Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,545 |
8,705 |
160 |
1.9% |
8,625 |
High |
8,740 |
8,705 |
-35 |
-0.4% |
8,740 |
Low |
8,515 |
8,595 |
80 |
0.9% |
8,330 |
Close |
8,690 |
8,635 |
-55 |
-0.6% |
8,690 |
Range |
225 |
110 |
-115 |
-51.1% |
410 |
ATR |
149 |
146 |
-3 |
-1.9% |
0 |
Volume |
5,027 |
2,472 |
-2,555 |
-50.8% |
26,716 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,975 |
8,915 |
8,696 |
|
R3 |
8,865 |
8,805 |
8,665 |
|
R2 |
8,755 |
8,755 |
8,655 |
|
R1 |
8,695 |
8,695 |
8,645 |
8,670 |
PP |
8,645 |
8,645 |
8,645 |
8,633 |
S1 |
8,585 |
8,585 |
8,625 |
8,560 |
S2 |
8,535 |
8,535 |
8,615 |
|
S3 |
8,425 |
8,475 |
8,605 |
|
S4 |
8,315 |
8,365 |
8,575 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,817 |
9,663 |
8,916 |
|
R3 |
9,407 |
9,253 |
8,803 |
|
R2 |
8,997 |
8,997 |
8,765 |
|
R1 |
8,843 |
8,843 |
8,728 |
8,920 |
PP |
8,587 |
8,587 |
8,587 |
8,625 |
S1 |
8,433 |
8,433 |
8,653 |
8,510 |
S2 |
8,177 |
8,177 |
8,615 |
|
S3 |
7,767 |
8,023 |
8,577 |
|
S4 |
7,357 |
7,613 |
8,465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,740 |
8,330 |
410 |
4.7% |
159 |
1.8% |
74% |
False |
False |
4,786 |
10 |
8,840 |
8,330 |
510 |
5.9% |
146 |
1.7% |
60% |
False |
False |
4,363 |
20 |
9,170 |
8,330 |
840 |
9.7% |
142 |
1.6% |
36% |
False |
False |
4,019 |
40 |
9,170 |
8,200 |
970 |
11.2% |
152 |
1.8% |
45% |
False |
False |
4,998 |
60 |
9,275 |
8,200 |
1,075 |
12.4% |
117 |
1.4% |
40% |
False |
False |
3,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,173 |
2.618 |
8,993 |
1.618 |
8,883 |
1.000 |
8,815 |
0.618 |
8,773 |
HIGH |
8,705 |
0.618 |
8,663 |
0.500 |
8,650 |
0.382 |
8,637 |
LOW |
8,595 |
0.618 |
8,527 |
1.000 |
8,485 |
1.618 |
8,417 |
2.618 |
8,307 |
4.250 |
8,128 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,650 |
8,608 |
PP |
8,645 |
8,582 |
S1 |
8,640 |
8,555 |
|