Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,588.6 |
1,583.0 |
-5.6 |
-0.4% |
1,582.4 |
High |
1,598.8 |
1,585.7 |
-13.1 |
-0.8% |
1,602.0 |
Low |
1,571.0 |
1,567.2 |
-3.8 |
-0.2% |
1,554.4 |
Close |
1,589.5 |
1,570.8 |
-18.7 |
-1.2% |
1,592.0 |
Range |
27.8 |
18.5 |
-9.3 |
-33.5% |
47.6 |
ATR |
27.3 |
26.9 |
-0.4 |
-1.3% |
0.0 |
Volume |
136,493 |
122,703 |
-13,790 |
-10.1% |
624,402 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,630.1 |
1,618.9 |
1,581.0 |
|
R3 |
1,611.6 |
1,600.4 |
1,575.9 |
|
R2 |
1,593.1 |
1,593.1 |
1,574.2 |
|
R1 |
1,581.9 |
1,581.9 |
1,572.5 |
1,578.3 |
PP |
1,574.6 |
1,574.6 |
1,574.6 |
1,572.7 |
S1 |
1,563.4 |
1,563.4 |
1,569.1 |
1,559.8 |
S2 |
1,556.1 |
1,556.1 |
1,567.4 |
|
S3 |
1,537.6 |
1,544.9 |
1,565.7 |
|
S4 |
1,519.1 |
1,526.4 |
1,560.6 |
|
|
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% |
23.6 |
1.5% |
37% |
False |
False |
123,730 |
10 |
1,624.5 |
1,554.4 |
70.1 |
4.5% |
25.2 |
1.6% |
23% |
False |
False |
113,034 |
20 |
1,625.7 |
1,547.6 |
78.1 |
5.0% |
27.1 |
1.7% |
30% |
False |
False |
118,215 |
40 |
1,642.4 |
1,532.1 |
110.3 |
7.0% |
28.7 |
1.8% |
35% |
False |
False |
126,138 |
60 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
26.5 |
1.7% |
29% |
False |
False |
88,317 |
80 |
1,700.9 |
1,529.3 |
171.6 |
10.9% |
25.2 |
1.6% |
24% |
False |
False |
67,452 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
25.7 |
1.6% |
15% |
False |
False |
54,758 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
24.6 |
1.6% |
15% |
False |
False |
45,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,664.3 |
2.618 |
1,634.1 |
1.618 |
1,615.6 |
1.000 |
1,604.2 |
0.618 |
1,597.1 |
HIGH |
1,585.7 |
0.618 |
1,578.6 |
0.500 |
1,576.5 |
0.382 |
1,574.3 |
LOW |
1,567.2 |
0.618 |
1,555.8 |
1.000 |
1,548.7 |
1.618 |
1,537.3 |
2.618 |
1,518.8 |
4.250 |
1,488.6 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,576.5 |
1,583.0 |
PP |
1,574.6 |
1,578.9 |
S1 |
1,572.7 |
1,574.9 |
|