Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,070.0 |
4,035.0 |
-35.0 |
-0.9% |
4,092.0 |
High |
4,076.0 |
4,068.0 |
-8.0 |
-0.2% |
4,104.0 |
Low |
4,025.0 |
4,028.0 |
3.0 |
0.1% |
4,025.0 |
Close |
4,038.0 |
4,049.0 |
11.0 |
0.3% |
4,049.0 |
Range |
51.0 |
40.0 |
-11.0 |
-21.6% |
79.0 |
ATR |
45.0 |
44.6 |
-0.4 |
-0.8% |
0.0 |
Volume |
21,163 |
21,512 |
349 |
1.6% |
95,818 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,168.3 |
4,148.7 |
4,071.0 |
|
R3 |
4,128.3 |
4,108.7 |
4,060.0 |
|
R2 |
4,088.3 |
4,088.3 |
4,056.3 |
|
R1 |
4,068.7 |
4,068.7 |
4,052.7 |
4,078.5 |
PP |
4,048.3 |
4,048.3 |
4,048.3 |
4,053.3 |
S1 |
4,028.7 |
4,028.7 |
4,045.3 |
4,038.5 |
S2 |
4,008.3 |
4,008.3 |
4,041.7 |
|
S3 |
3,968.3 |
3,988.7 |
4,038.0 |
|
S4 |
3,928.3 |
3,948.7 |
4,027.0 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,296.3 |
4,251.7 |
4,092.5 |
|
R3 |
4,217.3 |
4,172.7 |
4,070.7 |
|
R2 |
4,138.3 |
4,138.3 |
4,063.5 |
|
R1 |
4,093.7 |
4,093.7 |
4,056.2 |
4,076.5 |
PP |
4,059.3 |
4,059.3 |
4,059.3 |
4,050.8 |
S1 |
4,014.7 |
4,014.7 |
4,041.8 |
3,997.5 |
S2 |
3,980.3 |
3,980.3 |
4,034.5 |
|
S3 |
3,901.3 |
3,935.7 |
4,027.3 |
|
S4 |
3,822.3 |
3,856.7 |
4,005.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,104.0 |
4,025.0 |
79.0 |
2.0% |
39.0 |
1.0% |
30% |
False |
False |
19,163 |
10 |
4,146.0 |
4,025.0 |
121.0 |
3.0% |
32.2 |
0.8% |
20% |
False |
False |
19,349 |
20 |
4,146.0 |
3,959.0 |
187.0 |
4.6% |
38.6 |
1.0% |
48% |
False |
False |
29,778 |
40 |
4,146.0 |
3,950.0 |
196.0 |
4.8% |
36.1 |
0.9% |
51% |
False |
False |
15,831 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.4% |
31.2 |
0.8% |
22% |
False |
False |
10,600 |
80 |
4,410.0 |
3,950.0 |
460.0 |
11.4% |
28.6 |
0.7% |
22% |
False |
False |
7,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,238.0 |
2.618 |
4,172.7 |
1.618 |
4,132.7 |
1.000 |
4,108.0 |
0.618 |
4,092.7 |
HIGH |
4,068.0 |
0.618 |
4,052.7 |
0.500 |
4,048.0 |
0.382 |
4,043.3 |
LOW |
4,028.0 |
0.618 |
4,003.3 |
1.000 |
3,988.0 |
1.618 |
3,963.3 |
2.618 |
3,923.3 |
4.250 |
3,858.0 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
4,048.7 |
4,050.5 |
PP |
4,048.3 |
4,050.0 |
S1 |
4,048.0 |
4,049.5 |
|