Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,733.87 |
12,653.04 |
-80.83 |
-0.6% |
12,879.71 |
High |
12,830.29 |
12,661.97 |
-168.32 |
-1.3% |
12,961.30 |
Low |
12,606.91 |
12,534.33 |
-72.58 |
-0.6% |
12,702.99 |
Close |
12,653.12 |
12,604.53 |
-48.59 |
-0.4% |
12,772.47 |
Range |
223.38 |
127.64 |
-95.74 |
-42.9% |
258.31 |
ATR |
156.77 |
154.69 |
-2.08 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,983.20 |
12,921.50 |
12,674.73 |
|
R3 |
12,855.56 |
12,793.86 |
12,639.63 |
|
R2 |
12,727.92 |
12,727.92 |
12,627.93 |
|
R1 |
12,666.22 |
12,666.22 |
12,616.23 |
12,633.25 |
PP |
12,600.28 |
12,600.28 |
12,600.28 |
12,583.79 |
S1 |
12,538.58 |
12,538.58 |
12,592.83 |
12,505.61 |
S2 |
12,472.64 |
12,472.64 |
12,581.13 |
|
S3 |
12,345.00 |
12,410.94 |
12,569.43 |
|
S4 |
12,217.36 |
12,283.30 |
12,534.33 |
|
|
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 |
12,534.33 |
426.97 |
3.4% |
146.39 |
1.2% |
16% |
False |
True |
|
10 |
12,961.30 |
12,450.17 |
511.13 |
4.1% |
150.56 |
1.2% |
30% |
False |
False |
|
20 |
12,961.30 |
12,450.17 |
511.13 |
4.1% |
152.42 |
1.2% |
30% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.3% |
158.27 |
1.3% |
61% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
150.30 |
1.2% |
44% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
144.20 |
1.1% |
44% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
134.85 |
1.1% |
44% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.3% |
132.02 |
1.0% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,204.44 |
2.618 |
12,996.13 |
1.618 |
12,868.49 |
1.000 |
12,789.61 |
0.618 |
12,740.85 |
HIGH |
12,661.97 |
0.618 |
12,613.21 |
0.500 |
12,598.15 |
0.382 |
12,583.09 |
LOW |
12,534.33 |
0.618 |
12,455.45 |
1.000 |
12,406.69 |
1.618 |
12,327.81 |
2.618 |
12,200.17 |
4.250 |
11,991.86 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,602.40 |
12,682.31 |
PP |
12,600.28 |
12,656.38 |
S1 |
12,598.15 |
12,630.46 |
|