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 |
12,351 |
12,650 |
299 |
2.4% |
12,600 |
High |
12,590 |
12,762 |
172 |
1.4% |
12,801 |
Low |
12,351 |
12,650 |
299 |
2.4% |
12,497 |
Close |
12,556 |
12,744 |
188 |
1.5% |
12,692 |
Range |
239 |
112 |
-127 |
-53.1% |
304 |
ATR |
143 |
147 |
5 |
3.2% |
0 |
Volume |
38 |
47 |
9 |
23.7% |
33 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,055 |
13,011 |
12,806 |
|
R3 |
12,943 |
12,899 |
12,775 |
|
R2 |
12,831 |
12,831 |
12,765 |
|
R1 |
12,787 |
12,787 |
12,754 |
12,809 |
PP |
12,719 |
12,719 |
12,719 |
12,730 |
S1 |
12,675 |
12,675 |
12,734 |
12,697 |
S2 |
12,607 |
12,607 |
12,724 |
|
S3 |
12,495 |
12,563 |
12,713 |
|
S4 |
12,383 |
12,451 |
12,683 |
|
|
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 |
12,781 |
12,351 |
430 |
3.4% |
162 |
1.3% |
91% |
False |
False |
24 |
10 |
12,801 |
12,351 |
450 |
3.5% |
132 |
1.0% |
87% |
False |
False |
18 |
20 |
12,801 |
12,323 |
478 |
3.8% |
120 |
0.9% |
88% |
False |
False |
14 |
40 |
12,801 |
11,913 |
888 |
7.0% |
91 |
0.7% |
94% |
False |
False |
8 |
60 |
13,051 |
11,913 |
1,138 |
8.9% |
81 |
0.6% |
73% |
False |
False |
6 |
80 |
13,108 |
11,913 |
1,195 |
9.4% |
69 |
0.5% |
70% |
False |
False |
6 |
100 |
13,109 |
11,913 |
1,196 |
9.4% |
57 |
0.4% |
69% |
False |
False |
6 |
120 |
13,109 |
11,913 |
1,196 |
9.4% |
52 |
0.4% |
69% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,238 |
2.618 |
13,055 |
1.618 |
12,943 |
1.000 |
12,874 |
0.618 |
12,831 |
HIGH |
12,762 |
0.618 |
12,719 |
0.500 |
12,706 |
0.382 |
12,693 |
LOW |
12,650 |
0.618 |
12,581 |
1.000 |
12,538 |
1.618 |
12,469 |
2.618 |
12,357 |
4.250 |
12,174 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,731 |
12,682 |
PP |
12,719 |
12,619 |
S1 |
12,706 |
12,557 |
|