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 |
1,361.50 |
1,349.25 |
-12.25 |
-0.9% |
1,358.75 |
High |
1,364.00 |
1,350.25 |
-13.75 |
-1.0% |
1,375.00 |
Low |
1,342.25 |
1,341.00 |
-1.25 |
-0.1% |
1,342.25 |
Close |
1,351.75 |
1,349.25 |
-2.50 |
-0.2% |
1,351.75 |
Range |
21.75 |
9.25 |
-12.50 |
-57.5% |
32.75 |
ATR |
21.30 |
20.55 |
-0.75 |
-3.5% |
0.00 |
Volume |
1,952,810 |
1,468,459 |
-484,351 |
-24.8% |
3,654,597 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.50 |
1,371.25 |
1,354.25 |
|
R3 |
1,365.25 |
1,362.00 |
1,351.75 |
|
R2 |
1,356.00 |
1,356.00 |
1,351.00 |
|
R1 |
1,352.75 |
1,352.75 |
1,350.00 |
1,354.00 |
PP |
1,346.75 |
1,346.75 |
1,346.75 |
1,347.50 |
S1 |
1,343.50 |
1,343.50 |
1,348.50 |
1,344.50 |
S2 |
1,337.50 |
1,337.50 |
1,347.50 |
|
S3 |
1,328.25 |
1,334.25 |
1,346.75 |
|
S4 |
1,319.00 |
1,325.00 |
1,344.25 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.50 |
1,436.00 |
1,369.75 |
|
R3 |
1,421.75 |
1,403.25 |
1,360.75 |
|
R2 |
1,389.00 |
1,389.00 |
1,357.75 |
|
R1 |
1,370.50 |
1,370.50 |
1,354.75 |
1,363.50 |
PP |
1,356.25 |
1,356.25 |
1,356.25 |
1,352.75 |
S1 |
1,337.75 |
1,337.75 |
1,348.75 |
1,330.50 |
S2 |
1,323.50 |
1,323.50 |
1,345.75 |
|
S3 |
1,290.75 |
1,305.00 |
1,342.75 |
|
S4 |
1,258.00 |
1,272.25 |
1,333.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,375.00 |
1,341.00 |
34.00 |
2.5% |
15.25 |
1.1% |
24% |
False |
True |
1,024,611 |
10 |
1,375.00 |
1,302.50 |
72.50 |
5.4% |
19.50 |
1.5% |
64% |
False |
False |
1,516,520 |
20 |
1,375.00 |
1,297.00 |
78.00 |
5.8% |
21.00 |
1.6% |
67% |
False |
False |
1,956,944 |
40 |
1,375.00 |
1,255.50 |
119.50 |
8.9% |
21.50 |
1.6% |
78% |
False |
False |
1,064,827 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.1% |
20.50 |
1.5% |
63% |
False |
False |
710,512 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
19.25 |
1.4% |
59% |
False |
False |
533,245 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
17.50 |
1.3% |
59% |
False |
False |
426,610 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
16.00 |
1.2% |
59% |
False |
False |
355,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.50 |
2.618 |
1,374.50 |
1.618 |
1,365.25 |
1.000 |
1,359.50 |
0.618 |
1,356.00 |
HIGH |
1,350.25 |
0.618 |
1,346.75 |
0.500 |
1,345.50 |
0.382 |
1,344.50 |
LOW |
1,341.00 |
0.618 |
1,335.25 |
1.000 |
1,331.75 |
1.618 |
1,326.00 |
2.618 |
1,316.75 |
4.250 |
1,301.75 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,348.00 |
1,358.00 |
PP |
1,346.75 |
1,355.00 |
S1 |
1,345.50 |
1,352.25 |
|