Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,351.25 |
1,347.25 |
-4.00 |
-0.3% |
1,349.25 |
High |
1,352.50 |
1,360.50 |
8.00 |
0.6% |
1,356.50 |
Low |
1,343.00 |
1,339.25 |
-3.75 |
-0.3% |
1,319.75 |
Close |
1,347.50 |
1,358.50 |
11.00 |
0.8% |
1,351.75 |
Range |
9.50 |
21.25 |
11.75 |
123.7% |
36.75 |
ATR |
19.93 |
20.03 |
0.09 |
0.5% |
0.00 |
Volume |
1,546,166 |
1,970,476 |
424,310 |
27.4% |
9,061,368 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.50 |
1,408.75 |
1,370.25 |
|
R3 |
1,395.25 |
1,387.50 |
1,364.25 |
|
R2 |
1,374.00 |
1,374.00 |
1,362.50 |
|
R1 |
1,366.25 |
1,366.25 |
1,360.50 |
1,370.00 |
PP |
1,352.75 |
1,352.75 |
1,352.75 |
1,354.75 |
S1 |
1,345.00 |
1,345.00 |
1,356.50 |
1,349.00 |
S2 |
1,331.50 |
1,331.50 |
1,354.50 |
|
S3 |
1,310.25 |
1,323.75 |
1,352.75 |
|
S4 |
1,289.00 |
1,302.50 |
1,346.75 |
|
|
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 |
1,360.50 |
1,319.75 |
40.75 |
3.0% |
18.00 |
1.3% |
95% |
True |
False |
1,818,025 |
10 |
1,375.00 |
1,319.75 |
55.25 |
4.1% |
18.00 |
1.3% |
70% |
False |
False |
1,454,464 |
20 |
1,375.00 |
1,302.50 |
72.50 |
5.3% |
20.00 |
1.5% |
77% |
False |
False |
1,748,580 |
40 |
1,375.00 |
1,255.50 |
119.50 |
8.8% |
21.50 |
1.6% |
86% |
False |
False |
1,342,108 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.0% |
20.50 |
1.5% |
69% |
False |
False |
895,568 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
19.75 |
1.5% |
65% |
False |
False |
672,051 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
18.00 |
1.3% |
65% |
False |
False |
537,704 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
16.50 |
1.2% |
65% |
False |
False |
448,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.75 |
2.618 |
1,416.25 |
1.618 |
1,395.00 |
1.000 |
1,381.75 |
0.618 |
1,373.75 |
HIGH |
1,360.50 |
0.618 |
1,352.50 |
0.500 |
1,350.00 |
0.382 |
1,347.25 |
LOW |
1,339.25 |
0.618 |
1,326.00 |
1.000 |
1,318.00 |
1.618 |
1,304.75 |
2.618 |
1,283.50 |
4.250 |
1,249.00 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,355.50 |
1,354.00 |
PP |
1,352.75 |
1,349.25 |
S1 |
1,350.00 |
1,344.50 |
|