Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,820 |
8,800 |
-20 |
-0.2% |
9,000 |
High |
8,820 |
8,840 |
20 |
0.2% |
9,000 |
Low |
8,725 |
8,785 |
60 |
0.7% |
8,670 |
Close |
8,785 |
8,810 |
25 |
0.3% |
8,810 |
Range |
95 |
55 |
-40 |
-42.1% |
330 |
ATR |
134 |
128 |
-6 |
-4.2% |
0 |
Volume |
3,199 |
3,149 |
-50 |
-1.6% |
18,579 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,977 |
8,948 |
8,840 |
|
R3 |
8,922 |
8,893 |
8,825 |
|
R2 |
8,867 |
8,867 |
8,820 |
|
R1 |
8,838 |
8,838 |
8,815 |
8,853 |
PP |
8,812 |
8,812 |
8,812 |
8,819 |
S1 |
8,783 |
8,783 |
8,805 |
8,798 |
S2 |
8,757 |
8,757 |
8,800 |
|
S3 |
8,702 |
8,728 |
8,795 |
|
S4 |
8,647 |
8,673 |
8,780 |
|
|
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 |
8,840 |
8,690 |
150 |
1.7% |
101 |
1.1% |
80% |
True |
False |
3,129 |
10 |
9,090 |
8,670 |
420 |
4.8% |
124 |
1.4% |
33% |
False |
False |
3,505 |
20 |
9,170 |
8,620 |
550 |
6.2% |
140 |
1.6% |
35% |
False |
False |
4,022 |
40 |
9,170 |
8,200 |
970 |
11.0% |
138 |
1.6% |
63% |
False |
False |
4,174 |
60 |
9,635 |
8,200 |
1,435 |
16.3% |
98 |
1.1% |
43% |
False |
False |
2,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,074 |
2.618 |
8,984 |
1.618 |
8,929 |
1.000 |
8,895 |
0.618 |
8,874 |
HIGH |
8,840 |
0.618 |
8,819 |
0.500 |
8,813 |
0.382 |
8,806 |
LOW |
8,785 |
0.618 |
8,751 |
1.000 |
8,730 |
1.618 |
8,696 |
2.618 |
8,641 |
4.250 |
8,551 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,813 |
8,801 |
PP |
8,812 |
8,792 |
S1 |
8,811 |
8,783 |
|