Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,756 |
12,646 |
-110 |
-0.9% |
12,714 |
High |
12,756 |
12,670 |
-86 |
-0.7% |
12,936 |
Low |
12,521 |
12,462 |
-59 |
-0.5% |
12,578 |
Close |
12,645 |
12,524 |
-121 |
-1.0% |
12,773 |
Range |
235 |
208 |
-27 |
-11.5% |
358 |
ATR |
172 |
174 |
3 |
1.5% |
0 |
Volume |
145,126 |
141,548 |
-3,578 |
-2.5% |
558,565 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,176 |
13,058 |
12,639 |
|
R3 |
12,968 |
12,850 |
12,581 |
|
R2 |
12,760 |
12,760 |
12,562 |
|
R1 |
12,642 |
12,642 |
12,543 |
12,597 |
PP |
12,552 |
12,552 |
12,552 |
12,530 |
S1 |
12,434 |
12,434 |
12,505 |
12,389 |
S2 |
12,344 |
12,344 |
12,486 |
|
S3 |
12,136 |
12,226 |
12,467 |
|
S4 |
11,928 |
12,018 |
12,410 |
|
|
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 |
12,462 |
474 |
3.8% |
172 |
1.4% |
13% |
False |
True |
125,262 |
10 |
12,936 |
12,425 |
511 |
4.1% |
169 |
1.3% |
19% |
False |
False |
122,426 |
20 |
12,936 |
12,376 |
560 |
4.5% |
170 |
1.4% |
26% |
False |
False |
113,779 |
40 |
12,936 |
11,884 |
1,052 |
8.4% |
182 |
1.4% |
61% |
False |
False |
101,033 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
164 |
1.3% |
48% |
False |
False |
67,404 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
142 |
1.1% |
48% |
False |
False |
50,554 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
129 |
1.0% |
48% |
False |
False |
40,448 |
120 |
13,213 |
11,884 |
1,329 |
10.6% |
113 |
0.9% |
48% |
False |
False |
33,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,554 |
2.618 |
13,215 |
1.618 |
13,007 |
1.000 |
12,878 |
0.618 |
12,799 |
HIGH |
12,670 |
0.618 |
12,591 |
0.500 |
12,566 |
0.382 |
12,542 |
LOW |
12,462 |
0.618 |
12,334 |
1.000 |
12,254 |
1.618 |
12,126 |
2.618 |
11,918 |
4.250 |
11,578 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,566 |
12,673 |
PP |
12,552 |
12,623 |
S1 |
12,538 |
12,574 |
|