Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,538 |
12,500 |
-38 |
-0.3% |
12,708 |
High |
12,564 |
12,723 |
159 |
1.3% |
12,767 |
Low |
12,425 |
12,500 |
75 |
0.6% |
12,425 |
Close |
12,502 |
12,712 |
210 |
1.7% |
12,712 |
Range |
139 |
223 |
84 |
60.4% |
342 |
ATR |
174 |
178 |
3 |
2.0% |
0 |
Volume |
125,958 |
116,885 |
-9,073 |
-7.2% |
629,424 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,314 |
13,236 |
12,835 |
|
R3 |
13,091 |
13,013 |
12,773 |
|
R2 |
12,868 |
12,868 |
12,753 |
|
R1 |
12,790 |
12,790 |
12,733 |
12,829 |
PP |
12,645 |
12,645 |
12,645 |
12,665 |
S1 |
12,567 |
12,567 |
12,692 |
12,606 |
S2 |
12,422 |
12,422 |
12,671 |
|
S3 |
12,199 |
12,344 |
12,651 |
|
S4 |
11,976 |
12,121 |
12,589 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,661 |
13,528 |
12,900 |
|
R3 |
13,319 |
13,186 |
12,806 |
|
R2 |
12,977 |
12,977 |
12,775 |
|
R1 |
12,844 |
12,844 |
12,743 |
12,911 |
PP |
12,635 |
12,635 |
12,635 |
12,668 |
S1 |
12,502 |
12,502 |
12,681 |
12,569 |
S2 |
12,293 |
12,293 |
12,649 |
|
S3 |
11,951 |
12,160 |
12,618 |
|
S4 |
11,609 |
11,818 |
12,524 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,767 |
12,425 |
342 |
2.7% |
173 |
1.4% |
84% |
False |
False |
125,884 |
10 |
12,917 |
12,425 |
492 |
3.9% |
182 |
1.4% |
58% |
False |
False |
103,414 |
20 |
12,917 |
12,376 |
541 |
4.3% |
174 |
1.4% |
62% |
False |
False |
117,793 |
40 |
12,917 |
11,884 |
1,033 |
8.1% |
181 |
1.4% |
80% |
False |
False |
79,944 |
60 |
13,213 |
11,884 |
1,329 |
10.5% |
152 |
1.2% |
62% |
False |
False |
53,317 |
80 |
13,213 |
11,884 |
1,329 |
10.5% |
137 |
1.1% |
62% |
False |
False |
39,990 |
100 |
13,213 |
11,884 |
1,329 |
10.5% |
121 |
1.0% |
62% |
False |
False |
31,996 |
120 |
13,213 |
11,884 |
1,329 |
10.5% |
104 |
0.8% |
62% |
False |
False |
26,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,671 |
2.618 |
13,307 |
1.618 |
13,084 |
1.000 |
12,946 |
0.618 |
12,861 |
HIGH |
12,723 |
0.618 |
12,638 |
0.500 |
12,612 |
0.382 |
12,585 |
LOW |
12,500 |
0.618 |
12,362 |
1.000 |
12,277 |
1.618 |
12,139 |
2.618 |
11,916 |
4.250 |
11,552 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,679 |
12,666 |
PP |
12,645 |
12,620 |
S1 |
12,612 |
12,574 |
|