |
0.618 |
13,259.39 |
HIGH |
13,117.74 |
0.618 |
13,030.18 |
0.500 |
13,003.14 |
0.382 |
12,976.09 |
LOW |
12,888.53 |
0.618 |
12,746.88 |
1.000 |
12,659.32 |
1.618 |
12,517.67 |
2.618 |
12,288.46 |
4.250 |
11,914.39 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
13,051.49 |
13,006.33 |
PP |
13,027.31 |
12,937.01 |
S1 |
13,003.14 |
12,867.68 |
|