Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,888.91 |
13,075.35 |
186.44 |
1.4% |
12,820.45 |
High |
13,117.74 |
13,128.64 |
10.90 |
0.1% |
13,117.74 |
Low |
12,888.53 |
13,042.85 |
154.32 |
1.2% |
12,521.84 |
Close |
13,075.66 |
13,073.01 |
-2.65 |
0.0% |
13,075.66 |
Range |
229.21 |
85.79 |
-143.42 |
-62.6% |
595.90 |
ATR |
168.45 |
162.55 |
-5.90 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,338.87 |
13,291.73 |
13,120.19 |
|
R3 |
13,253.08 |
13,205.94 |
13,096.60 |
|
R2 |
13,167.29 |
13,167.29 |
13,088.74 |
|
R1 |
13,120.15 |
13,120.15 |
13,080.87 |
13,100.83 |
PP |
13,081.50 |
13,081.50 |
13,081.50 |
13,071.84 |
S1 |
13,034.36 |
13,034.36 |
13,065.15 |
13,015.04 |
S2 |
12,995.71 |
12,995.71 |
13,057.28 |
|
S3 |
12,909.92 |
12,948.57 |
13,049.42 |
|
S4 |
12,824.13 |
12,862.78 |
13,025.83 |
|
|
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 |
13,128.64 |
12,521.84 |
606.80 |
4.6% |
177.81 |
1.4% |
91% |
True |
False |
|
10 |
13,128.64 |
12,521.84 |
606.80 |
4.6% |
169.77 |
1.3% |
91% |
True |
False |
|
20 |
13,128.64 |
12,492.25 |
636.39 |
4.9% |
153.84 |
1.2% |
91% |
True |
False |
|
40 |
13,128.64 |
12,035.09 |
1,093.55 |
8.4% |
159.28 |
1.2% |
95% |
True |
False |
|
60 |
13,205.00 |
12,035.09 |
1,169.91 |
8.9% |
158.35 |
1.2% |
89% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
152.37 |
1.2% |
80% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
143.17 |
1.1% |
80% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
136.53 |
1.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,493.25 |
2.618 |
13,353.24 |
1.618 |
13,267.45 |
1.000 |
13,214.43 |
0.618 |
13,181.66 |
HIGH |
13,128.64 |
0.618 |
13,095.87 |
0.500 |
13,085.75 |
0.382 |
13,075.62 |
LOW |
13,042.85 |
0.618 |
12,989.83 |
1.000 |
12,957.06 |
1.618 |
12,904.04 |
2.618 |
12,818.25 |
4.250 |
12,678.24 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
13,085.75 |
13,016.88 |
PP |
13,081.50 |
12,960.75 |
S1 |
13,077.26 |
12,904.62 |
|