Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,358.50 |
1,367.25 |
8.75 |
0.6% |
1,349.25 |
High |
1,370.50 |
1,376.00 |
5.50 |
0.4% |
1,356.50 |
Low |
1,352.50 |
1,366.00 |
13.50 |
1.0% |
1,319.75 |
Close |
1,367.25 |
1,372.00 |
4.75 |
0.3% |
1,351.75 |
Range |
18.00 |
10.00 |
-8.00 |
-44.4% |
36.75 |
ATR |
19.88 |
19.18 |
-0.71 |
-3.6% |
0.00 |
Volume |
1,797,476 |
1,742,592 |
-54,884 |
-3.1% |
9,061,368 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.25 |
1,396.75 |
1,377.50 |
|
R3 |
1,391.25 |
1,386.75 |
1,374.75 |
|
R2 |
1,381.25 |
1,381.25 |
1,373.75 |
|
R1 |
1,376.75 |
1,376.75 |
1,373.00 |
1,379.00 |
PP |
1,371.25 |
1,371.25 |
1,371.25 |
1,372.50 |
S1 |
1,366.75 |
1,366.75 |
1,371.00 |
1,369.00 |
S2 |
1,361.25 |
1,361.25 |
1,370.25 |
|
S3 |
1,351.25 |
1,356.75 |
1,369.25 |
|
S4 |
1,341.25 |
1,346.75 |
1,366.50 |
|
|
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 |
1,376.00 |
1,328.75 |
47.25 |
3.4% |
16.75 |
1.2% |
92% |
True |
False |
1,763,004 |
10 |
1,376.00 |
1,319.75 |
56.25 |
4.1% |
17.50 |
1.3% |
93% |
True |
False |
1,807,088 |
20 |
1,376.00 |
1,302.50 |
73.50 |
5.4% |
19.50 |
1.4% |
95% |
True |
False |
1,719,077 |
40 |
1,376.00 |
1,255.50 |
120.50 |
8.8% |
21.00 |
1.5% |
97% |
True |
False |
1,430,310 |
60 |
1,405.00 |
1,255.50 |
149.50 |
10.9% |
20.50 |
1.5% |
78% |
False |
False |
954,512 |
80 |
1,411.50 |
1,255.50 |
156.00 |
11.4% |
19.75 |
1.4% |
75% |
False |
False |
716,247 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.5% |
18.25 |
1.3% |
74% |
False |
False |
573,104 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.5% |
16.50 |
1.2% |
74% |
False |
False |
477,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.50 |
2.618 |
1,402.25 |
1.618 |
1,392.25 |
1.000 |
1,386.00 |
0.618 |
1,382.25 |
HIGH |
1,376.00 |
0.618 |
1,372.25 |
0.500 |
1,371.00 |
0.382 |
1,369.75 |
LOW |
1,366.00 |
0.618 |
1,359.75 |
1.000 |
1,356.00 |
1.618 |
1,349.75 |
2.618 |
1,339.75 |
4.250 |
1,323.50 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,371.75 |
1,367.25 |
PP |
1,371.25 |
1,362.50 |
S1 |
1,371.00 |
1,357.50 |
|