Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,740 |
8,820 |
80 |
0.9% |
9,000 |
High |
8,815 |
8,820 |
5 |
0.1% |
9,000 |
Low |
8,730 |
8,725 |
-5 |
-0.1% |
8,670 |
Close |
8,790 |
8,785 |
-5 |
-0.1% |
8,810 |
Range |
85 |
95 |
10 |
11.8% |
330 |
ATR |
137 |
134 |
-3 |
-2.2% |
0 |
Volume |
3,600 |
3,199 |
-401 |
-11.1% |
18,579 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,062 |
9,018 |
8,837 |
|
R3 |
8,967 |
8,923 |
8,811 |
|
R2 |
8,872 |
8,872 |
8,803 |
|
R1 |
8,828 |
8,828 |
8,794 |
8,803 |
PP |
8,777 |
8,777 |
8,777 |
8,764 |
S1 |
8,733 |
8,733 |
8,776 |
8,708 |
S2 |
8,682 |
8,682 |
8,768 |
|
S3 |
8,587 |
8,638 |
8,759 |
|
S4 |
8,492 |
8,543 |
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 |
8,890 |
8,670 |
220 |
2.5% |
134 |
1.5% |
52% |
False |
False |
3,275 |
10 |
9,170 |
8,670 |
500 |
5.7% |
131 |
1.5% |
23% |
False |
False |
3,706 |
20 |
9,170 |
8,620 |
550 |
6.3% |
143 |
1.6% |
30% |
False |
False |
4,187 |
40 |
9,170 |
8,200 |
970 |
11.0% |
138 |
1.6% |
60% |
False |
False |
4,095 |
60 |
9,635 |
8,200 |
1,435 |
16.3% |
97 |
1.1% |
41% |
False |
False |
2,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,224 |
2.618 |
9,069 |
1.618 |
8,974 |
1.000 |
8,915 |
0.618 |
8,879 |
HIGH |
8,820 |
0.618 |
8,784 |
0.500 |
8,773 |
0.382 |
8,761 |
LOW |
8,725 |
0.618 |
8,666 |
1.000 |
8,630 |
1.618 |
8,571 |
2.618 |
8,476 |
4.250 |
8,321 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,781 |
8,780 |
PP |
8,777 |
8,775 |
S1 |
8,773 |
8,770 |
|