Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
8,705 |
8,615 |
-90 |
-1.0% |
8,625 |
High |
8,705 |
8,745 |
40 |
0.5% |
8,740 |
Low |
8,595 |
8,585 |
-10 |
-0.1% |
8,330 |
Close |
8,635 |
8,610 |
-25 |
-0.3% |
8,690 |
Range |
110 |
160 |
50 |
45.5% |
410 |
ATR |
146 |
147 |
1 |
0.7% |
0 |
Volume |
2,472 |
3,630 |
1,158 |
46.8% |
26,716 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,127 |
9,028 |
8,698 |
|
R3 |
8,967 |
8,868 |
8,654 |
|
R2 |
8,807 |
8,807 |
8,639 |
|
R1 |
8,708 |
8,708 |
8,625 |
8,678 |
PP |
8,647 |
8,647 |
8,647 |
8,631 |
S1 |
8,548 |
8,548 |
8,595 |
8,518 |
S2 |
8,487 |
8,487 |
8,581 |
|
S3 |
8,327 |
8,388 |
8,566 |
|
S4 |
8,167 |
8,228 |
8,522 |
|
|
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 |
8,745 |
8,330 |
415 |
4.8% |
162 |
1.9% |
67% |
True |
False |
4,428 |
10 |
8,840 |
8,330 |
510 |
5.9% |
153 |
1.8% |
55% |
False |
False |
4,366 |
20 |
9,170 |
8,330 |
840 |
9.8% |
144 |
1.7% |
33% |
False |
False |
3,878 |
40 |
9,170 |
8,330 |
840 |
9.8% |
151 |
1.8% |
33% |
False |
False |
4,759 |
60 |
9,170 |
8,200 |
970 |
11.3% |
120 |
1.4% |
42% |
False |
False |
3,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,425 |
2.618 |
9,164 |
1.618 |
9,004 |
1.000 |
8,905 |
0.618 |
8,844 |
HIGH |
8,745 |
0.618 |
8,684 |
0.500 |
8,665 |
0.382 |
8,646 |
LOW |
8,585 |
0.618 |
8,486 |
1.000 |
8,425 |
1.618 |
8,326 |
2.618 |
8,166 |
4.250 |
7,905 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,665 |
8,630 |
PP |
8,647 |
8,623 |
S1 |
8,628 |
8,617 |
|