Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,329.25 |
1,351.25 |
22.00 |
1.7% |
1,349.25 |
High |
1,353.25 |
1,352.50 |
-0.75 |
-0.1% |
1,356.50 |
Low |
1,328.75 |
1,343.00 |
14.25 |
1.1% |
1,319.75 |
Close |
1,351.75 |
1,347.50 |
-4.25 |
-0.3% |
1,351.75 |
Range |
24.50 |
9.50 |
-15.00 |
-61.2% |
36.75 |
ATR |
20.73 |
19.93 |
-0.80 |
-3.9% |
0.00 |
Volume |
1,758,313 |
1,546,166 |
-212,147 |
-12.1% |
9,061,368 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.25 |
1,371.25 |
1,352.75 |
|
R3 |
1,366.75 |
1,361.75 |
1,350.00 |
|
R2 |
1,357.25 |
1,357.25 |
1,349.25 |
|
R1 |
1,352.25 |
1,352.25 |
1,348.25 |
1,350.00 |
PP |
1,347.75 |
1,347.75 |
1,347.75 |
1,346.50 |
S1 |
1,342.75 |
1,342.75 |
1,346.75 |
1,340.50 |
S2 |
1,338.25 |
1,338.25 |
1,345.75 |
|
S3 |
1,328.75 |
1,333.25 |
1,345.00 |
|
S4 |
1,319.25 |
1,323.75 |
1,342.25 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.00 |
1,439.00 |
1,372.00 |
|
R3 |
1,416.25 |
1,402.25 |
1,361.75 |
|
R2 |
1,379.50 |
1,379.50 |
1,358.50 |
|
R1 |
1,365.50 |
1,365.50 |
1,355.00 |
1,372.50 |
PP |
1,342.75 |
1,342.75 |
1,342.75 |
1,346.00 |
S1 |
1,328.75 |
1,328.75 |
1,348.50 |
1,335.75 |
S2 |
1,306.00 |
1,306.00 |
1,345.00 |
|
S3 |
1,269.25 |
1,292.00 |
1,341.75 |
|
S4 |
1,232.50 |
1,255.25 |
1,331.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,356.50 |
1,319.75 |
36.75 |
2.7% |
19.00 |
1.4% |
76% |
False |
False |
1,827,815 |
10 |
1,375.00 |
1,319.75 |
55.25 |
4.1% |
17.00 |
1.3% |
50% |
False |
False |
1,426,213 |
20 |
1,375.00 |
1,302.50 |
72.50 |
5.4% |
19.75 |
1.5% |
62% |
False |
False |
1,753,511 |
40 |
1,375.00 |
1,255.50 |
119.50 |
8.9% |
21.25 |
1.6% |
77% |
False |
False |
1,293,009 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.1% |
20.50 |
1.5% |
62% |
False |
False |
862,749 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
19.75 |
1.5% |
58% |
False |
False |
647,442 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
18.00 |
1.3% |
58% |
False |
False |
517,999 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
16.50 |
1.2% |
58% |
False |
False |
431,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.00 |
2.618 |
1,377.25 |
1.618 |
1,367.75 |
1.000 |
1,362.00 |
0.618 |
1,358.25 |
HIGH |
1,352.50 |
0.618 |
1,348.75 |
0.500 |
1,347.75 |
0.382 |
1,346.75 |
LOW |
1,343.00 |
0.618 |
1,337.25 |
1.000 |
1,333.50 |
1.618 |
1,327.75 |
2.618 |
1,318.25 |
4.250 |
1,302.50 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,347.75 |
1,343.75 |
PP |
1,347.75 |
1,340.25 |
S1 |
1,347.50 |
1,336.50 |
|