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 |
1,335.00 |
1,336.50 |
1.50 |
0.1% |
1,358.75 |
High |
1,342.50 |
1,339.50 |
-3.00 |
-0.2% |
1,375.00 |
Low |
1,327.75 |
1,319.75 |
-8.00 |
-0.6% |
1,342.25 |
Close |
1,336.25 |
1,329.25 |
-7.00 |
-0.5% |
1,351.75 |
Range |
14.75 |
19.75 |
5.00 |
33.9% |
32.75 |
ATR |
20.50 |
20.44 |
-0.05 |
-0.3% |
0.00 |
Volume |
1,910,327 |
1,904,845 |
-5,482 |
-0.3% |
3,654,597 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.75 |
1,378.75 |
1,340.00 |
|
R3 |
1,369.00 |
1,359.00 |
1,334.75 |
|
R2 |
1,349.25 |
1,349.25 |
1,332.75 |
|
R1 |
1,339.25 |
1,339.25 |
1,331.00 |
1,334.50 |
PP |
1,329.50 |
1,329.50 |
1,329.50 |
1,327.00 |
S1 |
1,319.50 |
1,319.50 |
1,327.50 |
1,314.50 |
S2 |
1,309.75 |
1,309.75 |
1,325.75 |
|
S3 |
1,290.00 |
1,299.75 |
1,323.75 |
|
S4 |
1,270.25 |
1,280.00 |
1,318.50 |
|
|
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 |
1,364.00 |
1,319.75 |
44.25 |
3.3% |
18.25 |
1.4% |
21% |
False |
True |
1,851,173 |
10 |
1,375.00 |
1,306.75 |
68.25 |
5.1% |
20.00 |
1.5% |
33% |
False |
False |
1,573,321 |
20 |
1,375.00 |
1,302.50 |
72.50 |
5.5% |
20.00 |
1.5% |
37% |
False |
False |
1,819,497 |
40 |
1,375.00 |
1,255.50 |
119.50 |
9.0% |
21.75 |
1.6% |
62% |
False |
False |
1,210,590 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.2% |
20.50 |
1.5% |
49% |
False |
False |
807,719 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
19.50 |
1.5% |
47% |
False |
False |
606,160 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
17.75 |
1.3% |
47% |
False |
False |
484,955 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.9% |
16.25 |
1.2% |
47% |
False |
False |
404,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.50 |
2.618 |
1,391.25 |
1.618 |
1,371.50 |
1.000 |
1,359.25 |
0.618 |
1,351.75 |
HIGH |
1,339.50 |
0.618 |
1,332.00 |
0.500 |
1,329.50 |
0.382 |
1,327.25 |
LOW |
1,319.75 |
0.618 |
1,307.50 |
1.000 |
1,300.00 |
1.618 |
1,287.75 |
2.618 |
1,268.00 |
4.250 |
1,235.75 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,329.50 |
1,338.00 |
PP |
1,329.50 |
1,335.25 |
S1 |
1,329.50 |
1,332.25 |
|