Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,109.0 |
4,125.0 |
16.0 |
0.4% |
4,092.0 |
High |
4,111.0 |
4,167.0 |
56.0 |
1.4% |
4,104.0 |
Low |
4,083.0 |
4,120.0 |
37.0 |
0.9% |
4,025.0 |
Close |
4,092.0 |
4,160.0 |
68.0 |
1.7% |
4,049.0 |
Range |
28.0 |
47.0 |
19.0 |
67.9% |
79.0 |
ATR |
44.2 |
46.4 |
2.2 |
5.0% |
0.0 |
Volume |
21,578 |
25,953 |
4,375 |
20.3% |
95,818 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,290.0 |
4,272.0 |
4,185.9 |
|
R3 |
4,243.0 |
4,225.0 |
4,172.9 |
|
R2 |
4,196.0 |
4,196.0 |
4,168.6 |
|
R1 |
4,178.0 |
4,178.0 |
4,164.3 |
4,187.0 |
PP |
4,149.0 |
4,149.0 |
4,149.0 |
4,153.5 |
S1 |
4,131.0 |
4,131.0 |
4,155.7 |
4,140.0 |
S2 |
4,102.0 |
4,102.0 |
4,151.4 |
|
S3 |
4,055.0 |
4,084.0 |
4,147.1 |
|
S4 |
4,008.0 |
4,037.0 |
4,134.2 |
|
|
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 |
4,167.0 |
4,028.0 |
139.0 |
3.3% |
40.2 |
1.0% |
95% |
True |
False |
23,026 |
10 |
4,167.0 |
4,025.0 |
142.0 |
3.4% |
37.5 |
0.9% |
95% |
True |
False |
20,585 |
20 |
4,167.0 |
3,959.0 |
208.0 |
5.0% |
37.9 |
0.9% |
97% |
True |
False |
21,738 |
40 |
4,167.0 |
3,950.0 |
217.0 |
5.2% |
35.7 |
0.9% |
97% |
True |
False |
18,147 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.1% |
32.7 |
0.8% |
46% |
False |
False |
12,154 |
80 |
4,410.0 |
3,950.0 |
460.0 |
11.1% |
28.6 |
0.7% |
46% |
False |
False |
9,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,366.8 |
2.618 |
4,290.0 |
1.618 |
4,243.0 |
1.000 |
4,214.0 |
0.618 |
4,196.0 |
HIGH |
4,167.0 |
0.618 |
4,149.0 |
0.500 |
4,143.5 |
0.382 |
4,138.0 |
LOW |
4,120.0 |
0.618 |
4,091.0 |
1.000 |
4,073.0 |
1.618 |
4,044.0 |
2.618 |
3,997.0 |
4.250 |
3,920.3 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
4,154.5 |
4,144.8 |
PP |
4,149.0 |
4,129.7 |
S1 |
4,143.5 |
4,114.5 |
|