Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
13,075.35 |
13,071.72 |
-3.63 |
0.0% |
12,820.45 |
High |
13,128.64 |
13,082.66 |
-45.98 |
-0.4% |
13,117.74 |
Low |
13,042.85 |
13,006.48 |
-36.37 |
-0.3% |
12,521.84 |
Close |
13,073.01 |
13,008.68 |
-64.33 |
-0.5% |
13,075.66 |
Range |
85.79 |
76.18 |
-9.61 |
-11.2% |
595.90 |
ATR |
162.55 |
156.38 |
-6.17 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,261.15 |
13,211.09 |
13,050.58 |
|
R3 |
13,184.97 |
13,134.91 |
13,029.63 |
|
R2 |
13,108.79 |
13,108.79 |
13,022.65 |
|
R1 |
13,058.73 |
13,058.73 |
13,015.66 |
13,045.67 |
PP |
13,032.61 |
13,032.61 |
13,032.61 |
13,026.08 |
S1 |
12,982.55 |
12,982.55 |
13,001.70 |
12,969.49 |
S2 |
12,956.43 |
12,956.43 |
12,994.71 |
|
S3 |
12,880.25 |
12,906.37 |
12,987.73 |
|
S4 |
12,804.07 |
12,830.19 |
12,966.78 |
|
|
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 |
12,617.62 |
511.02 |
3.9% |
151.39 |
1.2% |
77% |
False |
False |
|
10 |
13,128.64 |
12,521.84 |
606.80 |
4.7% |
158.97 |
1.2% |
80% |
False |
False |
|
20 |
13,128.64 |
12,492.25 |
636.39 |
4.9% |
152.32 |
1.2% |
81% |
False |
False |
|
40 |
13,128.64 |
12,072.17 |
1,056.47 |
8.1% |
158.46 |
1.2% |
89% |
False |
False |
|
60 |
13,128.64 |
12,035.09 |
1,093.55 |
8.4% |
156.58 |
1.2% |
89% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
152.38 |
1.2% |
75% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
142.91 |
1.1% |
75% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
136.54 |
1.0% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,406.43 |
2.618 |
13,282.10 |
1.618 |
13,205.92 |
1.000 |
13,158.84 |
0.618 |
13,129.74 |
HIGH |
13,082.66 |
0.618 |
13,053.56 |
0.500 |
13,044.57 |
0.382 |
13,035.58 |
LOW |
13,006.48 |
0.618 |
12,959.40 |
1.000 |
12,930.30 |
1.618 |
12,883.22 |
2.618 |
12,807.04 |
4.250 |
12,682.72 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
13,044.57 |
13,008.65 |
PP |
13,032.61 |
13,008.62 |
S1 |
13,020.64 |
13,008.59 |
|