Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,583.0 |
1,573.0 |
-10.0 |
-0.6% |
1,582.4 |
High |
1,585.7 |
1,591.5 |
5.8 |
0.4% |
1,602.0 |
Low |
1,567.2 |
1,572.1 |
4.9 |
0.3% |
1,554.4 |
Close |
1,570.8 |
1,580.4 |
9.6 |
0.6% |
1,592.0 |
Range |
18.5 |
19.4 |
0.9 |
4.9% |
47.6 |
ATR |
26.9 |
26.5 |
-0.4 |
-1.7% |
0.0 |
Volume |
122,703 |
116,028 |
-6,675 |
-5.4% |
624,402 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,639.5 |
1,629.4 |
1,591.1 |
|
R3 |
1,620.1 |
1,610.0 |
1,585.7 |
|
R2 |
1,600.7 |
1,600.7 |
1,584.0 |
|
R1 |
1,590.6 |
1,590.6 |
1,582.2 |
1,595.7 |
PP |
1,581.3 |
1,581.3 |
1,581.3 |
1,583.9 |
S1 |
1,571.2 |
1,571.2 |
1,578.6 |
1,576.3 |
S2 |
1,561.9 |
1,561.9 |
1,576.8 |
|
S3 |
1,542.5 |
1,551.8 |
1,575.1 |
|
S4 |
1,523.1 |
1,532.4 |
1,569.7 |
|
|
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 |
1,565.6 |
33.2 |
2.1% |
22.8 |
1.4% |
45% |
False |
False |
116,546 |
10 |
1,610.6 |
1,554.4 |
56.2 |
3.6% |
24.4 |
1.5% |
46% |
False |
False |
124,533 |
20 |
1,625.7 |
1,547.6 |
78.1 |
4.9% |
26.5 |
1.7% |
42% |
False |
False |
113,817 |
40 |
1,642.4 |
1,532.1 |
110.3 |
7.0% |
28.4 |
1.8% |
44% |
False |
False |
128,441 |
60 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
26.5 |
1.7% |
35% |
False |
False |
90,118 |
80 |
1,700.9 |
1,529.3 |
171.6 |
10.9% |
24.9 |
1.6% |
30% |
False |
False |
68,884 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
25.7 |
1.6% |
19% |
False |
False |
55,879 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.6 |
1.6% |
19% |
False |
False |
46,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,674.0 |
2.618 |
1,642.3 |
1.618 |
1,622.9 |
1.000 |
1,610.9 |
0.618 |
1,603.5 |
HIGH |
1,591.5 |
0.618 |
1,584.1 |
0.500 |
1,581.8 |
0.382 |
1,579.5 |
LOW |
1,572.1 |
0.618 |
1,560.1 |
1.000 |
1,552.7 |
1.618 |
1,540.7 |
2.618 |
1,521.3 |
4.250 |
1,489.7 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,581.8 |
1,583.0 |
PP |
1,581.3 |
1,582.1 |
S1 |
1,580.9 |
1,581.3 |
|