Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,490 |
8,375 |
-115 |
-1.4% |
8,810 |
High |
8,520 |
8,450 |
-70 |
-0.8% |
8,840 |
Low |
8,375 |
8,330 |
-45 |
-0.5% |
8,605 |
Close |
8,405 |
8,415 |
10 |
0.1% |
8,630 |
Range |
145 |
120 |
-25 |
-17.2% |
235 |
ATR |
140 |
139 |
-1 |
-1.0% |
0 |
Volume |
5,419 |
5,423 |
4 |
0.1% |
16,835 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,758 |
8,707 |
8,481 |
|
R3 |
8,638 |
8,587 |
8,448 |
|
R2 |
8,518 |
8,518 |
8,437 |
|
R1 |
8,467 |
8,467 |
8,426 |
8,493 |
PP |
8,398 |
8,398 |
8,398 |
8,411 |
S1 |
8,347 |
8,347 |
8,404 |
8,373 |
S2 |
8,278 |
8,278 |
8,393 |
|
S3 |
8,158 |
8,227 |
8,382 |
|
S4 |
8,038 |
8,107 |
8,349 |
|
|
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 |
8,330 |
510 |
6.1% |
149 |
1.8% |
17% |
False |
True |
4,748 |
10 |
8,890 |
8,330 |
560 |
6.7% |
142 |
1.7% |
15% |
False |
True |
4,011 |
20 |
9,170 |
8,330 |
840 |
10.0% |
144 |
1.7% |
10% |
False |
True |
4,076 |
40 |
9,170 |
8,200 |
970 |
11.5% |
148 |
1.8% |
22% |
False |
False |
4,687 |
60 |
9,490 |
8,200 |
1,290 |
15.3% |
108 |
1.3% |
17% |
False |
False |
3,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,960 |
2.618 |
8,764 |
1.618 |
8,644 |
1.000 |
8,570 |
0.618 |
8,524 |
HIGH |
8,450 |
0.618 |
8,404 |
0.500 |
8,390 |
0.382 |
8,376 |
LOW |
8,330 |
0.618 |
8,256 |
1.000 |
8,210 |
1.618 |
8,136 |
2.618 |
8,016 |
4.250 |
7,820 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,407 |
8,480 |
PP |
8,398 |
8,458 |
S1 |
8,390 |
8,437 |
|