Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,583 |
12,538 |
-45 |
-0.4% |
12,827 |
High |
12,651 |
12,564 |
-87 |
-0.7% |
12,917 |
Low |
12,469 |
12,425 |
-44 |
-0.4% |
12,640 |
Close |
12,536 |
12,502 |
-34 |
-0.3% |
12,727 |
Range |
182 |
139 |
-43 |
-23.6% |
277 |
ATR |
177 |
174 |
-3 |
-1.5% |
0 |
Volume |
136,182 |
125,958 |
-10,224 |
-7.5% |
260,795 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,914 |
12,847 |
12,579 |
|
R3 |
12,775 |
12,708 |
12,540 |
|
R2 |
12,636 |
12,636 |
12,528 |
|
R1 |
12,569 |
12,569 |
12,515 |
12,533 |
PP |
12,497 |
12,497 |
12,497 |
12,479 |
S1 |
12,430 |
12,430 |
12,489 |
12,394 |
S2 |
12,358 |
12,358 |
12,477 |
|
S3 |
12,219 |
12,291 |
12,464 |
|
S4 |
12,080 |
12,152 |
12,426 |
|
|
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 |
12,851 |
12,425 |
426 |
3.4% |
171 |
1.4% |
18% |
False |
True |
131,067 |
10 |
12,917 |
12,376 |
541 |
4.3% |
179 |
1.4% |
23% |
False |
False |
109,285 |
20 |
12,917 |
12,376 |
541 |
4.3% |
174 |
1.4% |
23% |
False |
False |
120,595 |
40 |
12,917 |
11,884 |
1,033 |
8.3% |
178 |
1.4% |
60% |
False |
False |
77,030 |
60 |
13,213 |
11,884 |
1,329 |
10.6% |
149 |
1.2% |
47% |
False |
False |
51,369 |
80 |
13,213 |
11,884 |
1,329 |
10.6% |
134 |
1.1% |
47% |
False |
False |
38,529 |
100 |
13,213 |
11,884 |
1,329 |
10.6% |
119 |
1.0% |
47% |
False |
False |
30,827 |
120 |
13,213 |
11,884 |
1,329 |
10.6% |
102 |
0.8% |
47% |
False |
False |
25,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,155 |
2.618 |
12,928 |
1.618 |
12,789 |
1.000 |
12,703 |
0.618 |
12,650 |
HIGH |
12,564 |
0.618 |
12,511 |
0.500 |
12,495 |
0.382 |
12,478 |
LOW |
12,425 |
0.618 |
12,339 |
1.000 |
12,286 |
1.618 |
12,200 |
2.618 |
12,061 |
4.250 |
11,834 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,500 |
12,596 |
PP |
12,497 |
12,565 |
S1 |
12,495 |
12,533 |
|