Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,889.40 |
12,772.02 |
-117.38 |
-0.9% |
12,879.71 |
High |
12,889.40 |
12,772.02 |
-117.38 |
-0.9% |
12,961.30 |
Low |
12,702.99 |
12,686.57 |
-16.42 |
-0.1% |
12,702.99 |
Close |
12,772.47 |
12,736.29 |
-36.18 |
-0.3% |
12,772.47 |
Range |
186.41 |
85.45 |
-100.96 |
-54.2% |
258.31 |
ATR |
156.71 |
151.65 |
-5.06 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,987.98 |
12,947.58 |
12,783.29 |
|
R3 |
12,902.53 |
12,862.13 |
12,759.79 |
|
R2 |
12,817.08 |
12,817.08 |
12,751.96 |
|
R1 |
12,776.68 |
12,776.68 |
12,744.12 |
12,754.16 |
PP |
12,731.63 |
12,731.63 |
12,731.63 |
12,720.36 |
S1 |
12,691.23 |
12,691.23 |
12,728.46 |
12,668.71 |
S2 |
12,646.18 |
12,646.18 |
12,720.62 |
|
S3 |
12,560.73 |
12,605.78 |
12,712.79 |
|
S4 |
12,475.28 |
12,520.33 |
12,689.29 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,587.18 |
13,438.14 |
12,914.54 |
|
R3 |
13,328.87 |
13,179.83 |
12,843.51 |
|
R2 |
13,070.56 |
13,070.56 |
12,819.83 |
|
R1 |
12,921.52 |
12,921.52 |
12,796.15 |
12,866.89 |
PP |
12,812.25 |
12,812.25 |
12,812.25 |
12,784.94 |
S1 |
12,663.21 |
12,663.21 |
12,748.79 |
12,608.58 |
S2 |
12,553.94 |
12,553.94 |
12,725.11 |
|
S3 |
12,295.63 |
12,404.90 |
12,701.43 |
|
S4 |
12,037.32 |
12,146.59 |
12,630.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,961.30 |
12,686.57 |
274.73 |
2.2% |
117.70 |
0.9% |
18% |
False |
True |
|
10 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
146.07 |
1.1% |
56% |
False |
False |
|
20 |
12,961.30 |
12,398.48 |
562.82 |
4.4% |
155.72 |
1.2% |
60% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.3% |
156.90 |
1.2% |
76% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
149.07 |
1.2% |
54% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
141.57 |
1.1% |
54% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
134.15 |
1.1% |
54% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
130.69 |
1.0% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,135.18 |
2.618 |
12,995.73 |
1.618 |
12,910.28 |
1.000 |
12,857.47 |
0.618 |
12,824.83 |
HIGH |
12,772.02 |
0.618 |
12,739.38 |
0.500 |
12,729.30 |
0.382 |
12,719.21 |
LOW |
12,686.57 |
0.618 |
12,633.76 |
1.000 |
12,601.12 |
1.618 |
12,548.31 |
2.618 |
12,462.86 |
4.250 |
12,323.41 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,733.96 |
12,823.94 |
PP |
12,731.63 |
12,794.72 |
S1 |
12,729.30 |
12,765.51 |
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