Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,830 |
12,708 |
-122 |
-1.0% |
12,827 |
High |
12,851 |
12,720 |
-131 |
-1.0% |
12,917 |
Low |
12,640 |
12,622 |
-18 |
-0.1% |
12,640 |
Close |
12,727 |
12,685 |
-42 |
-0.3% |
12,727 |
Range |
211 |
98 |
-113 |
-53.6% |
277 |
ATR |
178 |
173 |
-5 |
-2.9% |
0 |
Volume |
142,800 |
99,347 |
-43,453 |
-30.4% |
260,795 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,970 |
12,925 |
12,739 |
|
R3 |
12,872 |
12,827 |
12,712 |
|
R2 |
12,774 |
12,774 |
12,703 |
|
R1 |
12,729 |
12,729 |
12,694 |
12,703 |
PP |
12,676 |
12,676 |
12,676 |
12,662 |
S1 |
12,631 |
12,631 |
12,676 |
12,605 |
S2 |
12,578 |
12,578 |
12,667 |
|
S3 |
12,480 |
12,533 |
12,658 |
|
S4 |
12,382 |
12,435 |
12,631 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,592 |
13,437 |
12,879 |
|
R3 |
13,315 |
13,160 |
12,803 |
|
R2 |
13,038 |
13,038 |
12,778 |
|
R1 |
12,883 |
12,883 |
12,753 |
12,822 |
PP |
12,761 |
12,761 |
12,761 |
12,731 |
S1 |
12,606 |
12,606 |
12,702 |
12,545 |
S2 |
12,484 |
12,484 |
12,676 |
|
S3 |
12,207 |
12,329 |
12,651 |
|
S4 |
11,930 |
12,052 |
12,575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,917 |
12,622 |
295 |
2.3% |
139 |
1.1% |
21% |
False |
True |
72,028 |
10 |
12,917 |
12,376 |
541 |
4.3% |
167 |
1.3% |
57% |
False |
False |
102,060 |
20 |
12,917 |
12,288 |
629 |
5.0% |
186 |
1.5% |
63% |
False |
False |
125,950 |
40 |
12,917 |
11,884 |
1,033 |
8.1% |
174 |
1.4% |
78% |
False |
False |
66,717 |
60 |
13,213 |
11,884 |
1,329 |
10.5% |
145 |
1.1% |
60% |
False |
False |
44,483 |
80 |
13,213 |
11,884 |
1,329 |
10.5% |
130 |
1.0% |
60% |
False |
False |
33,366 |
100 |
13,213 |
11,884 |
1,329 |
10.5% |
115 |
0.9% |
60% |
False |
False |
26,695 |
120 |
13,213 |
11,884 |
1,329 |
10.5% |
97 |
0.8% |
60% |
False |
False |
22,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,137 |
2.618 |
12,977 |
1.618 |
12,879 |
1.000 |
12,818 |
0.618 |
12,781 |
HIGH |
12,720 |
0.618 |
12,683 |
0.500 |
12,671 |
0.382 |
12,660 |
LOW |
12,622 |
0.618 |
12,562 |
1.000 |
12,524 |
1.618 |
12,464 |
2.618 |
12,366 |
4.250 |
12,206 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,680 |
12,770 |
PP |
12,676 |
12,741 |
S1 |
12,671 |
12,713 |
|