Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,646 |
12,524 |
-122 |
-1.0% |
12,714 |
High |
12,670 |
12,675 |
5 |
0.0% |
12,936 |
Low |
12,462 |
12,472 |
10 |
0.1% |
12,578 |
Close |
12,524 |
12,637 |
113 |
0.9% |
12,773 |
Range |
208 |
203 |
-5 |
-2.4% |
358 |
ATR |
174 |
177 |
2 |
1.2% |
0 |
Volume |
141,548 |
132,355 |
-9,193 |
-6.5% |
558,565 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,204 |
13,123 |
12,749 |
|
R3 |
13,001 |
12,920 |
12,693 |
|
R2 |
12,798 |
12,798 |
12,674 |
|
R1 |
12,717 |
12,717 |
12,656 |
12,758 |
PP |
12,595 |
12,595 |
12,595 |
12,615 |
S1 |
12,514 |
12,514 |
12,619 |
12,555 |
S2 |
12,392 |
12,392 |
12,600 |
|
S3 |
12,189 |
12,311 |
12,581 |
|
S4 |
11,986 |
12,108 |
12,525 |
|
|
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% |
176 |
1.4% |
37% |
False |
False |
130,321 |
10 |
12,936 |
12,425 |
511 |
4.0% |
171 |
1.3% |
41% |
False |
False |
122,043 |
20 |
12,936 |
12,376 |
560 |
4.4% |
174 |
1.4% |
47% |
False |
False |
114,564 |
40 |
12,936 |
11,884 |
1,052 |
8.3% |
184 |
1.5% |
72% |
False |
False |
104,336 |
60 |
13,213 |
11,884 |
1,329 |
10.5% |
168 |
1.3% |
57% |
False |
False |
69,610 |
80 |
13,213 |
11,884 |
1,329 |
10.5% |
143 |
1.1% |
57% |
False |
False |
52,209 |
100 |
13,213 |
11,884 |
1,329 |
10.5% |
130 |
1.0% |
57% |
False |
False |
41,771 |
120 |
13,213 |
11,884 |
1,329 |
10.5% |
114 |
0.9% |
57% |
False |
False |
34,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,538 |
2.618 |
13,207 |
1.618 |
13,004 |
1.000 |
12,878 |
0.618 |
12,801 |
HIGH |
12,675 |
0.618 |
12,598 |
0.500 |
12,574 |
0.382 |
12,550 |
LOW |
12,472 |
0.618 |
12,347 |
1.000 |
12,269 |
1.618 |
12,144 |
2.618 |
11,941 |
4.250 |
11,609 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,616 |
12,628 |
PP |
12,595 |
12,618 |
S1 |
12,574 |
12,609 |
|