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 |
4,137.0 |
4,215.0 |
78.0 |
1.9% |
4,140.0 |
High |
4,178.0 |
4,220.0 |
42.0 |
1.0% |
4,178.0 |
Low |
4,134.0 |
4,201.0 |
67.0 |
1.6% |
4,033.0 |
Close |
4,173.0 |
4,208.0 |
35.0 |
0.8% |
4,173.0 |
Range |
44.0 |
19.0 |
-25.0 |
-56.8% |
145.0 |
ATR |
47.8 |
47.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
24,839 |
24,561 |
-278 |
-1.1% |
117,979 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,266.7 |
4,256.3 |
4,218.5 |
|
R3 |
4,247.7 |
4,237.3 |
4,213.2 |
|
R2 |
4,228.7 |
4,228.7 |
4,211.5 |
|
R1 |
4,218.3 |
4,218.3 |
4,209.7 |
4,214.0 |
PP |
4,209.7 |
4,209.7 |
4,209.7 |
4,207.5 |
S1 |
4,199.3 |
4,199.3 |
4,206.3 |
4,195.0 |
S2 |
4,190.7 |
4,190.7 |
4,204.5 |
|
S3 |
4,171.7 |
4,180.3 |
4,202.8 |
|
S4 |
4,152.7 |
4,161.3 |
4,197.6 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.0 |
4,513.0 |
4,252.8 |
|
R3 |
4,418.0 |
4,368.0 |
4,212.9 |
|
R2 |
4,273.0 |
4,273.0 |
4,199.6 |
|
R1 |
4,223.0 |
4,223.0 |
4,186.3 |
4,248.0 |
PP |
4,128.0 |
4,128.0 |
4,128.0 |
4,140.5 |
S1 |
4,078.0 |
4,078.0 |
4,159.7 |
4,103.0 |
S2 |
3,983.0 |
3,983.0 |
4,146.4 |
|
S3 |
3,838.0 |
3,933.0 |
4,133.1 |
|
S4 |
3,693.0 |
3,788.0 |
4,093.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,220.0 |
4,033.0 |
187.0 |
4.4% |
35.2 |
0.8% |
94% |
True |
False |
22,497 |
10 |
4,220.0 |
4,033.0 |
187.0 |
4.4% |
39.6 |
0.9% |
94% |
True |
False |
24,043 |
20 |
4,220.0 |
4,025.0 |
195.0 |
4.6% |
35.5 |
0.8% |
94% |
True |
False |
21,194 |
40 |
4,220.0 |
3,950.0 |
270.0 |
6.4% |
37.2 |
0.9% |
96% |
True |
False |
22,206 |
60 |
4,297.0 |
3,950.0 |
347.0 |
8.2% |
34.8 |
0.8% |
74% |
False |
False |
14,877 |
80 |
4,410.0 |
3,950.0 |
460.0 |
10.9% |
29.9 |
0.7% |
56% |
False |
False |
11,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,300.8 |
2.618 |
4,269.7 |
1.618 |
4,250.7 |
1.000 |
4,239.0 |
0.618 |
4,231.7 |
HIGH |
4,220.0 |
0.618 |
4,212.7 |
0.500 |
4,210.5 |
0.382 |
4,208.3 |
LOW |
4,201.0 |
0.618 |
4,189.3 |
1.000 |
4,182.0 |
1.618 |
4,170.3 |
2.618 |
4,151.3 |
4.250 |
4,120.3 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
4,210.5 |
4,188.3 |
PP |
4,209.7 |
4,168.7 |
S1 |
4,208.8 |
4,149.0 |
|