Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,650 |
12,739 |
89 |
0.7% |
12,708 |
High |
12,766 |
12,867 |
101 |
0.8% |
12,767 |
Low |
12,578 |
12,686 |
108 |
0.9% |
12,425 |
Close |
12,737 |
12,860 |
123 |
1.0% |
12,712 |
Range |
188 |
181 |
-7 |
-3.7% |
342 |
ATR |
173 |
173 |
1 |
0.3% |
0 |
Volume |
128,911 |
107,062 |
-21,849 |
-16.9% |
629,424 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,347 |
13,285 |
12,960 |
|
R3 |
13,166 |
13,104 |
12,910 |
|
R2 |
12,985 |
12,985 |
12,893 |
|
R1 |
12,923 |
12,923 |
12,877 |
12,954 |
PP |
12,804 |
12,804 |
12,804 |
12,820 |
S1 |
12,742 |
12,742 |
12,844 |
12,773 |
S2 |
12,623 |
12,623 |
12,827 |
|
S3 |
12,442 |
12,561 |
12,810 |
|
S4 |
12,261 |
12,380 |
12,761 |
|
|
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 |
12,867 |
12,425 |
442 |
3.4% |
165 |
1.3% |
98% |
True |
False |
113,766 |
10 |
12,917 |
12,425 |
492 |
3.8% |
168 |
1.3% |
88% |
False |
False |
109,851 |
20 |
12,917 |
12,376 |
541 |
4.2% |
173 |
1.3% |
89% |
False |
False |
116,831 |
40 |
12,917 |
11,884 |
1,033 |
8.0% |
179 |
1.4% |
94% |
False |
False |
88,062 |
60 |
13,213 |
11,884 |
1,329 |
10.3% |
156 |
1.2% |
73% |
False |
False |
58,750 |
80 |
13,213 |
11,884 |
1,329 |
10.3% |
138 |
1.1% |
73% |
False |
False |
44,064 |
100 |
13,213 |
11,884 |
1,329 |
10.3% |
125 |
1.0% |
73% |
False |
False |
35,255 |
120 |
13,213 |
11,884 |
1,329 |
10.3% |
107 |
0.8% |
73% |
False |
False |
29,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,636 |
2.618 |
13,341 |
1.618 |
13,160 |
1.000 |
13,048 |
0.618 |
12,979 |
HIGH |
12,867 |
0.618 |
12,798 |
0.500 |
12,777 |
0.382 |
12,755 |
LOW |
12,686 |
0.618 |
12,574 |
1.000 |
12,505 |
1.618 |
12,393 |
2.618 |
12,212 |
4.250 |
11,917 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,832 |
12,814 |
PP |
12,804 |
12,768 |
S1 |
12,777 |
12,723 |
|