Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,375 |
8,425 |
50 |
0.6% |
8,810 |
High |
8,450 |
8,565 |
115 |
1.4% |
8,840 |
Low |
8,330 |
8,370 |
40 |
0.5% |
8,605 |
Close |
8,415 |
8,535 |
120 |
1.4% |
8,630 |
Range |
120 |
195 |
75 |
62.5% |
235 |
ATR |
139 |
143 |
4 |
2.9% |
0 |
Volume |
5,423 |
5,590 |
167 |
3.1% |
16,835 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,075 |
9,000 |
8,642 |
|
R3 |
8,880 |
8,805 |
8,589 |
|
R2 |
8,685 |
8,685 |
8,571 |
|
R1 |
8,610 |
8,610 |
8,553 |
8,648 |
PP |
8,490 |
8,490 |
8,490 |
8,509 |
S1 |
8,415 |
8,415 |
8,517 |
8,453 |
S2 |
8,295 |
8,295 |
8,499 |
|
S3 |
8,100 |
8,220 |
8,482 |
|
S4 |
7,905 |
8,025 |
8,428 |
|
|
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 |
8,830 |
8,330 |
500 |
5.9% |
177 |
2.1% |
41% |
False |
False |
5,237 |
10 |
8,840 |
8,330 |
510 |
6.0% |
139 |
1.6% |
40% |
False |
False |
4,183 |
20 |
9,170 |
8,330 |
840 |
9.8% |
146 |
1.7% |
24% |
False |
False |
4,164 |
40 |
9,170 |
8,200 |
970 |
11.4% |
151 |
1.8% |
35% |
False |
False |
4,825 |
60 |
9,405 |
8,200 |
1,205 |
14.1% |
112 |
1.3% |
28% |
False |
False |
3,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,394 |
2.618 |
9,076 |
1.618 |
8,881 |
1.000 |
8,760 |
0.618 |
8,686 |
HIGH |
8,565 |
0.618 |
8,491 |
0.500 |
8,468 |
0.382 |
8,445 |
LOW |
8,370 |
0.618 |
8,250 |
1.000 |
8,175 |
1.618 |
8,055 |
2.618 |
7,860 |
4.250 |
7,541 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,513 |
8,506 |
PP |
8,490 |
8,477 |
S1 |
8,468 |
8,448 |
|