Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,653.04 |
12,602.71 |
-50.33 |
-0.4% |
12,879.71 |
High |
12,661.97 |
12,630.64 |
-31.33 |
-0.2% |
12,961.30 |
Low |
12,534.33 |
12,492.25 |
-42.08 |
-0.3% |
12,702.99 |
Close |
12,604.53 |
12,573.27 |
-31.26 |
-0.2% |
12,772.47 |
Range |
127.64 |
138.39 |
10.75 |
8.4% |
258.31 |
ATR |
154.69 |
153.53 |
-1.16 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,980.56 |
12,915.30 |
12,649.38 |
|
R3 |
12,842.17 |
12,776.91 |
12,611.33 |
|
R2 |
12,703.78 |
12,703.78 |
12,598.64 |
|
R1 |
12,638.52 |
12,638.52 |
12,585.96 |
12,601.96 |
PP |
12,565.39 |
12,565.39 |
12,565.39 |
12,547.10 |
S1 |
12,500.13 |
12,500.13 |
12,560.58 |
12,463.57 |
S2 |
12,427.00 |
12,427.00 |
12,547.90 |
|
S3 |
12,288.61 |
12,361.74 |
12,535.21 |
|
S4 |
12,150.22 |
12,223.35 |
12,497.16 |
|
|
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 |
12,889.40 |
12,492.25 |
397.15 |
3.2% |
152.25 |
1.2% |
20% |
False |
True |
|
10 |
12,961.30 |
12,450.17 |
511.13 |
4.1% |
152.98 |
1.2% |
24% |
False |
False |
|
20 |
12,961.30 |
12,450.17 |
511.13 |
4.1% |
152.11 |
1.2% |
24% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.4% |
157.98 |
1.3% |
58% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
149.12 |
1.2% |
41% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
145.16 |
1.2% |
41% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
135.59 |
1.1% |
41% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.4% |
132.34 |
1.1% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,218.80 |
2.618 |
12,992.95 |
1.618 |
12,854.56 |
1.000 |
12,769.03 |
0.618 |
12,716.17 |
HIGH |
12,630.64 |
0.618 |
12,577.78 |
0.500 |
12,561.45 |
0.382 |
12,545.11 |
LOW |
12,492.25 |
0.618 |
12,406.72 |
1.000 |
12,353.86 |
1.618 |
12,268.33 |
2.618 |
12,129.94 |
4.250 |
11,904.09 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,569.33 |
12,661.27 |
PP |
12,565.39 |
12,631.94 |
S1 |
12,561.45 |
12,602.60 |
|