Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,582.4 |
1,589.1 |
6.7 |
0.4% |
1,599.6 |
High |
1,593.1 |
1,602.0 |
8.9 |
0.6% |
1,625.7 |
Low |
1,576.0 |
1,564.4 |
-11.6 |
-0.7% |
1,576.4 |
Close |
1,589.1 |
1,579.8 |
-9.3 |
-0.6% |
1,578.9 |
Range |
17.1 |
37.6 |
20.5 |
119.9% |
49.3 |
ATR |
28.2 |
28.9 |
0.7 |
2.4% |
0.0 |
Volume |
88,328 |
139,665 |
51,337 |
58.1% |
250,375 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.9 |
1,674.9 |
1,600.5 |
|
R3 |
1,657.3 |
1,637.3 |
1,590.1 |
|
R2 |
1,619.7 |
1,619.7 |
1,586.7 |
|
R1 |
1,599.7 |
1,599.7 |
1,583.2 |
1,590.9 |
PP |
1,582.1 |
1,582.1 |
1,582.1 |
1,577.7 |
S1 |
1,562.1 |
1,562.1 |
1,576.4 |
1,553.3 |
S2 |
1,544.5 |
1,544.5 |
1,572.9 |
|
S3 |
1,506.9 |
1,524.5 |
1,569.5 |
|
S4 |
1,469.3 |
1,486.9 |
1,559.1 |
|
|
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 |
1,564.4 |
61.3 |
3.9% |
29.3 |
1.9% |
25% |
False |
True |
76,922 |
10 |
1,625.7 |
1,547.6 |
78.1 |
4.9% |
29.3 |
1.9% |
41% |
False |
False |
99,557 |
20 |
1,635.4 |
1,547.6 |
87.8 |
5.6% |
26.6 |
1.7% |
37% |
False |
False |
118,624 |
40 |
1,642.4 |
1,529.3 |
113.1 |
7.2% |
29.4 |
1.9% |
45% |
False |
False |
110,447 |
60 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
25.9 |
1.6% |
35% |
False |
False |
76,112 |
80 |
1,700.9 |
1,529.3 |
171.6 |
10.9% |
24.9 |
1.6% |
29% |
False |
False |
58,364 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
25.4 |
1.6% |
19% |
False |
False |
47,416 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.6 |
1.6% |
19% |
False |
False |
39,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.8 |
2.618 |
1,700.4 |
1.618 |
1,662.8 |
1.000 |
1,639.6 |
0.618 |
1,625.2 |
HIGH |
1,602.0 |
0.618 |
1,587.6 |
0.500 |
1,583.2 |
0.382 |
1,578.8 |
LOW |
1,564.4 |
0.618 |
1,541.2 |
1.000 |
1,526.8 |
1.618 |
1,503.6 |
2.618 |
1,466.0 |
4.250 |
1,404.6 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,583.2 |
1,587.5 |
PP |
1,582.1 |
1,584.9 |
S1 |
1,580.9 |
1,582.4 |
|