Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,591.1 |
1,585.3 |
-5.8 |
-0.4% |
1,579.8 |
High |
1,600.1 |
1,587.0 |
-13.1 |
-0.8% |
1,603.5 |
Low |
1,573.5 |
1,570.0 |
-3.5 |
-0.2% |
1,557.0 |
Close |
1,591.8 |
1,573.1 |
-18.7 |
-1.2% |
1,594.4 |
Range |
26.6 |
17.0 |
-9.6 |
-36.1% |
46.5 |
ATR |
25.9 |
25.6 |
-0.3 |
-1.1% |
0.0 |
Volume |
2,202 |
1,514 |
-688 |
-31.2% |
19,858 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,627.7 |
1,617.4 |
1,582.5 |
|
R3 |
1,610.7 |
1,600.4 |
1,577.8 |
|
R2 |
1,593.7 |
1,593.7 |
1,576.2 |
|
R1 |
1,583.4 |
1,583.4 |
1,574.7 |
1,580.1 |
PP |
1,576.7 |
1,576.7 |
1,576.7 |
1,575.0 |
S1 |
1,566.4 |
1,566.4 |
1,571.5 |
1,563.1 |
S2 |
1,559.7 |
1,559.7 |
1,570.0 |
|
S3 |
1,542.7 |
1,549.4 |
1,568.4 |
|
S4 |
1,525.7 |
1,532.4 |
1,563.8 |
|
|
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 |
1,600.1 |
1,557.0 |
43.1 |
2.7% |
22.4 |
1.4% |
37% |
False |
False |
2,560 |
10 |
1,625.8 |
1,557.0 |
68.8 |
4.4% |
23.7 |
1.5% |
23% |
False |
False |
2,943 |
20 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
25.4 |
1.6% |
30% |
False |
False |
2,450 |
40 |
1,644.0 |
1,534.5 |
109.5 |
7.0% |
26.4 |
1.7% |
35% |
False |
False |
2,139 |
60 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
24.1 |
1.5% |
28% |
False |
False |
1,891 |
80 |
1,701.5 |
1,534.3 |
167.2 |
10.6% |
22.7 |
1.4% |
23% |
False |
False |
1,622 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
22.2 |
1.4% |
15% |
False |
False |
1,441 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
20.8 |
1.3% |
15% |
False |
False |
1,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,659.3 |
2.618 |
1,631.5 |
1.618 |
1,614.5 |
1.000 |
1,604.0 |
0.618 |
1,597.5 |
HIGH |
1,587.0 |
0.618 |
1,580.5 |
0.500 |
1,578.5 |
0.382 |
1,576.5 |
LOW |
1,570.0 |
0.618 |
1,559.5 |
1.000 |
1,553.0 |
1.618 |
1,542.5 |
2.618 |
1,525.5 |
4.250 |
1,497.8 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,578.5 |
1,585.1 |
PP |
1,576.7 |
1,581.1 |
S1 |
1,574.9 |
1,577.1 |
|