Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,565.8 |
1,576.3 |
10.5 |
0.7% |
1,599.6 |
High |
1,583.4 |
1,577.9 |
-5.5 |
-0.3% |
1,625.7 |
Low |
1,565.5 |
1,554.4 |
-11.1 |
-0.7% |
1,576.4 |
Close |
1,575.7 |
1,565.3 |
-10.4 |
-0.7% |
1,578.9 |
Range |
17.9 |
23.5 |
5.6 |
31.3% |
49.3 |
ATR |
28.1 |
27.8 |
-0.3 |
-1.2% |
0.0 |
Volume |
127,430 |
151,945 |
24,515 |
19.2% |
250,375 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.4 |
1,624.3 |
1,578.2 |
|
R3 |
1,612.9 |
1,600.8 |
1,571.8 |
|
R2 |
1,589.4 |
1,589.4 |
1,569.6 |
|
R1 |
1,577.3 |
1,577.3 |
1,567.5 |
1,571.6 |
PP |
1,565.9 |
1,565.9 |
1,565.9 |
1,563.0 |
S1 |
1,553.8 |
1,553.8 |
1,563.1 |
1,548.1 |
S2 |
1,542.4 |
1,542.4 |
1,561.0 |
|
S3 |
1,518.9 |
1,530.3 |
1,558.8 |
|
S4 |
1,495.4 |
1,506.8 |
1,552.4 |
|
|
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 |
1,610.6 |
1,554.4 |
56.2 |
3.6% |
26.1 |
1.7% |
19% |
False |
True |
132,520 |
10 |
1,625.7 |
1,547.6 |
78.1 |
5.0% |
29.2 |
1.9% |
23% |
False |
False |
106,742 |
20 |
1,635.4 |
1,547.6 |
87.8 |
5.6% |
26.1 |
1.7% |
20% |
False |
False |
119,185 |
40 |
1,642.4 |
1,529.3 |
113.1 |
7.2% |
29.1 |
1.9% |
32% |
False |
False |
116,313 |
60 |
1,674.3 |
1,529.3 |
145.0 |
9.3% |
26.0 |
1.7% |
25% |
False |
False |
80,691 |
80 |
1,700.9 |
1,529.3 |
171.6 |
11.0% |
25.0 |
1.6% |
21% |
False |
False |
61,727 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
25.5 |
1.6% |
13% |
False |
False |
50,180 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
24.7 |
1.6% |
13% |
False |
False |
42,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,677.8 |
2.618 |
1,639.4 |
1.618 |
1,615.9 |
1.000 |
1,601.4 |
0.618 |
1,592.4 |
HIGH |
1,577.9 |
0.618 |
1,568.9 |
0.500 |
1,566.2 |
0.382 |
1,563.4 |
LOW |
1,554.4 |
0.618 |
1,539.9 |
1.000 |
1,530.9 |
1.618 |
1,516.4 |
2.618 |
1,492.9 |
4.250 |
1,454.5 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,566.2 |
1,578.2 |
PP |
1,565.9 |
1,573.9 |
S1 |
1,565.6 |
1,569.6 |
|