Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,579.8 |
1,590.0 |
10.2 |
0.6% |
1,600.0 |
High |
1,595.0 |
1,603.5 |
8.5 |
0.5% |
1,626.9 |
Low |
1,579.3 |
1,567.4 |
-11.9 |
-0.8% |
1,578.8 |
Close |
1,591.4 |
1,582.1 |
-9.3 |
-0.6% |
1,581.1 |
Range |
15.7 |
36.1 |
20.4 |
129.9% |
48.1 |
ATR |
26.5 |
27.2 |
0.7 |
2.6% |
0.0 |
Volume |
1,899 |
3,467 |
1,568 |
82.6% |
11,122 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.6 |
1,673.5 |
1,602.0 |
|
R3 |
1,656.5 |
1,637.4 |
1,592.0 |
|
R2 |
1,620.4 |
1,620.4 |
1,588.7 |
|
R1 |
1,601.3 |
1,601.3 |
1,585.4 |
1,592.8 |
PP |
1,584.3 |
1,584.3 |
1,584.3 |
1,580.1 |
S1 |
1,565.2 |
1,565.2 |
1,578.8 |
1,556.7 |
S2 |
1,548.2 |
1,548.2 |
1,575.5 |
|
S3 |
1,512.1 |
1,529.1 |
1,572.2 |
|
S4 |
1,476.0 |
1,493.0 |
1,562.2 |
|
|
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 |
1,567.4 |
59.5 |
3.8% |
27.8 |
1.8% |
25% |
False |
True |
2,487 |
10 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
27.4 |
1.7% |
42% |
False |
False |
2,470 |
20 |
1,636.3 |
1,550.0 |
86.3 |
5.5% |
24.3 |
1.5% |
37% |
False |
False |
1,793 |
40 |
1,644.0 |
1,534.3 |
109.7 |
6.9% |
27.0 |
1.7% |
44% |
False |
False |
1,971 |
60 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
23.4 |
1.5% |
34% |
False |
False |
1,658 |
80 |
1,701.5 |
1,534.3 |
167.2 |
10.6% |
22.3 |
1.4% |
29% |
False |
False |
1,414 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
21.9 |
1.4% |
18% |
False |
False |
1,278 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
20.2 |
1.3% |
18% |
False |
False |
1,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.9 |
2.618 |
1,698.0 |
1.618 |
1,661.9 |
1.000 |
1,639.6 |
0.618 |
1,625.8 |
HIGH |
1,603.5 |
0.618 |
1,589.7 |
0.500 |
1,585.5 |
0.382 |
1,581.2 |
LOW |
1,567.4 |
0.618 |
1,545.1 |
1.000 |
1,531.3 |
1.618 |
1,509.0 |
2.618 |
1,472.9 |
4.250 |
1,414.0 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,585.5 |
1,589.2 |
PP |
1,584.3 |
1,586.8 |
S1 |
1,583.2 |
1,584.5 |
|