Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,890 |
8,710 |
-180 |
-2.0% |
9,000 |
High |
8,890 |
8,830 |
-60 |
-0.7% |
9,000 |
Low |
8,670 |
8,690 |
20 |
0.2% |
8,670 |
Close |
8,720 |
8,810 |
90 |
1.0% |
8,810 |
Range |
220 |
140 |
-80 |
-36.4% |
330 |
ATR |
142 |
142 |
0 |
-0.1% |
0 |
Volume |
3,879 |
3,306 |
-573 |
-14.8% |
18,579 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,197 |
9,143 |
8,887 |
|
R3 |
9,057 |
9,003 |
8,849 |
|
R2 |
8,917 |
8,917 |
8,836 |
|
R1 |
8,863 |
8,863 |
8,823 |
8,890 |
PP |
8,777 |
8,777 |
8,777 |
8,790 |
S1 |
8,723 |
8,723 |
8,797 |
8,750 |
S2 |
8,637 |
8,637 |
8,784 |
|
S3 |
8,497 |
8,583 |
8,772 |
|
S4 |
8,357 |
8,443 |
8,733 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,817 |
9,643 |
8,992 |
|
R3 |
9,487 |
9,313 |
8,901 |
|
R2 |
9,157 |
9,157 |
8,871 |
|
R1 |
8,983 |
8,983 |
8,840 |
8,905 |
PP |
8,827 |
8,827 |
8,827 |
8,788 |
S1 |
8,653 |
8,653 |
8,780 |
8,575 |
S2 |
8,497 |
8,497 |
8,750 |
|
S3 |
8,167 |
8,323 |
8,719 |
|
S4 |
7,837 |
7,993 |
8,629 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,000 |
8,670 |
330 |
3.7% |
145 |
1.6% |
42% |
False |
False |
3,715 |
10 |
9,170 |
8,670 |
500 |
5.7% |
157 |
1.8% |
28% |
False |
False |
4,037 |
20 |
9,170 |
8,555 |
615 |
7.0% |
144 |
1.6% |
41% |
False |
False |
4,399 |
40 |
9,170 |
8,200 |
970 |
11.0% |
132 |
1.5% |
63% |
False |
False |
3,867 |
60 |
9,635 |
8,200 |
1,435 |
16.3% |
92 |
1.0% |
43% |
False |
False |
2,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,425 |
2.618 |
9,197 |
1.618 |
9,057 |
1.000 |
8,970 |
0.618 |
8,917 |
HIGH |
8,830 |
0.618 |
8,777 |
0.500 |
8,760 |
0.382 |
8,744 |
LOW |
8,690 |
0.618 |
8,604 |
1.000 |
8,550 |
1.618 |
8,464 |
2.618 |
8,324 |
4.250 |
8,095 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,793 |
8,801 |
PP |
8,777 |
8,792 |
S1 |
8,760 |
8,783 |
|