Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,347.25 |
1,358.50 |
11.25 |
0.8% |
1,349.25 |
High |
1,360.50 |
1,370.50 |
10.00 |
0.7% |
1,356.50 |
Low |
1,339.25 |
1,352.50 |
13.25 |
1.0% |
1,319.75 |
Close |
1,358.50 |
1,367.25 |
8.75 |
0.6% |
1,351.75 |
Range |
21.25 |
18.00 |
-3.25 |
-15.3% |
36.75 |
ATR |
20.03 |
19.88 |
-0.14 |
-0.7% |
0.00 |
Volume |
1,970,476 |
1,797,476 |
-173,000 |
-8.8% |
9,061,368 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.50 |
1,410.25 |
1,377.25 |
|
R3 |
1,399.50 |
1,392.25 |
1,372.25 |
|
R2 |
1,381.50 |
1,381.50 |
1,370.50 |
|
R1 |
1,374.25 |
1,374.25 |
1,369.00 |
1,378.00 |
PP |
1,363.50 |
1,363.50 |
1,363.50 |
1,365.25 |
S1 |
1,356.25 |
1,356.25 |
1,365.50 |
1,360.00 |
S2 |
1,345.50 |
1,345.50 |
1,364.00 |
|
S3 |
1,327.50 |
1,338.25 |
1,362.25 |
|
S4 |
1,309.50 |
1,320.25 |
1,357.25 |
|
|
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 |
1,370.50 |
1,319.75 |
50.75 |
3.7% |
18.50 |
1.4% |
94% |
True |
False |
1,795,455 |
10 |
1,375.00 |
1,319.75 |
55.25 |
4.0% |
18.25 |
1.3% |
86% |
False |
False |
1,633,752 |
20 |
1,375.00 |
1,302.50 |
72.50 |
5.3% |
19.75 |
1.4% |
89% |
False |
False |
1,749,901 |
40 |
1,375.00 |
1,255.50 |
119.50 |
8.7% |
21.00 |
1.5% |
94% |
False |
False |
1,386,875 |
60 |
1,405.00 |
1,255.50 |
149.50 |
10.9% |
20.50 |
1.5% |
75% |
False |
False |
925,512 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
19.75 |
1.4% |
71% |
False |
False |
694,490 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
18.00 |
1.3% |
71% |
False |
False |
555,679 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
16.50 |
1.2% |
71% |
False |
False |
463,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.00 |
2.618 |
1,417.50 |
1.618 |
1,399.50 |
1.000 |
1,388.50 |
0.618 |
1,381.50 |
HIGH |
1,370.50 |
0.618 |
1,363.50 |
0.500 |
1,361.50 |
0.382 |
1,359.50 |
LOW |
1,352.50 |
0.618 |
1,341.50 |
1.000 |
1,334.50 |
1.618 |
1,323.50 |
2.618 |
1,305.50 |
4.250 |
1,276.00 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,365.25 |
1,363.00 |
PP |
1,363.50 |
1,359.00 |
S1 |
1,361.50 |
1,355.00 |
|