Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,123.0 |
4,092.0 |
-31.0 |
-0.8% |
4,110.0 |
High |
4,129.0 |
4,099.0 |
-30.0 |
-0.7% |
4,146.0 |
Low |
4,110.0 |
4,075.0 |
-35.0 |
-0.9% |
4,087.0 |
Close |
4,125.0 |
4,090.0 |
-35.0 |
-0.8% |
4,125.0 |
Range |
19.0 |
24.0 |
5.0 |
26.3% |
59.0 |
ATR |
44.9 |
45.3 |
0.4 |
0.8% |
0.0 |
Volume |
16,419 |
17,734 |
1,315 |
8.0% |
97,672 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,160.0 |
4,149.0 |
4,103.2 |
|
R3 |
4,136.0 |
4,125.0 |
4,096.6 |
|
R2 |
4,112.0 |
4,112.0 |
4,094.4 |
|
R1 |
4,101.0 |
4,101.0 |
4,092.2 |
4,094.5 |
PP |
4,088.0 |
4,088.0 |
4,088.0 |
4,084.8 |
S1 |
4,077.0 |
4,077.0 |
4,087.8 |
4,070.5 |
S2 |
4,064.0 |
4,064.0 |
4,085.6 |
|
S3 |
4,040.0 |
4,053.0 |
4,083.4 |
|
S4 |
4,016.0 |
4,029.0 |
4,076.8 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,296.3 |
4,269.7 |
4,157.5 |
|
R3 |
4,237.3 |
4,210.7 |
4,141.2 |
|
R2 |
4,178.3 |
4,178.3 |
4,135.8 |
|
R1 |
4,151.7 |
4,151.7 |
4,130.4 |
4,165.0 |
PP |
4,119.3 |
4,119.3 |
4,119.3 |
4,126.0 |
S1 |
4,092.7 |
4,092.7 |
4,119.6 |
4,106.0 |
S2 |
4,060.3 |
4,060.3 |
4,114.2 |
|
S3 |
4,001.3 |
4,033.7 |
4,108.8 |
|
S4 |
3,942.3 |
3,974.7 |
4,092.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,146.0 |
4,075.0 |
71.0 |
1.7% |
23.2 |
0.6% |
21% |
False |
True |
17,699 |
10 |
4,146.0 |
3,969.0 |
177.0 |
4.3% |
34.5 |
0.8% |
68% |
False |
False |
21,129 |
20 |
4,146.0 |
3,959.0 |
187.0 |
4.6% |
37.4 |
0.9% |
70% |
False |
False |
27,392 |
40 |
4,273.0 |
3,950.0 |
323.0 |
7.9% |
34.8 |
0.8% |
43% |
False |
False |
13,907 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
29.5 |
0.7% |
30% |
False |
False |
9,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,201.0 |
2.618 |
4,161.8 |
1.618 |
4,137.8 |
1.000 |
4,123.0 |
0.618 |
4,113.8 |
HIGH |
4,099.0 |
0.618 |
4,089.8 |
0.500 |
4,087.0 |
0.382 |
4,084.2 |
LOW |
4,075.0 |
0.618 |
4,060.2 |
1.000 |
4,051.0 |
1.618 |
4,036.2 |
2.618 |
4,012.2 |
4.250 |
3,973.0 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
4,089.0 |
4,110.5 |
PP |
4,088.0 |
4,103.7 |
S1 |
4,087.0 |
4,096.8 |
|