Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,571.2 |
1,580.0 |
8.8 |
0.6% |
1,600.0 |
High |
1,585.3 |
1,580.0 |
-5.3 |
-0.3% |
1,626.9 |
Low |
1,569.5 |
1,557.0 |
-12.5 |
-0.8% |
1,578.8 |
Close |
1,578.1 |
1,567.6 |
-10.5 |
-0.7% |
1,581.1 |
Range |
15.8 |
23.0 |
7.2 |
45.6% |
48.1 |
ATR |
26.4 |
26.2 |
-0.2 |
-0.9% |
0.0 |
Volume |
6,215 |
4,422 |
-1,793 |
-28.8% |
11,122 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.2 |
1,625.4 |
1,580.3 |
|
R3 |
1,614.2 |
1,602.4 |
1,573.9 |
|
R2 |
1,591.2 |
1,591.2 |
1,571.8 |
|
R1 |
1,579.4 |
1,579.4 |
1,569.7 |
1,573.8 |
PP |
1,568.2 |
1,568.2 |
1,568.2 |
1,565.4 |
S1 |
1,556.4 |
1,556.4 |
1,565.5 |
1,550.8 |
S2 |
1,545.2 |
1,545.2 |
1,563.4 |
|
S3 |
1,522.2 |
1,533.4 |
1,561.3 |
|
S4 |
1,499.2 |
1,510.4 |
1,555.0 |
|
|
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 |
1,610.9 |
1,557.0 |
53.9 |
3.4% |
24.5 |
1.6% |
20% |
False |
True |
3,809 |
10 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
27.6 |
1.8% |
23% |
False |
False |
3,137 |
20 |
1,636.3 |
1,550.0 |
86.3 |
5.5% |
23.9 |
1.5% |
20% |
False |
False |
2,263 |
40 |
1,644.0 |
1,534.3 |
109.7 |
7.0% |
26.7 |
1.7% |
30% |
False |
False |
2,201 |
60 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
23.5 |
1.5% |
24% |
False |
False |
1,819 |
80 |
1,701.5 |
1,534.3 |
167.2 |
10.7% |
22.4 |
1.4% |
20% |
False |
False |
1,535 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
22.1 |
1.4% |
13% |
False |
False |
1,382 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
20.4 |
1.3% |
13% |
False |
False |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,677.8 |
2.618 |
1,640.2 |
1.618 |
1,617.2 |
1.000 |
1,603.0 |
0.618 |
1,594.2 |
HIGH |
1,580.0 |
0.618 |
1,571.2 |
0.500 |
1,568.5 |
0.382 |
1,565.8 |
LOW |
1,557.0 |
0.618 |
1,542.8 |
1.000 |
1,534.0 |
1.618 |
1,519.8 |
2.618 |
1,496.8 |
4.250 |
1,459.3 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,568.5 |
1,580.3 |
PP |
1,568.2 |
1,576.0 |
S1 |
1,567.9 |
1,571.8 |
|