Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,936 |
12,973 |
37 |
0.3% |
12,650 |
High |
12,961 |
12,973 |
12 |
0.1% |
12,960 |
Low |
12,906 |
12,868 |
-38 |
-0.3% |
12,351 |
Close |
12,920 |
12,868 |
-52 |
-0.4% |
12,952 |
Range |
55 |
105 |
50 |
90.9% |
609 |
ATR |
146 |
143 |
-3 |
-2.0% |
0 |
Volume |
31 |
6 |
-25 |
-80.6% |
149 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,218 |
13,148 |
12,926 |
|
R3 |
13,113 |
13,043 |
12,897 |
|
R2 |
13,008 |
13,008 |
12,887 |
|
R1 |
12,938 |
12,938 |
12,878 |
12,921 |
PP |
12,903 |
12,903 |
12,903 |
12,894 |
S1 |
12,833 |
12,833 |
12,859 |
12,816 |
S2 |
12,798 |
12,798 |
12,849 |
|
S3 |
12,693 |
12,728 |
12,839 |
|
S4 |
12,588 |
12,623 |
12,810 |
|
|
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 |
12,973 |
12,351 |
622 |
4.8% |
148 |
1.2% |
83% |
True |
False |
30 |
10 |
12,973 |
12,351 |
622 |
4.8% |
136 |
1.1% |
83% |
True |
False |
20 |
20 |
12,973 |
12,351 |
622 |
4.8% |
124 |
1.0% |
83% |
True |
False |
16 |
40 |
12,973 |
11,976 |
997 |
7.7% |
97 |
0.7% |
89% |
True |
False |
10 |
60 |
12,973 |
11,913 |
1,060 |
8.2% |
86 |
0.7% |
90% |
True |
False |
7 |
80 |
13,108 |
11,913 |
1,195 |
9.3% |
71 |
0.5% |
80% |
False |
False |
6 |
100 |
13,109 |
11,913 |
1,196 |
9.3% |
61 |
0.5% |
80% |
False |
False |
7 |
120 |
13,109 |
11,913 |
1,196 |
9.3% |
54 |
0.4% |
80% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,419 |
2.618 |
13,248 |
1.618 |
13,143 |
1.000 |
13,078 |
0.618 |
13,038 |
HIGH |
12,973 |
0.618 |
12,933 |
0.500 |
12,921 |
0.382 |
12,908 |
LOW |
12,868 |
0.618 |
12,803 |
1.000 |
12,763 |
1.618 |
12,698 |
2.618 |
12,593 |
4.250 |
12,422 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,921 |
12,863 |
PP |
12,903 |
12,857 |
S1 |
12,886 |
12,852 |
|