Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,607.6 |
1,579.8 |
-27.8 |
-1.7% |
1,600.0 |
High |
1,610.9 |
1,595.0 |
-15.9 |
-1.0% |
1,626.9 |
Low |
1,578.8 |
1,579.3 |
0.5 |
0.0% |
1,578.8 |
Close |
1,581.1 |
1,591.4 |
10.3 |
0.7% |
1,581.1 |
Range |
32.1 |
15.7 |
-16.4 |
-51.1% |
48.1 |
ATR |
27.4 |
26.5 |
-0.8 |
-3.0% |
0.0 |
Volume |
3,046 |
1,899 |
-1,147 |
-37.7% |
11,122 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.7 |
1,629.2 |
1,600.0 |
|
R3 |
1,620.0 |
1,613.5 |
1,595.7 |
|
R2 |
1,604.3 |
1,604.3 |
1,594.3 |
|
R1 |
1,597.8 |
1,597.8 |
1,592.8 |
1,601.1 |
PP |
1,588.6 |
1,588.6 |
1,588.6 |
1,590.2 |
S1 |
1,582.1 |
1,582.1 |
1,590.0 |
1,585.4 |
S2 |
1,572.9 |
1,572.9 |
1,588.5 |
|
S3 |
1,557.2 |
1,566.4 |
1,587.1 |
|
S4 |
1,541.5 |
1,550.7 |
1,582.8 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.9 |
1,708.6 |
1,607.6 |
|
R3 |
1,691.8 |
1,660.5 |
1,594.3 |
|
R2 |
1,643.7 |
1,643.7 |
1,589.9 |
|
R1 |
1,612.4 |
1,612.4 |
1,585.5 |
1,604.0 |
PP |
1,595.6 |
1,595.6 |
1,595.6 |
1,591.4 |
S1 |
1,564.3 |
1,564.3 |
1,576.7 |
1,555.9 |
S2 |
1,547.5 |
1,547.5 |
1,572.3 |
|
S3 |
1,499.4 |
1,516.2 |
1,567.9 |
|
S4 |
1,451.3 |
1,468.1 |
1,554.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,626.9 |
1,578.8 |
48.1 |
3.0% |
23.6 |
1.5% |
26% |
False |
False |
2,604 |
10 |
1,626.9 |
1,550.0 |
76.9 |
4.8% |
25.9 |
1.6% |
54% |
False |
False |
2,237 |
20 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
23.6 |
1.5% |
48% |
False |
False |
1,773 |
40 |
1,644.0 |
1,534.3 |
109.7 |
6.9% |
26.5 |
1.7% |
52% |
False |
False |
1,918 |
60 |
1,679.9 |
1,534.3 |
145.6 |
9.1% |
23.1 |
1.5% |
39% |
False |
False |
1,635 |
80 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
22.1 |
1.4% |
34% |
False |
False |
1,379 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
21.6 |
1.4% |
22% |
False |
False |
1,248 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
20.1 |
1.3% |
22% |
False |
False |
1,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,661.7 |
2.618 |
1,636.1 |
1.618 |
1,620.4 |
1.000 |
1,610.7 |
0.618 |
1,604.7 |
HIGH |
1,595.0 |
0.618 |
1,589.0 |
0.500 |
1,587.2 |
0.382 |
1,585.3 |
LOW |
1,579.3 |
0.618 |
1,569.6 |
1.000 |
1,563.6 |
1.618 |
1,553.9 |
2.618 |
1,538.2 |
4.250 |
1,512.6 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,590.0 |
1,602.3 |
PP |
1,588.6 |
1,598.7 |
S1 |
1,587.2 |
1,595.0 |
|