Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,636 |
12,824 |
188 |
1.5% |
12,756 |
High |
12,876 |
13,061 |
185 |
1.4% |
13,061 |
Low |
12,584 |
12,811 |
227 |
1.8% |
12,462 |
Close |
12,825 |
13,033 |
208 |
1.6% |
13,033 |
Range |
292 |
250 |
-42 |
-14.4% |
599 |
ATR |
185 |
189 |
5 |
2.5% |
0 |
Volume |
157,812 |
151,369 |
-6,443 |
-4.1% |
728,210 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,718 |
13,626 |
13,171 |
|
R3 |
13,468 |
13,376 |
13,102 |
|
R2 |
13,218 |
13,218 |
13,079 |
|
R1 |
13,126 |
13,126 |
13,056 |
13,172 |
PP |
12,968 |
12,968 |
12,968 |
12,992 |
S1 |
12,876 |
12,876 |
13,010 |
12,922 |
S2 |
12,718 |
12,718 |
12,987 |
|
S3 |
12,468 |
12,626 |
12,964 |
|
S4 |
12,218 |
12,376 |
12,896 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,649 |
14,440 |
13,363 |
|
R3 |
14,050 |
13,841 |
13,198 |
|
R2 |
13,451 |
13,451 |
13,143 |
|
R1 |
13,242 |
13,242 |
13,088 |
13,347 |
PP |
12,852 |
12,852 |
12,852 |
12,904 |
S1 |
12,643 |
12,643 |
12,978 |
12,748 |
S2 |
12,253 |
12,253 |
12,923 |
|
S3 |
11,654 |
12,044 |
12,868 |
|
S4 |
11,055 |
11,445 |
12,704 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,061 |
12,462 |
599 |
4.6% |
238 |
1.8% |
95% |
True |
False |
145,642 |
10 |
13,061 |
12,462 |
599 |
4.6% |
189 |
1.4% |
95% |
True |
False |
128,677 |
20 |
13,061 |
12,425 |
636 |
4.9% |
185 |
1.4% |
96% |
True |
False |
116,046 |
40 |
13,061 |
11,884 |
1,177 |
9.0% |
189 |
1.5% |
98% |
True |
False |
112,057 |
60 |
13,152 |
11,884 |
1,268 |
9.7% |
173 |
1.3% |
91% |
False |
False |
74,762 |
80 |
13,213 |
11,884 |
1,329 |
10.2% |
148 |
1.1% |
86% |
False |
False |
56,073 |
100 |
13,213 |
11,884 |
1,329 |
10.2% |
134 |
1.0% |
86% |
False |
False |
44,863 |
120 |
13,213 |
11,884 |
1,329 |
10.2% |
118 |
0.9% |
86% |
False |
False |
37,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,124 |
2.618 |
13,716 |
1.618 |
13,466 |
1.000 |
13,311 |
0.618 |
13,216 |
HIGH |
13,061 |
0.618 |
12,966 |
0.500 |
12,936 |
0.382 |
12,907 |
LOW |
12,811 |
0.618 |
12,657 |
1.000 |
12,561 |
1.618 |
12,407 |
2.618 |
12,157 |
4.250 |
11,749 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
13,001 |
12,944 |
PP |
12,968 |
12,855 |
S1 |
12,936 |
12,767 |
|