Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,625 |
8,490 |
-135 |
-1.6% |
8,810 |
High |
8,630 |
8,520 |
-110 |
-1.3% |
8,840 |
Low |
8,430 |
8,375 |
-55 |
-0.7% |
8,605 |
Close |
8,475 |
8,405 |
-70 |
-0.8% |
8,630 |
Range |
200 |
145 |
-55 |
-27.5% |
235 |
ATR |
140 |
140 |
0 |
0.3% |
0 |
Volume |
5,257 |
5,419 |
162 |
3.1% |
16,835 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,868 |
8,782 |
8,485 |
|
R3 |
8,723 |
8,637 |
8,445 |
|
R2 |
8,578 |
8,578 |
8,432 |
|
R1 |
8,492 |
8,492 |
8,418 |
8,463 |
PP |
8,433 |
8,433 |
8,433 |
8,419 |
S1 |
8,347 |
8,347 |
8,392 |
8,318 |
S2 |
8,288 |
8,288 |
8,379 |
|
S3 |
8,143 |
8,202 |
8,365 |
|
S4 |
7,998 |
8,057 |
8,325 |
|
|
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 |
8,375 |
465 |
5.5% |
144 |
1.7% |
6% |
False |
True |
4,304 |
10 |
8,895 |
8,375 |
520 |
6.2% |
138 |
1.6% |
6% |
False |
True |
3,815 |
20 |
9,170 |
8,375 |
795 |
9.5% |
143 |
1.7% |
4% |
False |
True |
3,989 |
40 |
9,170 |
8,200 |
970 |
11.5% |
148 |
1.8% |
21% |
False |
False |
4,553 |
60 |
9,550 |
8,200 |
1,350 |
16.1% |
106 |
1.3% |
15% |
False |
False |
3,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,136 |
2.618 |
8,900 |
1.618 |
8,755 |
1.000 |
8,665 |
0.618 |
8,610 |
HIGH |
8,520 |
0.618 |
8,465 |
0.500 |
8,448 |
0.382 |
8,431 |
LOW |
8,375 |
0.618 |
8,286 |
1.000 |
8,230 |
1.618 |
8,141 |
2.618 |
7,996 |
4.250 |
7,759 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,448 |
8,603 |
PP |
8,433 |
8,537 |
S1 |
8,419 |
8,471 |
|