Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,524 |
12,636 |
112 |
0.9% |
12,714 |
High |
12,675 |
12,876 |
201 |
1.6% |
12,936 |
Low |
12,472 |
12,584 |
112 |
0.9% |
12,578 |
Close |
12,637 |
12,825 |
188 |
1.5% |
12,773 |
Range |
203 |
292 |
89 |
43.8% |
358 |
ATR |
177 |
185 |
8 |
4.7% |
0 |
Volume |
132,355 |
157,812 |
25,457 |
19.2% |
558,565 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,638 |
13,523 |
12,986 |
|
R3 |
13,346 |
13,231 |
12,905 |
|
R2 |
13,054 |
13,054 |
12,879 |
|
R1 |
12,939 |
12,939 |
12,852 |
12,997 |
PP |
12,762 |
12,762 |
12,762 |
12,790 |
S1 |
12,647 |
12,647 |
12,798 |
12,705 |
S2 |
12,470 |
12,470 |
12,772 |
|
S3 |
12,178 |
12,355 |
12,745 |
|
S4 |
11,886 |
12,063 |
12,665 |
|
|
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 |
12,884 |
12,462 |
422 |
3.3% |
214 |
1.7% |
86% |
False |
False |
139,177 |
10 |
12,936 |
12,462 |
474 |
3.7% |
186 |
1.4% |
77% |
False |
False |
125,229 |
20 |
12,936 |
12,376 |
560 |
4.4% |
183 |
1.4% |
80% |
False |
False |
117,257 |
40 |
12,936 |
11,884 |
1,052 |
8.2% |
187 |
1.5% |
89% |
False |
False |
108,279 |
60 |
13,213 |
11,884 |
1,329 |
10.4% |
171 |
1.3% |
71% |
False |
False |
72,240 |
80 |
13,213 |
11,884 |
1,329 |
10.4% |
146 |
1.1% |
71% |
False |
False |
54,181 |
100 |
13,213 |
11,884 |
1,329 |
10.4% |
133 |
1.0% |
71% |
False |
False |
43,349 |
120 |
13,213 |
11,884 |
1,329 |
10.4% |
116 |
0.9% |
71% |
False |
False |
36,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,117 |
2.618 |
13,641 |
1.618 |
13,349 |
1.000 |
13,168 |
0.618 |
13,057 |
HIGH |
12,876 |
0.618 |
12,765 |
0.500 |
12,730 |
0.382 |
12,696 |
LOW |
12,584 |
0.618 |
12,404 |
1.000 |
12,292 |
1.618 |
12,112 |
2.618 |
11,820 |
4.250 |
11,343 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,793 |
12,773 |
PP |
12,762 |
12,721 |
S1 |
12,730 |
12,669 |
|