Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,580.0 |
1,574.0 |
-6.0 |
-0.4% |
1,579.8 |
High |
1,580.0 |
1,598.3 |
18.3 |
1.2% |
1,603.5 |
Low |
1,557.0 |
1,570.0 |
13.0 |
0.8% |
1,557.0 |
Close |
1,567.6 |
1,594.4 |
26.8 |
1.7% |
1,594.4 |
Range |
23.0 |
28.3 |
5.3 |
23.0% |
46.5 |
ATR |
26.2 |
26.5 |
0.3 |
1.2% |
0.0 |
Volume |
4,422 |
3,855 |
-567 |
-12.8% |
19,858 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.5 |
1,661.7 |
1,610.0 |
|
R3 |
1,644.2 |
1,633.4 |
1,602.2 |
|
R2 |
1,615.9 |
1,615.9 |
1,599.6 |
|
R1 |
1,605.1 |
1,605.1 |
1,597.0 |
1,610.5 |
PP |
1,587.6 |
1,587.6 |
1,587.6 |
1,590.3 |
S1 |
1,576.8 |
1,576.8 |
1,591.8 |
1,582.2 |
S2 |
1,559.3 |
1,559.3 |
1,589.2 |
|
S3 |
1,531.0 |
1,548.5 |
1,586.6 |
|
S4 |
1,502.7 |
1,520.2 |
1,578.8 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.5 |
1,705.9 |
1,620.0 |
|
R3 |
1,678.0 |
1,659.4 |
1,607.2 |
|
R2 |
1,631.5 |
1,631.5 |
1,602.9 |
|
R1 |
1,612.9 |
1,612.9 |
1,598.7 |
1,622.2 |
PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,589.6 |
S1 |
1,566.4 |
1,566.4 |
1,590.1 |
1,575.7 |
S2 |
1,538.5 |
1,538.5 |
1,585.9 |
|
S3 |
1,492.0 |
1,519.9 |
1,581.6 |
|
S4 |
1,445.5 |
1,473.4 |
1,568.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,603.5 |
1,557.0 |
46.5 |
2.9% |
23.8 |
1.5% |
80% |
False |
False |
3,971 |
10 |
1,626.9 |
1,556.7 |
70.2 |
4.4% |
27.4 |
1.7% |
54% |
False |
False |
3,459 |
20 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
24.6 |
1.5% |
51% |
False |
False |
2,418 |
40 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
26.9 |
1.7% |
55% |
False |
False |
2,275 |
60 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
23.7 |
1.5% |
43% |
False |
False |
1,874 |
80 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
22.6 |
1.4% |
36% |
False |
False |
1,577 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
22.1 |
1.4% |
23% |
False |
False |
1,418 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
20.6 |
1.3% |
23% |
False |
False |
1,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,718.6 |
2.618 |
1,672.4 |
1.618 |
1,644.1 |
1.000 |
1,626.6 |
0.618 |
1,615.8 |
HIGH |
1,598.3 |
0.618 |
1,587.5 |
0.500 |
1,584.2 |
0.382 |
1,580.8 |
LOW |
1,570.0 |
0.618 |
1,552.5 |
1.000 |
1,541.7 |
1.618 |
1,524.2 |
2.618 |
1,495.9 |
4.250 |
1,449.7 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,591.0 |
1,588.8 |
PP |
1,587.6 |
1,583.2 |
S1 |
1,584.2 |
1,577.7 |
|