Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,800 |
8,820 |
20 |
0.2% |
8,810 |
High |
8,840 |
8,830 |
-10 |
-0.1% |
8,840 |
Low |
8,785 |
8,605 |
-180 |
-2.0% |
8,605 |
Close |
8,810 |
8,630 |
-180 |
-2.0% |
8,630 |
Range |
55 |
225 |
170 |
309.1% |
235 |
ATR |
128 |
135 |
7 |
5.4% |
0 |
Volume |
3,149 |
4,496 |
1,347 |
42.8% |
16,835 |
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,363 |
9,222 |
8,754 |
|
R3 |
9,138 |
8,997 |
8,692 |
|
R2 |
8,913 |
8,913 |
8,671 |
|
R1 |
8,772 |
8,772 |
8,651 |
8,730 |
PP |
8,688 |
8,688 |
8,688 |
8,668 |
S1 |
8,547 |
8,547 |
8,610 |
8,505 |
S2 |
8,463 |
8,463 |
8,589 |
|
S3 |
8,238 |
8,322 |
8,568 |
|
S4 |
8,013 |
8,097 |
8,506 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,397 |
9,248 |
8,759 |
|
R3 |
9,162 |
9,013 |
8,695 |
|
R2 |
8,927 |
8,927 |
8,673 |
|
R1 |
8,778 |
8,778 |
8,652 |
8,735 |
PP |
8,692 |
8,692 |
8,692 |
8,670 |
S1 |
8,543 |
8,543 |
8,609 |
8,500 |
S2 |
8,457 |
8,457 |
8,587 |
|
S3 |
8,222 |
8,308 |
8,566 |
|
S4 |
7,987 |
8,073 |
8,501 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,840 |
8,605 |
235 |
2.7% |
118 |
1.4% |
11% |
False |
True |
3,367 |
10 |
9,000 |
8,605 |
395 |
4.6% |
132 |
1.5% |
6% |
False |
True |
3,541 |
20 |
9,170 |
8,605 |
565 |
6.5% |
143 |
1.7% |
4% |
False |
True |
3,925 |
40 |
9,170 |
8,200 |
970 |
11.2% |
141 |
1.6% |
44% |
False |
False |
4,287 |
60 |
9,635 |
8,200 |
1,435 |
16.6% |
102 |
1.2% |
30% |
False |
False |
2,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,786 |
2.618 |
9,419 |
1.618 |
9,194 |
1.000 |
9,055 |
0.618 |
8,969 |
HIGH |
8,830 |
0.618 |
8,744 |
0.500 |
8,718 |
0.382 |
8,691 |
LOW |
8,605 |
0.618 |
8,466 |
1.000 |
8,380 |
1.618 |
8,241 |
2.618 |
8,016 |
4.250 |
7,649 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,718 |
8,723 |
PP |
8,688 |
8,692 |
S1 |
8,659 |
8,661 |
|