Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,739 |
12,862 |
123 |
1.0% |
12,708 |
High |
12,867 |
12,936 |
69 |
0.5% |
12,767 |
Low |
12,686 |
12,835 |
149 |
1.2% |
12,425 |
Close |
12,860 |
12,880 |
20 |
0.2% |
12,712 |
Range |
181 |
101 |
-80 |
-44.2% |
342 |
ATR |
173 |
168 |
-5 |
-3.0% |
0 |
Volume |
107,062 |
113,531 |
6,469 |
6.0% |
629,424 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,187 |
13,134 |
12,936 |
|
R3 |
13,086 |
13,033 |
12,908 |
|
R2 |
12,985 |
12,985 |
12,899 |
|
R1 |
12,932 |
12,932 |
12,889 |
12,959 |
PP |
12,884 |
12,884 |
12,884 |
12,897 |
S1 |
12,831 |
12,831 |
12,871 |
12,858 |
S2 |
12,783 |
12,783 |
12,862 |
|
S3 |
12,682 |
12,730 |
12,852 |
|
S4 |
12,581 |
12,629 |
12,825 |
|
|
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 |
12,936 |
12,500 |
436 |
3.4% |
158 |
1.2% |
87% |
True |
False |
111,280 |
10 |
12,936 |
12,425 |
511 |
4.0% |
164 |
1.3% |
89% |
True |
False |
121,174 |
20 |
12,936 |
12,376 |
560 |
4.3% |
171 |
1.3% |
90% |
True |
False |
114,046 |
40 |
12,936 |
11,884 |
1,052 |
8.2% |
179 |
1.4% |
95% |
True |
False |
90,899 |
60 |
13,213 |
11,884 |
1,329 |
10.3% |
157 |
1.2% |
75% |
False |
False |
60,642 |
80 |
13,213 |
11,884 |
1,329 |
10.3% |
138 |
1.1% |
75% |
False |
False |
45,483 |
100 |
13,213 |
11,884 |
1,329 |
10.3% |
126 |
1.0% |
75% |
False |
False |
36,391 |
120 |
13,213 |
11,884 |
1,329 |
10.3% |
108 |
0.8% |
75% |
False |
False |
30,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,365 |
2.618 |
13,201 |
1.618 |
13,100 |
1.000 |
13,037 |
0.618 |
12,999 |
HIGH |
12,936 |
0.618 |
12,898 |
0.500 |
12,886 |
0.382 |
12,874 |
LOW |
12,835 |
0.618 |
12,773 |
1.000 |
12,734 |
1.618 |
12,672 |
2.618 |
12,571 |
4.250 |
12,406 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,886 |
12,839 |
PP |
12,884 |
12,798 |
S1 |
12,882 |
12,757 |
|