Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,862 |
12,882 |
20 |
0.2% |
12,714 |
High |
12,936 |
12,884 |
-52 |
-0.4% |
12,936 |
Low |
12,835 |
12,751 |
-84 |
-0.7% |
12,578 |
Close |
12,880 |
12,773 |
-107 |
-0.8% |
12,773 |
Range |
101 |
133 |
32 |
31.7% |
358 |
ATR |
168 |
166 |
-3 |
-1.5% |
0 |
Volume |
113,531 |
119,046 |
5,515 |
4.9% |
558,565 |
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,202 |
13,120 |
12,846 |
|
R3 |
13,069 |
12,987 |
12,810 |
|
R2 |
12,936 |
12,936 |
12,798 |
|
R1 |
12,854 |
12,854 |
12,785 |
12,829 |
PP |
12,803 |
12,803 |
12,803 |
12,790 |
S1 |
12,721 |
12,721 |
12,761 |
12,696 |
S2 |
12,670 |
12,670 |
12,749 |
|
S3 |
12,537 |
12,588 |
12,737 |
|
S4 |
12,404 |
12,455 |
12,700 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,836 |
13,663 |
12,970 |
|
R3 |
13,478 |
13,305 |
12,872 |
|
R2 |
13,120 |
13,120 |
12,839 |
|
R1 |
12,947 |
12,947 |
12,806 |
13,034 |
PP |
12,762 |
12,762 |
12,762 |
12,806 |
S1 |
12,589 |
12,589 |
12,740 |
12,676 |
S2 |
12,404 |
12,404 |
12,707 |
|
S3 |
12,046 |
12,231 |
12,675 |
|
S4 |
11,688 |
11,873 |
12,576 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,936 |
12,578 |
358 |
2.8% |
140 |
1.1% |
54% |
False |
False |
111,713 |
10 |
12,936 |
12,425 |
511 |
4.0% |
156 |
1.2% |
68% |
False |
False |
118,798 |
20 |
12,936 |
12,376 |
560 |
4.4% |
162 |
1.3% |
71% |
False |
False |
111,390 |
40 |
12,936 |
11,884 |
1,052 |
8.2% |
178 |
1.4% |
85% |
False |
False |
93,870 |
60 |
13,213 |
11,884 |
1,329 |
10.4% |
159 |
1.2% |
67% |
False |
False |
62,626 |
80 |
13,213 |
11,884 |
1,329 |
10.4% |
138 |
1.1% |
67% |
False |
False |
46,971 |
100 |
13,213 |
11,884 |
1,329 |
10.4% |
126 |
1.0% |
67% |
False |
False |
37,581 |
120 |
13,213 |
11,884 |
1,329 |
10.4% |
109 |
0.9% |
67% |
False |
False |
31,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,449 |
2.618 |
13,232 |
1.618 |
13,099 |
1.000 |
13,017 |
0.618 |
12,966 |
HIGH |
12,884 |
0.618 |
12,833 |
0.500 |
12,818 |
0.382 |
12,802 |
LOW |
12,751 |
0.618 |
12,669 |
1.000 |
12,618 |
1.618 |
12,536 |
2.618 |
12,403 |
4.250 |
12,186 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,818 |
12,811 |
PP |
12,803 |
12,798 |
S1 |
12,788 |
12,786 |
|