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 |
12,650 |
12,785 |
135 |
1.1% |
12,650 |
High |
12,762 |
12,960 |
198 |
1.6% |
12,960 |
Low |
12,650 |
12,730 |
80 |
0.6% |
12,351 |
Close |
12,744 |
12,952 |
208 |
1.6% |
12,952 |
Range |
112 |
230 |
118 |
105.4% |
609 |
ATR |
147 |
153 |
6 |
4.0% |
0 |
Volume |
47 |
30 |
-17 |
-36.2% |
149 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,571 |
13,491 |
13,079 |
|
R3 |
13,341 |
13,261 |
13,015 |
|
R2 |
13,111 |
13,111 |
12,994 |
|
R1 |
13,031 |
13,031 |
12,973 |
13,071 |
PP |
12,881 |
12,881 |
12,881 |
12,901 |
S1 |
12,801 |
12,801 |
12,931 |
12,841 |
S2 |
12,651 |
12,651 |
12,910 |
|
S3 |
12,421 |
12,571 |
12,889 |
|
S4 |
12,191 |
12,341 |
12,826 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,581 |
14,376 |
13,287 |
|
R3 |
13,972 |
13,767 |
13,120 |
|
R2 |
13,363 |
13,363 |
13,064 |
|
R1 |
13,158 |
13,158 |
13,008 |
13,261 |
PP |
12,754 |
12,754 |
12,754 |
12,806 |
S1 |
12,549 |
12,549 |
12,896 |
12,652 |
S2 |
12,145 |
12,145 |
12,840 |
|
S3 |
11,536 |
11,940 |
12,785 |
|
S4 |
10,927 |
11,331 |
12,617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,960 |
12,351 |
609 |
4.7% |
187 |
1.4% |
99% |
True |
False |
29 |
10 |
12,960 |
12,351 |
609 |
4.7% |
141 |
1.1% |
99% |
True |
False |
18 |
20 |
12,960 |
12,351 |
609 |
4.7% |
125 |
1.0% |
99% |
True |
False |
15 |
40 |
12,960 |
11,913 |
1,047 |
8.1% |
96 |
0.7% |
99% |
True |
False |
9 |
60 |
12,998 |
11,913 |
1,085 |
8.4% |
84 |
0.7% |
96% |
False |
False |
7 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
70 |
0.5% |
87% |
False |
False |
6 |
100 |
13,109 |
11,913 |
1,196 |
9.2% |
59 |
0.5% |
87% |
False |
False |
7 |
120 |
13,109 |
11,913 |
1,196 |
9.2% |
53 |
0.4% |
87% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,938 |
2.618 |
13,562 |
1.618 |
13,332 |
1.000 |
13,190 |
0.618 |
13,102 |
HIGH |
12,960 |
0.618 |
12,872 |
0.500 |
12,845 |
0.382 |
12,818 |
LOW |
12,730 |
0.618 |
12,588 |
1.000 |
12,500 |
1.618 |
12,358 |
2.618 |
12,128 |
4.250 |
11,753 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,916 |
12,853 |
PP |
12,881 |
12,754 |
S1 |
12,845 |
12,656 |
|