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 |
1,349.25 |
1,349.00 |
-0.25 |
0.0% |
1,358.75 |
High |
1,350.25 |
1,356.50 |
6.25 |
0.5% |
1,375.00 |
Low |
1,341.00 |
1,330.50 |
-10.50 |
-0.8% |
1,342.25 |
Close |
1,349.25 |
1,335.50 |
-13.75 |
-1.0% |
1,351.75 |
Range |
9.25 |
26.00 |
16.75 |
181.1% |
32.75 |
ATR |
20.55 |
20.94 |
0.39 |
1.9% |
0.00 |
Volume |
1,468,459 |
2,019,424 |
550,965 |
37.5% |
3,654,597 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.75 |
1,403.25 |
1,349.75 |
|
R3 |
1,392.75 |
1,377.25 |
1,342.75 |
|
R2 |
1,366.75 |
1,366.75 |
1,340.25 |
|
R1 |
1,351.25 |
1,351.25 |
1,338.00 |
1,346.00 |
PP |
1,340.75 |
1,340.75 |
1,340.75 |
1,338.25 |
S1 |
1,325.25 |
1,325.25 |
1,333.00 |
1,320.00 |
S2 |
1,314.75 |
1,314.75 |
1,330.75 |
|
S3 |
1,288.75 |
1,299.25 |
1,328.25 |
|
S4 |
1,262.75 |
1,273.25 |
1,321.25 |
|
|
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 |
1,330.50 |
44.50 |
3.3% |
17.75 |
1.3% |
11% |
False |
True |
1,090,902 |
10 |
1,375.00 |
1,303.25 |
71.75 |
5.4% |
19.75 |
1.5% |
45% |
False |
False |
1,534,424 |
20 |
1,375.00 |
1,297.00 |
78.00 |
5.8% |
20.25 |
1.5% |
49% |
False |
False |
1,902,074 |
40 |
1,375.00 |
1,255.50 |
119.50 |
8.9% |
21.75 |
1.6% |
67% |
False |
False |
1,115,280 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.2% |
20.50 |
1.5% |
54% |
False |
False |
744,155 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
19.50 |
1.5% |
51% |
False |
False |
558,486 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
17.50 |
1.3% |
51% |
False |
False |
446,804 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
16.00 |
1.2% |
51% |
False |
False |
372,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.00 |
2.618 |
1,424.50 |
1.618 |
1,398.50 |
1.000 |
1,382.50 |
0.618 |
1,372.50 |
HIGH |
1,356.50 |
0.618 |
1,346.50 |
0.500 |
1,343.50 |
0.382 |
1,340.50 |
LOW |
1,330.50 |
0.618 |
1,314.50 |
1.000 |
1,304.50 |
1.618 |
1,288.50 |
2.618 |
1,262.50 |
4.250 |
1,220.00 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,343.50 |
1,347.25 |
PP |
1,340.75 |
1,343.25 |
S1 |
1,338.25 |
1,339.50 |
|