Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,772.02 |
12,733.87 |
-38.15 |
-0.3% |
12,879.71 |
High |
12,772.02 |
12,830.29 |
58.27 |
0.5% |
12,961.30 |
Low |
12,686.57 |
12,606.91 |
-79.66 |
-0.6% |
12,702.99 |
Close |
12,736.29 |
12,653.12 |
-83.17 |
-0.7% |
12,772.47 |
Range |
85.45 |
223.38 |
137.93 |
161.4% |
258.31 |
ATR |
151.65 |
156.77 |
5.12 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,366.91 |
13,233.40 |
12,775.98 |
|
R3 |
13,143.53 |
13,010.02 |
12,714.55 |
|
R2 |
12,920.15 |
12,920.15 |
12,694.07 |
|
R1 |
12,786.64 |
12,786.64 |
12,673.60 |
12,741.71 |
PP |
12,696.77 |
12,696.77 |
12,696.77 |
12,674.31 |
S1 |
12,563.26 |
12,563.26 |
12,632.64 |
12,518.33 |
S2 |
12,473.39 |
12,473.39 |
12,612.17 |
|
S3 |
12,250.01 |
12,339.88 |
12,591.69 |
|
S4 |
12,026.63 |
12,116.50 |
12,530.26 |
|
|
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 |
12,606.91 |
354.39 |
2.8% |
141.04 |
1.1% |
13% |
False |
True |
|
10 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
150.23 |
1.2% |
40% |
False |
False |
|
20 |
12,961.30 |
12,411.91 |
549.39 |
4.3% |
154.29 |
1.2% |
44% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.3% |
159.02 |
1.3% |
67% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
150.44 |
1.2% |
47% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
143.32 |
1.1% |
47% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
134.92 |
1.1% |
47% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
131.47 |
1.0% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,779.66 |
2.618 |
13,415.10 |
1.618 |
13,191.72 |
1.000 |
13,053.67 |
0.618 |
12,968.34 |
HIGH |
12,830.29 |
0.618 |
12,744.96 |
0.500 |
12,718.60 |
0.382 |
12,692.24 |
LOW |
12,606.91 |
0.618 |
12,468.86 |
1.000 |
12,383.53 |
1.618 |
12,245.48 |
2.618 |
12,022.10 |
4.250 |
11,657.55 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,718.60 |
12,748.16 |
PP |
12,696.77 |
12,716.48 |
S1 |
12,674.95 |
12,684.80 |
|