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 |
12,563 |
12,351 |
-212 |
-1.7% |
12,600 |
High |
12,563 |
12,590 |
27 |
0.2% |
12,801 |
Low |
12,400 |
12,351 |
-49 |
-0.4% |
12,497 |
Close |
12,445 |
12,556 |
111 |
0.9% |
12,692 |
Range |
163 |
239 |
76 |
46.6% |
304 |
ATR |
135 |
143 |
7 |
5.5% |
0 |
Volume |
10 |
38 |
28 |
280.0% |
33 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,216 |
13,125 |
12,688 |
|
R3 |
12,977 |
12,886 |
12,622 |
|
R2 |
12,738 |
12,738 |
12,600 |
|
R1 |
12,647 |
12,647 |
12,578 |
12,693 |
PP |
12,499 |
12,499 |
12,499 |
12,522 |
S1 |
12,408 |
12,408 |
12,534 |
12,454 |
S2 |
12,260 |
12,260 |
12,512 |
|
S3 |
12,021 |
12,169 |
12,490 |
|
S4 |
11,782 |
11,930 |
12,425 |
|
|
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 |
12,351 |
450 |
3.6% |
143 |
1.1% |
46% |
False |
True |
16 |
10 |
12,801 |
12,351 |
450 |
3.6% |
135 |
1.1% |
46% |
False |
True |
15 |
20 |
12,801 |
12,323 |
478 |
3.8% |
119 |
0.9% |
49% |
False |
False |
11 |
40 |
12,801 |
11,913 |
888 |
7.1% |
88 |
0.7% |
72% |
False |
False |
7 |
60 |
13,107 |
11,913 |
1,194 |
9.5% |
80 |
0.6% |
54% |
False |
False |
6 |
80 |
13,108 |
11,913 |
1,195 |
9.5% |
67 |
0.5% |
54% |
False |
False |
5 |
100 |
13,109 |
11,913 |
1,196 |
9.5% |
56 |
0.4% |
54% |
False |
False |
6 |
120 |
13,109 |
11,913 |
1,196 |
9.5% |
52 |
0.4% |
54% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,606 |
2.618 |
13,216 |
1.618 |
12,977 |
1.000 |
12,829 |
0.618 |
12,738 |
HIGH |
12,590 |
0.618 |
12,499 |
0.500 |
12,471 |
0.382 |
12,442 |
LOW |
12,351 |
0.618 |
12,203 |
1.000 |
12,112 |
1.618 |
11,964 |
2.618 |
11,725 |
4.250 |
11,335 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,528 |
12,538 |
PP |
12,499 |
12,519 |
S1 |
12,471 |
12,501 |
|