Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,585.3 |
1,575.5 |
-9.8 |
-0.6% |
1,579.8 |
High |
1,587.0 |
1,593.2 |
6.2 |
0.4% |
1,603.5 |
Low |
1,570.0 |
1,575.0 |
5.0 |
0.3% |
1,557.0 |
Close |
1,573.1 |
1,582.7 |
9.6 |
0.6% |
1,594.4 |
Range |
17.0 |
18.2 |
1.2 |
7.1% |
46.5 |
ATR |
25.6 |
25.2 |
-0.4 |
-1.5% |
0.0 |
Volume |
1,514 |
3,306 |
1,792 |
118.4% |
19,858 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,638.2 |
1,628.7 |
1,592.7 |
|
R3 |
1,620.0 |
1,610.5 |
1,587.7 |
|
R2 |
1,601.8 |
1,601.8 |
1,586.0 |
|
R1 |
1,592.3 |
1,592.3 |
1,584.4 |
1,597.1 |
PP |
1,583.6 |
1,583.6 |
1,583.6 |
1,586.0 |
S1 |
1,574.1 |
1,574.1 |
1,581.0 |
1,578.9 |
S2 |
1,565.4 |
1,565.4 |
1,579.4 |
|
S3 |
1,547.2 |
1,555.9 |
1,577.7 |
|
S4 |
1,529.0 |
1,537.7 |
1,572.7 |
|
|
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 |
1,570.0 |
30.1 |
1.9% |
21.4 |
1.4% |
42% |
False |
False |
2,337 |
10 |
1,610.9 |
1,557.0 |
53.9 |
3.4% |
23.0 |
1.5% |
48% |
False |
False |
3,073 |
20 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
24.9 |
1.6% |
43% |
False |
False |
2,514 |
40 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
26.2 |
1.7% |
44% |
False |
False |
2,201 |
60 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
24.2 |
1.5% |
35% |
False |
False |
1,923 |
80 |
1,701.5 |
1,534.3 |
167.2 |
10.6% |
22.5 |
1.4% |
29% |
False |
False |
1,661 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
22.4 |
1.4% |
18% |
False |
False |
1,470 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
20.8 |
1.3% |
18% |
False |
False |
1,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,670.6 |
2.618 |
1,640.8 |
1.618 |
1,622.6 |
1.000 |
1,611.4 |
0.618 |
1,604.4 |
HIGH |
1,593.2 |
0.618 |
1,586.2 |
0.500 |
1,584.1 |
0.382 |
1,582.0 |
LOW |
1,575.0 |
0.618 |
1,563.8 |
1.000 |
1,556.8 |
1.618 |
1,545.6 |
2.618 |
1,527.4 |
4.250 |
1,497.7 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,584.1 |
1,585.1 |
PP |
1,583.6 |
1,584.3 |
S1 |
1,583.2 |
1,583.5 |
|