Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,576.3 |
1,571.2 |
-5.1 |
-0.3% |
1,582.4 |
High |
1,577.9 |
1,596.5 |
18.6 |
1.2% |
1,602.0 |
Low |
1,554.4 |
1,565.6 |
11.2 |
0.7% |
1,554.4 |
Close |
1,565.3 |
1,592.0 |
26.7 |
1.7% |
1,592.0 |
Range |
23.5 |
30.9 |
7.4 |
31.5% |
47.6 |
ATR |
27.8 |
28.0 |
0.2 |
0.9% |
0.0 |
Volume |
151,945 |
117,034 |
-34,911 |
-23.0% |
624,402 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.4 |
1,665.6 |
1,609.0 |
|
R3 |
1,646.5 |
1,634.7 |
1,600.5 |
|
R2 |
1,615.6 |
1,615.6 |
1,597.7 |
|
R1 |
1,603.8 |
1,603.8 |
1,594.8 |
1,609.7 |
PP |
1,584.7 |
1,584.7 |
1,584.7 |
1,587.7 |
S1 |
1,572.9 |
1,572.9 |
1,589.2 |
1,578.8 |
S2 |
1,553.8 |
1,553.8 |
1,586.3 |
|
S3 |
1,522.9 |
1,542.0 |
1,583.5 |
|
S4 |
1,492.0 |
1,511.1 |
1,575.0 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.6 |
1,706.4 |
1,618.2 |
|
R3 |
1,678.0 |
1,658.8 |
1,605.1 |
|
R2 |
1,630.4 |
1,630.4 |
1,600.7 |
|
R1 |
1,611.2 |
1,611.2 |
1,596.4 |
1,620.8 |
PP |
1,582.8 |
1,582.8 |
1,582.8 |
1,587.6 |
S1 |
1,563.6 |
1,563.6 |
1,587.6 |
1,573.2 |
S2 |
1,535.2 |
1,535.2 |
1,583.3 |
|
S3 |
1,487.6 |
1,516.0 |
1,578.9 |
|
S4 |
1,440.0 |
1,468.4 |
1,565.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,602.0 |
1,554.4 |
47.6 |
3.0% |
25.4 |
1.6% |
79% |
False |
False |
124,880 |
10 |
1,625.7 |
1,551.3 |
74.4 |
4.7% |
29.1 |
1.8% |
55% |
False |
False |
105,297 |
20 |
1,635.4 |
1,547.6 |
87.8 |
5.5% |
26.7 |
1.7% |
51% |
False |
False |
118,217 |
40 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
29.3 |
1.8% |
54% |
False |
False |
118,969 |
60 |
1,674.3 |
1,529.3 |
145.0 |
9.1% |
26.2 |
1.6% |
43% |
False |
False |
82,619 |
80 |
1,700.9 |
1,529.3 |
171.6 |
10.8% |
25.1 |
1.6% |
37% |
False |
False |
63,158 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
25.5 |
1.6% |
23% |
False |
False |
51,322 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
24.9 |
1.6% |
23% |
False |
False |
43,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,727.8 |
2.618 |
1,677.4 |
1.618 |
1,646.5 |
1.000 |
1,627.4 |
0.618 |
1,615.6 |
HIGH |
1,596.5 |
0.618 |
1,584.7 |
0.500 |
1,581.1 |
0.382 |
1,577.4 |
LOW |
1,565.6 |
0.618 |
1,546.5 |
1.000 |
1,534.7 |
1.618 |
1,515.6 |
2.618 |
1,484.7 |
4.250 |
1,434.3 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,588.4 |
1,586.5 |
PP |
1,584.7 |
1,581.0 |
S1 |
1,581.1 |
1,575.5 |
|