Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,091.0 |
4,049.0 |
-42.0 |
-1.0% |
4,110.0 |
High |
4,104.0 |
4,067.0 |
-37.0 |
-0.9% |
4,146.0 |
Low |
4,052.0 |
4,039.0 |
-13.0 |
-0.3% |
4,087.0 |
Close |
4,065.0 |
4,064.0 |
-1.0 |
0.0% |
4,125.0 |
Range |
52.0 |
28.0 |
-24.0 |
-46.2% |
59.0 |
ATR |
45.8 |
44.5 |
-1.3 |
-2.8% |
0.0 |
Volume |
19,439 |
15,970 |
-3,469 |
-17.8% |
97,672 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,140.7 |
4,130.3 |
4,079.4 |
|
R3 |
4,112.7 |
4,102.3 |
4,071.7 |
|
R2 |
4,084.7 |
4,084.7 |
4,069.1 |
|
R1 |
4,074.3 |
4,074.3 |
4,066.6 |
4,079.5 |
PP |
4,056.7 |
4,056.7 |
4,056.7 |
4,059.3 |
S1 |
4,046.3 |
4,046.3 |
4,061.4 |
4,051.5 |
S2 |
4,028.7 |
4,028.7 |
4,058.9 |
|
S3 |
4,000.7 |
4,018.3 |
4,056.3 |
|
S4 |
3,972.7 |
3,990.3 |
4,048.6 |
|
|
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 |
4,039.0 |
107.0 |
2.6% |
29.2 |
0.7% |
23% |
False |
True |
17,296 |
10 |
4,146.0 |
3,996.0 |
150.0 |
3.7% |
36.0 |
0.9% |
45% |
False |
False |
20,969 |
20 |
4,146.0 |
3,959.0 |
187.0 |
4.6% |
37.7 |
0.9% |
56% |
False |
False |
28,276 |
40 |
4,199.0 |
3,950.0 |
249.0 |
6.1% |
36.2 |
0.9% |
46% |
False |
False |
14,775 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.3% |
30.3 |
0.7% |
25% |
False |
False |
9,896 |
80 |
4,410.0 |
3,950.0 |
460.0 |
11.3% |
27.7 |
0.7% |
25% |
False |
False |
7,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,186.0 |
2.618 |
4,140.3 |
1.618 |
4,112.3 |
1.000 |
4,095.0 |
0.618 |
4,084.3 |
HIGH |
4,067.0 |
0.618 |
4,056.3 |
0.500 |
4,053.0 |
0.382 |
4,049.7 |
LOW |
4,039.0 |
0.618 |
4,021.7 |
1.000 |
4,011.0 |
1.618 |
3,993.7 |
2.618 |
3,965.7 |
4.250 |
3,920.0 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
4,060.3 |
4,071.5 |
PP |
4,056.7 |
4,069.0 |
S1 |
4,053.0 |
4,066.5 |
|