Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,820 |
8,625 |
-195 |
-2.2% |
8,810 |
High |
8,830 |
8,630 |
-200 |
-2.3% |
8,840 |
Low |
8,605 |
8,430 |
-175 |
-2.0% |
8,605 |
Close |
8,630 |
8,475 |
-155 |
-1.8% |
8,630 |
Range |
225 |
200 |
-25 |
-11.1% |
235 |
ATR |
135 |
140 |
5 |
3.4% |
0 |
Volume |
4,496 |
5,257 |
761 |
16.9% |
16,835 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,112 |
8,993 |
8,585 |
|
R3 |
8,912 |
8,793 |
8,530 |
|
R2 |
8,712 |
8,712 |
8,512 |
|
R1 |
8,593 |
8,593 |
8,493 |
8,553 |
PP |
8,512 |
8,512 |
8,512 |
8,491 |
S1 |
8,393 |
8,393 |
8,457 |
8,353 |
S2 |
8,312 |
8,312 |
8,438 |
|
S3 |
8,112 |
8,193 |
8,420 |
|
S4 |
7,912 |
7,993 |
8,365 |
|
|
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 |
8,430 |
410 |
4.8% |
132 |
1.6% |
11% |
False |
True |
3,940 |
10 |
8,980 |
8,430 |
550 |
6.5% |
139 |
1.6% |
8% |
False |
True |
3,750 |
20 |
9,170 |
8,430 |
740 |
8.7% |
147 |
1.7% |
6% |
False |
True |
4,002 |
40 |
9,170 |
8,200 |
970 |
11.4% |
145 |
1.7% |
28% |
False |
False |
4,418 |
60 |
9,635 |
8,200 |
1,435 |
16.9% |
105 |
1.2% |
19% |
False |
False |
2,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,480 |
2.618 |
9,154 |
1.618 |
8,954 |
1.000 |
8,830 |
0.618 |
8,754 |
HIGH |
8,630 |
0.618 |
8,554 |
0.500 |
8,530 |
0.382 |
8,507 |
LOW |
8,430 |
0.618 |
8,307 |
1.000 |
8,230 |
1.618 |
8,107 |
2.618 |
7,907 |
4.250 |
7,580 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,530 |
8,635 |
PP |
8,512 |
8,582 |
S1 |
8,493 |
8,528 |
|