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 |
4,080.0 |
4,059.0 |
-21.0 |
-0.5% |
4,082.0 |
High |
4,101.0 |
4,085.0 |
-16.0 |
-0.4% |
4,181.0 |
Low |
4,073.0 |
4,033.0 |
-40.0 |
-1.0% |
4,062.0 |
Close |
4,085.0 |
4,082.0 |
-3.0 |
-0.1% |
4,165.0 |
Range |
28.0 |
52.0 |
24.0 |
85.7% |
119.0 |
ATR |
46.3 |
46.7 |
0.4 |
0.9% |
0.0 |
Volume |
20,836 |
24,097 |
3,261 |
15.7% |
114,772 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,222.7 |
4,204.3 |
4,110.6 |
|
R3 |
4,170.7 |
4,152.3 |
4,096.3 |
|
R2 |
4,118.7 |
4,118.7 |
4,091.5 |
|
R1 |
4,100.3 |
4,100.3 |
4,086.8 |
4,109.5 |
PP |
4,066.7 |
4,066.7 |
4,066.7 |
4,071.3 |
S1 |
4,048.3 |
4,048.3 |
4,077.2 |
4,057.5 |
S2 |
4,014.7 |
4,014.7 |
4,072.5 |
|
S3 |
3,962.7 |
3,996.3 |
4,067.7 |
|
S4 |
3,910.7 |
3,944.3 |
4,053.4 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.0 |
4,448.0 |
4,230.5 |
|
R3 |
4,374.0 |
4,329.0 |
4,197.7 |
|
R2 |
4,255.0 |
4,255.0 |
4,186.8 |
|
R1 |
4,210.0 |
4,210.0 |
4,175.9 |
4,232.5 |
PP |
4,136.0 |
4,136.0 |
4,136.0 |
4,147.3 |
S1 |
4,091.0 |
4,091.0 |
4,154.1 |
4,113.5 |
S2 |
4,017.0 |
4,017.0 |
4,143.2 |
|
S3 |
3,898.0 |
3,972.0 |
4,132.3 |
|
S4 |
3,779.0 |
3,853.0 |
4,099.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,181.0 |
4,033.0 |
148.0 |
3.6% |
42.6 |
1.0% |
33% |
False |
True |
24,418 |
10 |
4,181.0 |
4,025.0 |
156.0 |
3.8% |
41.8 |
1.0% |
37% |
False |
False |
23,243 |
20 |
4,181.0 |
3,996.0 |
185.0 |
4.5% |
38.9 |
1.0% |
46% |
False |
False |
22,106 |
40 |
4,181.0 |
3,950.0 |
231.0 |
5.7% |
37.2 |
0.9% |
57% |
False |
False |
20,527 |
60 |
4,403.0 |
3,950.0 |
453.0 |
11.1% |
33.7 |
0.8% |
29% |
False |
False |
13,752 |
80 |
4,410.0 |
3,950.0 |
460.0 |
11.3% |
29.4 |
0.7% |
29% |
False |
False |
10,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,306.0 |
2.618 |
4,221.1 |
1.618 |
4,169.1 |
1.000 |
4,137.0 |
0.618 |
4,117.1 |
HIGH |
4,085.0 |
0.618 |
4,065.1 |
0.500 |
4,059.0 |
0.382 |
4,052.9 |
LOW |
4,033.0 |
0.618 |
4,000.9 |
1.000 |
3,981.0 |
1.618 |
3,948.9 |
2.618 |
3,896.9 |
4.250 |
3,812.0 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
4,074.3 |
4,087.0 |
PP |
4,066.7 |
4,085.3 |
S1 |
4,059.0 |
4,083.7 |
|