Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,735 |
12,650 |
-85 |
-0.7% |
12,600 |
High |
12,781 |
12,650 |
-131 |
-1.0% |
12,801 |
Low |
12,674 |
12,460 |
-214 |
-1.7% |
12,497 |
Close |
12,692 |
12,565 |
-127 |
-1.0% |
12,692 |
Range |
107 |
190 |
83 |
77.6% |
304 |
ATR |
125 |
133 |
8 |
6.1% |
0 |
Volume |
2 |
24 |
22 |
1,100.0% |
33 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,128 |
13,037 |
12,670 |
|
R3 |
12,938 |
12,847 |
12,617 |
|
R2 |
12,748 |
12,748 |
12,600 |
|
R1 |
12,657 |
12,657 |
12,583 |
12,608 |
PP |
12,558 |
12,558 |
12,558 |
12,534 |
S1 |
12,467 |
12,467 |
12,548 |
12,418 |
S2 |
12,368 |
12,368 |
12,530 |
|
S3 |
12,178 |
12,277 |
12,513 |
|
S4 |
11,988 |
12,087 |
12,461 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,575 |
13,438 |
12,859 |
|
R3 |
13,271 |
13,134 |
12,776 |
|
R2 |
12,967 |
12,967 |
12,748 |
|
R1 |
12,830 |
12,830 |
12,720 |
12,899 |
PP |
12,663 |
12,663 |
12,663 |
12,698 |
S1 |
12,526 |
12,526 |
12,664 |
12,595 |
S2 |
12,359 |
12,359 |
12,636 |
|
S3 |
12,055 |
12,222 |
12,609 |
|
S4 |
11,751 |
11,918 |
12,525 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,801 |
12,460 |
341 |
2.7% |
125 |
1.0% |
31% |
False |
True |
9 |
10 |
12,801 |
12,360 |
441 |
3.5% |
124 |
1.0% |
46% |
False |
False |
13 |
20 |
12,801 |
12,323 |
478 |
3.8% |
101 |
0.8% |
51% |
False |
False |
9 |
40 |
12,801 |
11,913 |
888 |
7.1% |
78 |
0.6% |
73% |
False |
False |
6 |
60 |
13,108 |
11,913 |
1,195 |
9.5% |
75 |
0.6% |
55% |
False |
False |
5 |
80 |
13,108 |
11,913 |
1,195 |
9.5% |
63 |
0.5% |
55% |
False |
False |
5 |
100 |
13,109 |
11,913 |
1,196 |
9.5% |
52 |
0.4% |
55% |
False |
False |
5 |
120 |
13,109 |
11,913 |
1,196 |
9.5% |
49 |
0.4% |
55% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,458 |
2.618 |
13,148 |
1.618 |
12,958 |
1.000 |
12,840 |
0.618 |
12,768 |
HIGH |
12,650 |
0.618 |
12,578 |
0.500 |
12,555 |
0.382 |
12,533 |
LOW |
12,460 |
0.618 |
12,343 |
1.000 |
12,270 |
1.618 |
12,153 |
2.618 |
11,963 |
4.250 |
11,653 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,562 |
12,631 |
PP |
12,558 |
12,609 |
S1 |
12,555 |
12,587 |
|