Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,845 |
8,890 |
45 |
0.5% |
9,125 |
High |
8,895 |
8,890 |
-5 |
-0.1% |
9,170 |
Low |
8,815 |
8,670 |
-145 |
-1.6% |
8,940 |
Close |
8,875 |
8,720 |
-155 |
-1.7% |
9,015 |
Range |
80 |
220 |
140 |
175.0% |
230 |
ATR |
136 |
142 |
6 |
4.4% |
0 |
Volume |
3,458 |
3,879 |
421 |
12.2% |
15,780 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,420 |
9,290 |
8,841 |
|
R3 |
9,200 |
9,070 |
8,781 |
|
R2 |
8,980 |
8,980 |
8,760 |
|
R1 |
8,850 |
8,850 |
8,740 |
8,805 |
PP |
8,760 |
8,760 |
8,760 |
8,738 |
S1 |
8,630 |
8,630 |
8,700 |
8,585 |
S2 |
8,540 |
8,540 |
8,680 |
|
S3 |
8,320 |
8,410 |
8,660 |
|
S4 |
8,100 |
8,190 |
8,599 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,732 |
9,603 |
9,142 |
|
R3 |
9,502 |
9,373 |
9,078 |
|
R2 |
9,272 |
9,272 |
9,057 |
|
R1 |
9,143 |
9,143 |
9,036 |
9,093 |
PP |
9,042 |
9,042 |
9,042 |
9,016 |
S1 |
8,913 |
8,913 |
8,994 |
8,863 |
S2 |
8,812 |
8,812 |
8,973 |
|
S3 |
8,582 |
8,683 |
8,952 |
|
S4 |
8,352 |
8,453 |
8,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,090 |
8,670 |
420 |
4.8% |
147 |
1.7% |
12% |
False |
True |
3,881 |
10 |
9,170 |
8,670 |
500 |
5.7% |
154 |
1.8% |
10% |
False |
True |
4,145 |
20 |
9,170 |
8,510 |
660 |
7.6% |
142 |
1.6% |
32% |
False |
False |
4,521 |
40 |
9,170 |
8,200 |
970 |
11.1% |
128 |
1.5% |
54% |
False |
False |
3,784 |
60 |
9,635 |
8,200 |
1,435 |
16.5% |
90 |
1.0% |
36% |
False |
False |
2,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,825 |
2.618 |
9,466 |
1.618 |
9,246 |
1.000 |
9,110 |
0.618 |
9,026 |
HIGH |
8,890 |
0.618 |
8,806 |
0.500 |
8,780 |
0.382 |
8,754 |
LOW |
8,670 |
0.618 |
8,534 |
1.000 |
8,450 |
1.618 |
8,314 |
2.618 |
8,094 |
4.250 |
7,735 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,780 |
8,825 |
PP |
8,760 |
8,790 |
S1 |
8,740 |
8,755 |
|