Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,710 |
8,810 |
100 |
1.1% |
9,000 |
High |
8,830 |
8,835 |
5 |
0.1% |
9,000 |
Low |
8,690 |
8,705 |
15 |
0.2% |
8,670 |
Close |
8,810 |
8,745 |
-65 |
-0.7% |
8,810 |
Range |
140 |
130 |
-10 |
-7.1% |
330 |
ATR |
142 |
141 |
-1 |
-0.6% |
0 |
Volume |
3,306 |
2,391 |
-915 |
-27.7% |
18,579 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,152 |
9,078 |
8,817 |
|
R3 |
9,022 |
8,948 |
8,781 |
|
R2 |
8,892 |
8,892 |
8,769 |
|
R1 |
8,818 |
8,818 |
8,757 |
8,790 |
PP |
8,762 |
8,762 |
8,762 |
8,748 |
S1 |
8,688 |
8,688 |
8,733 |
8,660 |
S2 |
8,632 |
8,632 |
8,721 |
|
S3 |
8,502 |
8,558 |
8,709 |
|
S4 |
8,372 |
8,428 |
8,674 |
|
|
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 |
8,980 |
8,670 |
310 |
3.5% |
145 |
1.7% |
24% |
False |
False |
3,559 |
10 |
9,170 |
8,670 |
500 |
5.7% |
138 |
1.6% |
15% |
False |
False |
3,675 |
20 |
9,170 |
8,620 |
550 |
6.3% |
146 |
1.7% |
23% |
False |
False |
4,282 |
40 |
9,170 |
8,200 |
970 |
11.1% |
135 |
1.5% |
56% |
False |
False |
3,927 |
60 |
9,635 |
8,200 |
1,435 |
16.4% |
94 |
1.1% |
38% |
False |
False |
2,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,388 |
2.618 |
9,175 |
1.618 |
9,045 |
1.000 |
8,965 |
0.618 |
8,915 |
HIGH |
8,835 |
0.618 |
8,785 |
0.500 |
8,770 |
0.382 |
8,755 |
LOW |
8,705 |
0.618 |
8,625 |
1.000 |
8,575 |
1.618 |
8,495 |
2.618 |
8,365 |
4.250 |
8,153 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,770 |
8,780 |
PP |
8,762 |
8,768 |
S1 |
8,753 |
8,757 |
|