Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,686 |
12,583 |
-103 |
-0.8% |
12,827 |
High |
12,767 |
12,651 |
-116 |
-0.9% |
12,917 |
Low |
12,543 |
12,469 |
-74 |
-0.6% |
12,640 |
Close |
12,585 |
12,536 |
-49 |
-0.4% |
12,727 |
Range |
224 |
182 |
-42 |
-18.8% |
277 |
ATR |
177 |
177 |
0 |
0.2% |
0 |
Volume |
151,052 |
136,182 |
-14,870 |
-9.8% |
260,795 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,098 |
12,999 |
12,636 |
|
R3 |
12,916 |
12,817 |
12,586 |
|
R2 |
12,734 |
12,734 |
12,569 |
|
R1 |
12,635 |
12,635 |
12,553 |
12,594 |
PP |
12,552 |
12,552 |
12,552 |
12,531 |
S1 |
12,453 |
12,453 |
12,519 |
12,412 |
S2 |
12,370 |
12,370 |
12,503 |
|
S3 |
12,188 |
12,271 |
12,486 |
|
S4 |
12,006 |
12,089 |
12,436 |
|
|
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 |
12,469 |
448 |
3.6% |
170 |
1.4% |
15% |
False |
True |
105,937 |
10 |
12,917 |
12,376 |
541 |
4.3% |
177 |
1.4% |
30% |
False |
False |
107,084 |
20 |
12,917 |
12,376 |
541 |
4.3% |
174 |
1.4% |
30% |
False |
False |
121,885 |
40 |
12,917 |
11,884 |
1,033 |
8.2% |
178 |
1.4% |
63% |
False |
False |
73,889 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
148 |
1.2% |
49% |
False |
False |
49,270 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
134 |
1.1% |
49% |
False |
False |
36,954 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
119 |
0.9% |
49% |
False |
False |
29,567 |
120 |
13,213 |
11,884 |
1,329 |
10.6% |
101 |
0.8% |
49% |
False |
False |
24,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,425 |
2.618 |
13,128 |
1.618 |
12,946 |
1.000 |
12,833 |
0.618 |
12,764 |
HIGH |
12,651 |
0.618 |
12,582 |
0.500 |
12,560 |
0.382 |
12,539 |
LOW |
12,469 |
0.618 |
12,357 |
1.000 |
12,287 |
1.618 |
12,175 |
2.618 |
11,993 |
4.250 |
11,696 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,560 |
12,618 |
PP |
12,552 |
12,591 |
S1 |
12,544 |
12,563 |
|