Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,796.98 |
12,909.61 |
112.63 |
0.9% |
12,772.02 |
High |
12,921.94 |
12,977.57 |
55.63 |
0.4% |
12,830.29 |
Low |
12,754.61 |
12,889.93 |
135.32 |
1.1% |
12,492.25 |
Close |
12,908.70 |
12,943.36 |
34.66 |
0.3% |
12,777.09 |
Range |
167.33 |
87.64 |
-79.69 |
-47.6% |
338.04 |
ATR |
155.93 |
151.05 |
-4.88 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,199.87 |
13,159.26 |
12,991.56 |
|
R3 |
13,112.23 |
13,071.62 |
12,967.46 |
|
R2 |
13,024.59 |
13,024.59 |
12,959.43 |
|
R1 |
12,983.98 |
12,983.98 |
12,951.39 |
13,004.29 |
PP |
12,936.95 |
12,936.95 |
12,936.95 |
12,947.11 |
S1 |
12,896.34 |
12,896.34 |
12,935.33 |
12,916.65 |
S2 |
12,849.31 |
12,849.31 |
12,927.29 |
|
S3 |
12,761.67 |
12,808.70 |
12,919.26 |
|
S4 |
12,674.03 |
12,721.06 |
12,895.16 |
|
|
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 |
12,977.57 |
12,573.04 |
404.53 |
3.1% |
148.06 |
1.1% |
92% |
True |
False |
|
10 |
12,977.57 |
12,492.25 |
485.32 |
3.7% |
150.16 |
1.2% |
93% |
True |
False |
|
20 |
12,977.57 |
12,450.17 |
527.40 |
4.1% |
154.29 |
1.2% |
94% |
True |
False |
|
40 |
12,977.57 |
12,035.09 |
942.48 |
7.3% |
158.45 |
1.2% |
96% |
True |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
149.87 |
1.2% |
70% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
147.45 |
1.1% |
70% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
138.36 |
1.1% |
70% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
133.16 |
1.0% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,350.04 |
2.618 |
13,207.01 |
1.618 |
13,119.37 |
1.000 |
13,065.21 |
0.618 |
13,031.73 |
HIGH |
12,977.57 |
0.618 |
12,944.09 |
0.500 |
12,933.75 |
0.382 |
12,923.41 |
LOW |
12,889.93 |
0.618 |
12,835.77 |
1.000 |
12,802.29 |
1.618 |
12,748.13 |
2.618 |
12,660.49 |
4.250 |
12,517.46 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,940.16 |
12,899.35 |
PP |
12,936.95 |
12,855.34 |
S1 |
12,933.75 |
12,811.34 |
|