Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,574.0 |
1,592.6 |
18.6 |
1.2% |
1,579.8 |
High |
1,598.3 |
1,596.8 |
-1.5 |
-0.1% |
1,603.5 |
Low |
1,570.0 |
1,579.8 |
9.8 |
0.6% |
1,557.0 |
Close |
1,594.4 |
1,593.9 |
-0.5 |
0.0% |
1,594.4 |
Range |
28.3 |
17.0 |
-11.3 |
-39.9% |
46.5 |
ATR |
26.5 |
25.8 |
-0.7 |
-2.6% |
0.0 |
Volume |
3,855 |
811 |
-3,044 |
-79.0% |
19,858 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.2 |
1,634.5 |
1,603.3 |
|
R3 |
1,624.2 |
1,617.5 |
1,598.6 |
|
R2 |
1,607.2 |
1,607.2 |
1,597.0 |
|
R1 |
1,600.5 |
1,600.5 |
1,595.5 |
1,603.9 |
PP |
1,590.2 |
1,590.2 |
1,590.2 |
1,591.8 |
S1 |
1,583.5 |
1,583.5 |
1,592.3 |
1,586.9 |
S2 |
1,573.2 |
1,573.2 |
1,590.8 |
|
S3 |
1,556.2 |
1,566.5 |
1,589.2 |
|
S4 |
1,539.2 |
1,549.5 |
1,584.6 |
|
|
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% |
24.0 |
1.5% |
79% |
False |
False |
3,754 |
10 |
1,626.9 |
1,557.0 |
69.9 |
4.4% |
23.8 |
1.5% |
53% |
False |
False |
3,179 |
20 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
24.8 |
1.6% |
51% |
False |
False |
2,421 |
40 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
26.4 |
1.7% |
54% |
False |
False |
2,123 |
60 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
23.7 |
1.5% |
43% |
False |
False |
1,882 |
80 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
22.7 |
1.4% |
36% |
False |
False |
1,582 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
21.9 |
1.4% |
22% |
False |
False |
1,421 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
20.6 |
1.3% |
22% |
False |
False |
1,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,669.1 |
2.618 |
1,641.3 |
1.618 |
1,624.3 |
1.000 |
1,613.8 |
0.618 |
1,607.3 |
HIGH |
1,596.8 |
0.618 |
1,590.3 |
0.500 |
1,588.3 |
0.382 |
1,586.3 |
LOW |
1,579.8 |
0.618 |
1,569.3 |
1.000 |
1,562.8 |
1.618 |
1,552.3 |
2.618 |
1,535.3 |
4.250 |
1,507.6 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,592.0 |
1,588.5 |
PP |
1,590.2 |
1,583.1 |
S1 |
1,588.3 |
1,577.7 |
|