Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,728.73 |
12,796.98 |
68.25 |
0.5% |
12,772.02 |
High |
12,829.23 |
12,921.94 |
92.71 |
0.7% |
12,830.29 |
Low |
12,645.10 |
12,754.61 |
109.51 |
0.9% |
12,492.25 |
Close |
12,805.54 |
12,908.70 |
103.16 |
0.8% |
12,777.09 |
Range |
184.13 |
167.33 |
-16.80 |
-9.1% |
338.04 |
ATR |
155.05 |
155.93 |
0.88 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,363.74 |
13,303.55 |
13,000.73 |
|
R3 |
13,196.41 |
13,136.22 |
12,954.72 |
|
R2 |
13,029.08 |
13,029.08 |
12,939.38 |
|
R1 |
12,968.89 |
12,968.89 |
12,924.04 |
12,998.99 |
PP |
12,861.75 |
12,861.75 |
12,861.75 |
12,876.80 |
S1 |
12,801.56 |
12,801.56 |
12,893.36 |
12,831.66 |
S2 |
12,694.42 |
12,694.42 |
12,878.02 |
|
S3 |
12,527.09 |
12,634.23 |
12,862.68 |
|
S4 |
12,359.76 |
12,466.90 |
12,816.67 |
|
|
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 |
12,921.94 |
12,492.25 |
429.69 |
3.3% |
158.21 |
1.2% |
97% |
True |
False |
|
10 |
12,961.30 |
12,492.25 |
469.05 |
3.6% |
152.30 |
1.2% |
89% |
False |
False |
|
20 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
156.52 |
1.2% |
90% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.2% |
159.47 |
1.2% |
94% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
150.47 |
1.2% |
67% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
148.37 |
1.1% |
67% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
138.93 |
1.1% |
67% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
133.29 |
1.0% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,633.09 |
2.618 |
13,360.01 |
1.618 |
13,192.68 |
1.000 |
13,089.27 |
0.618 |
13,025.35 |
HIGH |
12,921.94 |
0.618 |
12,858.02 |
0.500 |
12,838.28 |
0.382 |
12,818.53 |
LOW |
12,754.61 |
0.618 |
12,651.20 |
1.000 |
12,587.28 |
1.618 |
12,483.87 |
2.618 |
12,316.54 |
4.250 |
12,043.46 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,885.23 |
12,866.97 |
PP |
12,861.75 |
12,825.25 |
S1 |
12,838.28 |
12,783.52 |
|