Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,708 |
12,686 |
-22 |
-0.2% |
12,827 |
High |
12,720 |
12,767 |
47 |
0.4% |
12,917 |
Low |
12,622 |
12,543 |
-79 |
-0.6% |
12,640 |
Close |
12,685 |
12,585 |
-100 |
-0.8% |
12,727 |
Range |
98 |
224 |
126 |
128.6% |
277 |
ATR |
173 |
177 |
4 |
2.1% |
0 |
Volume |
99,347 |
151,052 |
51,705 |
52.0% |
260,795 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,304 |
13,168 |
12,708 |
|
R3 |
13,080 |
12,944 |
12,647 |
|
R2 |
12,856 |
12,856 |
12,626 |
|
R1 |
12,720 |
12,720 |
12,606 |
12,676 |
PP |
12,632 |
12,632 |
12,632 |
12,610 |
S1 |
12,496 |
12,496 |
12,565 |
12,452 |
S2 |
12,408 |
12,408 |
12,544 |
|
S3 |
12,184 |
12,272 |
12,524 |
|
S4 |
11,960 |
12,048 |
12,462 |
|
|
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 |
12,543 |
374 |
3.0% |
159 |
1.3% |
11% |
False |
True |
78,741 |
10 |
12,917 |
12,376 |
541 |
4.3% |
172 |
1.4% |
39% |
False |
False |
105,133 |
20 |
12,917 |
12,288 |
629 |
5.0% |
177 |
1.4% |
47% |
False |
False |
124,489 |
40 |
12,917 |
11,884 |
1,033 |
8.2% |
177 |
1.4% |
68% |
False |
False |
70,493 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
146 |
1.2% |
53% |
False |
False |
47,001 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
132 |
1.0% |
53% |
False |
False |
35,253 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
117 |
0.9% |
53% |
False |
False |
28,205 |
120 |
13,213 |
11,884 |
1,329 |
10.6% |
99 |
0.8% |
53% |
False |
False |
23,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,719 |
2.618 |
13,354 |
1.618 |
13,130 |
1.000 |
12,991 |
0.618 |
12,906 |
HIGH |
12,767 |
0.618 |
12,682 |
0.500 |
12,655 |
0.382 |
12,629 |
LOW |
12,543 |
0.618 |
12,405 |
1.000 |
12,319 |
1.618 |
12,181 |
2.618 |
11,957 |
4.250 |
11,591 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,655 |
12,697 |
PP |
12,632 |
12,660 |
S1 |
12,608 |
12,622 |
|