Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,605.2 |
1,582.4 |
-22.8 |
-1.4% |
1,599.6 |
High |
1,610.6 |
1,593.1 |
-17.5 |
-1.1% |
1,625.7 |
Low |
1,576.4 |
1,576.0 |
-0.4 |
0.0% |
1,576.4 |
Close |
1,578.9 |
1,589.1 |
10.2 |
0.6% |
1,578.9 |
Range |
34.2 |
17.1 |
-17.1 |
-50.0% |
49.3 |
ATR |
29.1 |
28.2 |
-0.9 |
-2.9% |
0.0 |
Volume |
155,234 |
88,328 |
-66,906 |
-43.1% |
250,375 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.4 |
1,630.3 |
1,598.5 |
|
R3 |
1,620.3 |
1,613.2 |
1,593.8 |
|
R2 |
1,603.2 |
1,603.2 |
1,592.2 |
|
R1 |
1,596.1 |
1,596.1 |
1,590.7 |
1,599.7 |
PP |
1,586.1 |
1,586.1 |
1,586.1 |
1,587.8 |
S1 |
1,579.0 |
1,579.0 |
1,587.5 |
1,582.6 |
S2 |
1,569.0 |
1,569.0 |
1,586.0 |
|
S3 |
1,551.9 |
1,561.9 |
1,584.4 |
|
S4 |
1,534.8 |
1,544.8 |
1,579.7 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.6 |
1,709.5 |
1,606.0 |
|
R3 |
1,692.3 |
1,660.2 |
1,592.5 |
|
R2 |
1,643.0 |
1,643.0 |
1,587.9 |
|
R1 |
1,610.9 |
1,610.9 |
1,583.4 |
1,602.3 |
PP |
1,593.7 |
1,593.7 |
1,593.7 |
1,589.4 |
S1 |
1,561.6 |
1,561.6 |
1,574.4 |
1,553.0 |
S2 |
1,544.4 |
1,544.4 |
1,569.9 |
|
S3 |
1,495.1 |
1,512.3 |
1,565.3 |
|
S4 |
1,445.8 |
1,463.0 |
1,551.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,625.7 |
1,576.0 |
49.7 |
3.1% |
25.0 |
1.6% |
26% |
False |
True |
67,740 |
10 |
1,625.7 |
1,547.6 |
78.1 |
4.9% |
27.7 |
1.7% |
53% |
False |
False |
96,246 |
20 |
1,635.4 |
1,547.6 |
87.8 |
5.5% |
26.1 |
1.6% |
47% |
False |
False |
117,254 |
40 |
1,642.4 |
1,529.3 |
113.1 |
7.1% |
29.0 |
1.8% |
53% |
False |
False |
107,363 |
60 |
1,681.3 |
1,529.3 |
152.0 |
9.6% |
25.7 |
1.6% |
39% |
False |
False |
73,911 |
80 |
1,700.9 |
1,529.3 |
171.6 |
10.8% |
24.8 |
1.6% |
35% |
False |
False |
56,753 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
25.2 |
1.6% |
22% |
False |
False |
46,059 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
24.4 |
1.5% |
22% |
False |
False |
38,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,665.8 |
2.618 |
1,637.9 |
1.618 |
1,620.8 |
1.000 |
1,610.2 |
0.618 |
1,603.7 |
HIGH |
1,593.1 |
0.618 |
1,586.6 |
0.500 |
1,584.6 |
0.382 |
1,582.5 |
LOW |
1,576.0 |
0.618 |
1,565.4 |
1.000 |
1,558.9 |
1.618 |
1,548.3 |
2.618 |
1,531.2 |
4.250 |
1,503.3 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,587.6 |
1,600.3 |
PP |
1,586.1 |
1,596.5 |
S1 |
1,584.6 |
1,592.8 |
|