Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,082.0 |
4,067.0 |
-15.0 |
-0.4% |
4,092.0 |
High |
4,091.0 |
4,121.0 |
30.0 |
0.7% |
4,104.0 |
Low |
4,064.0 |
4,062.0 |
-2.0 |
0.0% |
4,025.0 |
Close |
4,072.0 |
4,106.0 |
34.0 |
0.8% |
4,049.0 |
Range |
27.0 |
59.0 |
32.0 |
118.5% |
79.0 |
ATR |
44.4 |
45.5 |
1.0 |
2.3% |
0.0 |
Volume |
16,880 |
29,209 |
12,329 |
73.0% |
95,818 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,273.3 |
4,248.7 |
4,138.5 |
|
R3 |
4,214.3 |
4,189.7 |
4,122.2 |
|
R2 |
4,155.3 |
4,155.3 |
4,116.8 |
|
R1 |
4,130.7 |
4,130.7 |
4,111.4 |
4,143.0 |
PP |
4,096.3 |
4,096.3 |
4,096.3 |
4,102.5 |
S1 |
4,071.7 |
4,071.7 |
4,100.6 |
4,084.0 |
S2 |
4,037.3 |
4,037.3 |
4,095.2 |
|
S3 |
3,978.3 |
4,012.7 |
4,089.8 |
|
S4 |
3,919.3 |
3,953.7 |
4,073.6 |
|
|
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 |
4,121.0 |
4,025.0 |
96.0 |
2.3% |
41.0 |
1.0% |
84% |
True |
False |
20,946 |
10 |
4,146.0 |
4,025.0 |
121.0 |
2.9% |
34.6 |
0.8% |
67% |
False |
False |
19,332 |
20 |
4,146.0 |
3,959.0 |
187.0 |
4.6% |
39.4 |
1.0% |
79% |
False |
False |
23,032 |
40 |
4,146.0 |
3,950.0 |
196.0 |
4.8% |
35.6 |
0.9% |
80% |
False |
False |
16,968 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
32.1 |
0.8% |
34% |
False |
False |
11,363 |
80 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
28.3 |
0.7% |
34% |
False |
False |
8,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,371.8 |
2.618 |
4,275.5 |
1.618 |
4,216.5 |
1.000 |
4,180.0 |
0.618 |
4,157.5 |
HIGH |
4,121.0 |
0.618 |
4,098.5 |
0.500 |
4,091.5 |
0.382 |
4,084.5 |
LOW |
4,062.0 |
0.618 |
4,025.5 |
1.000 |
4,003.0 |
1.618 |
3,966.5 |
2.618 |
3,907.5 |
4.250 |
3,811.3 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
4,101.2 |
4,095.5 |
PP |
4,096.3 |
4,085.0 |
S1 |
4,091.5 |
4,074.5 |
|