Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,591.5 |
1,588.6 |
-2.9 |
-0.2% |
1,582.4 |
High |
1,594.6 |
1,598.8 |
4.2 |
0.3% |
1,602.0 |
Low |
1,577.2 |
1,571.0 |
-6.2 |
-0.4% |
1,554.4 |
Close |
1,591.6 |
1,589.5 |
-2.1 |
-0.1% |
1,592.0 |
Range |
17.4 |
27.8 |
10.4 |
59.8% |
47.6 |
ATR |
27.3 |
27.3 |
0.0 |
0.1% |
0.0 |
Volume |
90,475 |
136,493 |
46,018 |
50.9% |
624,402 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.8 |
1,657.5 |
1,604.8 |
|
R3 |
1,642.0 |
1,629.7 |
1,597.1 |
|
R2 |
1,614.2 |
1,614.2 |
1,594.6 |
|
R1 |
1,601.9 |
1,601.9 |
1,592.0 |
1,608.1 |
PP |
1,586.4 |
1,586.4 |
1,586.4 |
1,589.5 |
S1 |
1,574.1 |
1,574.1 |
1,587.0 |
1,580.3 |
S2 |
1,558.6 |
1,558.6 |
1,584.4 |
|
S3 |
1,530.8 |
1,546.3 |
1,581.9 |
|
S4 |
1,503.0 |
1,518.5 |
1,574.2 |
|
|
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 |
1,598.8 |
1,554.4 |
44.4 |
2.8% |
23.5 |
1.5% |
79% |
True |
False |
124,675 |
10 |
1,625.7 |
1,554.4 |
71.3 |
4.5% |
26.4 |
1.7% |
49% |
False |
False |
100,798 |
20 |
1,634.3 |
1,547.6 |
86.7 |
5.5% |
27.0 |
1.7% |
48% |
False |
False |
117,961 |
40 |
1,642.4 |
1,532.1 |
110.3 |
6.9% |
28.6 |
1.8% |
52% |
False |
False |
123,757 |
60 |
1,674.3 |
1,529.3 |
145.0 |
9.1% |
26.5 |
1.7% |
42% |
False |
False |
86,297 |
80 |
1,700.9 |
1,529.3 |
171.6 |
10.8% |
25.2 |
1.6% |
35% |
False |
False |
65,943 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
25.6 |
1.6% |
22% |
False |
False |
53,538 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
24.7 |
1.6% |
22% |
False |
False |
44,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,717.0 |
2.618 |
1,671.6 |
1.618 |
1,643.8 |
1.000 |
1,626.6 |
0.618 |
1,616.0 |
HIGH |
1,598.8 |
0.618 |
1,588.2 |
0.500 |
1,584.9 |
0.382 |
1,581.6 |
LOW |
1,571.0 |
0.618 |
1,553.8 |
1.000 |
1,543.2 |
1.618 |
1,526.0 |
2.618 |
1,498.2 |
4.250 |
1,452.9 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,588.0 |
1,587.1 |
PP |
1,586.4 |
1,584.6 |
S1 |
1,584.9 |
1,582.2 |
|