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 |
12,650 |
12,563 |
-87 |
-0.7% |
12,600 |
High |
12,650 |
12,563 |
-87 |
-0.7% |
12,801 |
Low |
12,460 |
12,400 |
-60 |
-0.5% |
12,497 |
Close |
12,565 |
12,445 |
-120 |
-1.0% |
12,692 |
Range |
190 |
163 |
-27 |
-14.2% |
304 |
ATR |
133 |
135 |
2 |
1.7% |
0 |
Volume |
24 |
10 |
-14 |
-58.3% |
33 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,958 |
12,865 |
12,535 |
|
R3 |
12,795 |
12,702 |
12,490 |
|
R2 |
12,632 |
12,632 |
12,475 |
|
R1 |
12,539 |
12,539 |
12,460 |
12,504 |
PP |
12,469 |
12,469 |
12,469 |
12,452 |
S1 |
12,376 |
12,376 |
12,430 |
12,341 |
S2 |
12,306 |
12,306 |
12,415 |
|
S3 |
12,143 |
12,213 |
12,400 |
|
S4 |
11,980 |
12,050 |
12,355 |
|
|
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 |
12,400 |
401 |
3.2% |
124 |
1.0% |
11% |
False |
True |
10 |
10 |
12,801 |
12,360 |
441 |
3.5% |
126 |
1.0% |
19% |
False |
False |
13 |
20 |
12,801 |
12,323 |
478 |
3.8% |
109 |
0.9% |
26% |
False |
False |
9 |
40 |
12,801 |
11,913 |
888 |
7.1% |
82 |
0.7% |
60% |
False |
False |
6 |
60 |
13,108 |
11,913 |
1,195 |
9.6% |
78 |
0.6% |
45% |
False |
False |
5 |
80 |
13,108 |
11,913 |
1,195 |
9.6% |
65 |
0.5% |
45% |
False |
False |
5 |
100 |
13,109 |
11,913 |
1,196 |
9.6% |
54 |
0.4% |
44% |
False |
False |
6 |
120 |
13,109 |
11,913 |
1,196 |
9.6% |
50 |
0.4% |
44% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,256 |
2.618 |
12,990 |
1.618 |
12,827 |
1.000 |
12,726 |
0.618 |
12,664 |
HIGH |
12,563 |
0.618 |
12,501 |
0.500 |
12,482 |
0.382 |
12,462 |
LOW |
12,400 |
0.618 |
12,299 |
1.000 |
12,237 |
1.618 |
12,136 |
2.618 |
11,973 |
4.250 |
11,707 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,482 |
12,591 |
PP |
12,469 |
12,542 |
S1 |
12,457 |
12,494 |
|