Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,573.0 |
1,581.0 |
8.0 |
0.5% |
1,591.5 |
High |
1,591.5 |
1,586.7 |
-4.8 |
-0.3% |
1,598.8 |
Low |
1,572.1 |
1,572.6 |
0.5 |
0.0% |
1,567.2 |
Close |
1,580.4 |
1,582.8 |
2.4 |
0.2% |
1,582.8 |
Range |
19.4 |
14.1 |
-5.3 |
-27.3% |
31.6 |
ATR |
26.5 |
25.6 |
-0.9 |
-3.3% |
0.0 |
Volume |
116,028 |
112,017 |
-4,011 |
-3.5% |
577,716 |
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,623.0 |
1,617.0 |
1,590.6 |
|
R3 |
1,608.9 |
1,602.9 |
1,586.7 |
|
R2 |
1,594.8 |
1,594.8 |
1,585.4 |
|
R1 |
1,588.8 |
1,588.8 |
1,584.1 |
1,591.8 |
PP |
1,580.7 |
1,580.7 |
1,580.7 |
1,582.2 |
S1 |
1,574.7 |
1,574.7 |
1,581.5 |
1,577.7 |
S2 |
1,566.6 |
1,566.6 |
1,580.2 |
|
S3 |
1,552.5 |
1,560.6 |
1,578.9 |
|
S4 |
1,538.4 |
1,546.5 |
1,575.0 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.7 |
1,661.9 |
1,600.2 |
|
R3 |
1,646.1 |
1,630.3 |
1,591.5 |
|
R2 |
1,614.5 |
1,614.5 |
1,588.6 |
|
R1 |
1,598.7 |
1,598.7 |
1,585.7 |
1,590.8 |
PP |
1,582.9 |
1,582.9 |
1,582.9 |
1,579.0 |
S1 |
1,567.1 |
1,567.1 |
1,579.9 |
1,559.2 |
S2 |
1,551.3 |
1,551.3 |
1,577.0 |
|
S3 |
1,519.7 |
1,535.5 |
1,574.1 |
|
S4 |
1,488.1 |
1,503.9 |
1,565.4 |
|
|
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 |
1,567.2 |
31.6 |
2.0% |
19.4 |
1.2% |
49% |
False |
False |
115,543 |
10 |
1,602.0 |
1,554.4 |
47.6 |
3.0% |
22.4 |
1.4% |
60% |
False |
False |
120,211 |
20 |
1,625.7 |
1,547.6 |
78.1 |
4.9% |
25.0 |
1.6% |
45% |
False |
False |
109,488 |
40 |
1,642.4 |
1,532.1 |
110.3 |
7.0% |
27.8 |
1.8% |
46% |
False |
False |
130,398 |
60 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
26.4 |
1.7% |
37% |
False |
False |
91,891 |
80 |
1,687.3 |
1,529.3 |
158.0 |
10.0% |
24.9 |
1.6% |
34% |
False |
False |
70,229 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
25.6 |
1.6% |
20% |
False |
False |
56,969 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.6 |
1.6% |
20% |
False |
False |
47,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,646.6 |
2.618 |
1,623.6 |
1.618 |
1,609.5 |
1.000 |
1,600.8 |
0.618 |
1,595.4 |
HIGH |
1,586.7 |
0.618 |
1,581.3 |
0.500 |
1,579.7 |
0.382 |
1,578.0 |
LOW |
1,572.6 |
0.618 |
1,563.9 |
1.000 |
1,558.5 |
1.618 |
1,549.8 |
2.618 |
1,535.7 |
4.250 |
1,512.7 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,581.8 |
1,581.7 |
PP |
1,580.7 |
1,580.5 |
S1 |
1,579.7 |
1,579.4 |
|