Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,776.33 |
12,728.73 |
-47.60 |
-0.4% |
12,772.02 |
High |
12,779.58 |
12,829.23 |
49.65 |
0.4% |
12,830.29 |
Low |
12,690.05 |
12,645.10 |
-44.95 |
-0.4% |
12,492.25 |
Close |
12,727.21 |
12,805.54 |
78.33 |
0.6% |
12,777.09 |
Range |
89.53 |
184.13 |
94.60 |
105.7% |
338.04 |
ATR |
152.81 |
155.05 |
2.24 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,312.35 |
13,243.07 |
12,906.81 |
|
R3 |
13,128.22 |
13,058.94 |
12,856.18 |
|
R2 |
12,944.09 |
12,944.09 |
12,839.30 |
|
R1 |
12,874.81 |
12,874.81 |
12,822.42 |
12,909.45 |
PP |
12,759.96 |
12,759.96 |
12,759.96 |
12,777.28 |
S1 |
12,690.68 |
12,690.68 |
12,788.66 |
12,725.32 |
S2 |
12,575.83 |
12,575.83 |
12,771.78 |
|
S3 |
12,391.70 |
12,506.55 |
12,754.90 |
|
S4 |
12,207.57 |
12,322.42 |
12,704.27 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,714.00 |
13,583.58 |
12,963.01 |
|
R3 |
13,375.96 |
13,245.54 |
12,870.05 |
|
R2 |
13,037.92 |
13,037.92 |
12,839.06 |
|
R1 |
12,907.50 |
12,907.50 |
12,808.08 |
12,972.71 |
PP |
12,699.88 |
12,699.88 |
12,699.88 |
12,732.48 |
S1 |
12,569.46 |
12,569.46 |
12,746.10 |
12,634.67 |
S2 |
12,361.84 |
12,361.84 |
12,715.12 |
|
S3 |
12,023.80 |
12,231.42 |
12,684.13 |
|
S4 |
11,685.76 |
11,893.38 |
12,591.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,829.23 |
12,492.25 |
336.98 |
2.6% |
150.28 |
1.2% |
93% |
True |
False |
|
10 |
12,961.30 |
12,492.25 |
469.05 |
3.7% |
145.66 |
1.1% |
67% |
False |
False |
|
20 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
155.87 |
1.2% |
70% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.2% |
158.80 |
1.2% |
83% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
150.73 |
1.2% |
59% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
147.49 |
1.2% |
59% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
137.89 |
1.1% |
59% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
133.12 |
1.0% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,611.78 |
2.618 |
13,311.28 |
1.618 |
13,127.15 |
1.000 |
13,013.36 |
0.618 |
12,943.02 |
HIGH |
12,829.23 |
0.618 |
12,758.89 |
0.500 |
12,737.17 |
0.382 |
12,715.44 |
LOW |
12,645.10 |
0.618 |
12,531.31 |
1.000 |
12,460.97 |
1.618 |
12,347.18 |
2.618 |
12,163.05 |
4.250 |
11,862.55 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,782.75 |
12,770.74 |
PP |
12,759.96 |
12,735.94 |
S1 |
12,737.17 |
12,701.14 |
|