Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,049.0 |
4,070.0 |
21.0 |
0.5% |
4,110.0 |
High |
4,067.0 |
4,076.0 |
9.0 |
0.2% |
4,146.0 |
Low |
4,039.0 |
4,025.0 |
-14.0 |
-0.3% |
4,087.0 |
Close |
4,064.0 |
4,038.0 |
-26.0 |
-0.6% |
4,125.0 |
Range |
28.0 |
51.0 |
23.0 |
82.1% |
59.0 |
ATR |
44.5 |
45.0 |
0.5 |
1.0% |
0.0 |
Volume |
15,970 |
21,163 |
5,193 |
32.5% |
97,672 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,199.3 |
4,169.7 |
4,066.1 |
|
R3 |
4,148.3 |
4,118.7 |
4,052.0 |
|
R2 |
4,097.3 |
4,097.3 |
4,047.4 |
|
R1 |
4,067.7 |
4,067.7 |
4,042.7 |
4,057.0 |
PP |
4,046.3 |
4,046.3 |
4,046.3 |
4,041.0 |
S1 |
4,016.7 |
4,016.7 |
4,033.3 |
4,006.0 |
S2 |
3,995.3 |
3,995.3 |
4,028.7 |
|
S3 |
3,944.3 |
3,965.7 |
4,024.0 |
|
S4 |
3,893.3 |
3,914.7 |
4,010.0 |
|
|
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 |
4,129.0 |
4,025.0 |
104.0 |
2.6% |
34.8 |
0.9% |
13% |
False |
True |
18,145 |
10 |
4,146.0 |
3,996.0 |
150.0 |
3.7% |
37.4 |
0.9% |
28% |
False |
False |
20,968 |
20 |
4,146.0 |
3,959.0 |
187.0 |
4.6% |
38.3 |
0.9% |
42% |
False |
False |
29,040 |
40 |
4,146.0 |
3,950.0 |
196.0 |
4.9% |
35.9 |
0.9% |
45% |
False |
False |
15,299 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.4% |
30.8 |
0.8% |
19% |
False |
False |
10,249 |
80 |
4,410.0 |
3,950.0 |
460.0 |
11.4% |
28.1 |
0.7% |
19% |
False |
False |
7,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,292.8 |
2.618 |
4,209.5 |
1.618 |
4,158.5 |
1.000 |
4,127.0 |
0.618 |
4,107.5 |
HIGH |
4,076.0 |
0.618 |
4,056.5 |
0.500 |
4,050.5 |
0.382 |
4,044.5 |
LOW |
4,025.0 |
0.618 |
3,993.5 |
1.000 |
3,974.0 |
1.618 |
3,942.5 |
2.618 |
3,891.5 |
4.250 |
3,808.3 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
4,050.5 |
4,064.5 |
PP |
4,046.3 |
4,055.7 |
S1 |
4,042.2 |
4,046.8 |
|