Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,785 |
12,936 |
151 |
1.2% |
12,650 |
High |
12,960 |
12,961 |
1 |
0.0% |
12,960 |
Low |
12,730 |
12,906 |
176 |
1.4% |
12,351 |
Close |
12,952 |
12,920 |
-32 |
-0.2% |
12,952 |
Range |
230 |
55 |
-175 |
-76.1% |
609 |
ATR |
153 |
146 |
-7 |
-4.6% |
0 |
Volume |
30 |
31 |
1 |
3.3% |
149 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,094 |
13,062 |
12,950 |
|
R3 |
13,039 |
13,007 |
12,935 |
|
R2 |
12,984 |
12,984 |
12,930 |
|
R1 |
12,952 |
12,952 |
12,925 |
12,941 |
PP |
12,929 |
12,929 |
12,929 |
12,923 |
S1 |
12,897 |
12,897 |
12,915 |
12,886 |
S2 |
12,874 |
12,874 |
12,910 |
|
S3 |
12,819 |
12,842 |
12,905 |
|
S4 |
12,764 |
12,787 |
12,890 |
|
|
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 |
12,961 |
12,351 |
610 |
4.7% |
160 |
1.2% |
93% |
True |
False |
31 |
10 |
12,961 |
12,351 |
610 |
4.7% |
142 |
1.1% |
93% |
True |
False |
20 |
20 |
12,961 |
12,351 |
610 |
4.7% |
119 |
0.9% |
93% |
True |
False |
16 |
40 |
12,961 |
11,913 |
1,048 |
8.1% |
94 |
0.7% |
96% |
True |
False |
10 |
60 |
12,961 |
11,913 |
1,048 |
8.1% |
85 |
0.7% |
96% |
True |
False |
7 |
80 |
13,108 |
11,913 |
1,195 |
9.2% |
69 |
0.5% |
84% |
False |
False |
6 |
100 |
13,109 |
11,913 |
1,196 |
9.3% |
60 |
0.5% |
84% |
False |
False |
7 |
120 |
13,109 |
11,913 |
1,196 |
9.3% |
53 |
0.4% |
84% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,195 |
2.618 |
13,105 |
1.618 |
13,050 |
1.000 |
13,016 |
0.618 |
12,995 |
HIGH |
12,961 |
0.618 |
12,940 |
0.500 |
12,934 |
0.382 |
12,927 |
LOW |
12,906 |
0.618 |
12,872 |
1.000 |
12,851 |
1.618 |
12,817 |
2.618 |
12,762 |
4.250 |
12,672 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,934 |
12,882 |
PP |
12,929 |
12,844 |
S1 |
12,925 |
12,806 |
|