Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,575.5 |
1,584.1 |
8.6 |
0.5% |
1,592.6 |
High |
1,593.2 |
1,588.8 |
-4.4 |
-0.3% |
1,600.1 |
Low |
1,575.0 |
1,574.8 |
-0.2 |
0.0% |
1,570.0 |
Close |
1,582.7 |
1,585.0 |
2.3 |
0.1% |
1,585.0 |
Range |
18.2 |
14.0 |
-4.2 |
-23.1% |
30.1 |
ATR |
25.2 |
24.4 |
-0.8 |
-3.2% |
0.0 |
Volume |
3,306 |
4,302 |
996 |
30.1% |
12,135 |
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.9 |
1,618.9 |
1,592.7 |
|
R3 |
1,610.9 |
1,604.9 |
1,588.9 |
|
R2 |
1,596.9 |
1,596.9 |
1,587.6 |
|
R1 |
1,590.9 |
1,590.9 |
1,586.3 |
1,593.9 |
PP |
1,582.9 |
1,582.9 |
1,582.9 |
1,584.4 |
S1 |
1,576.9 |
1,576.9 |
1,583.7 |
1,579.9 |
S2 |
1,568.9 |
1,568.9 |
1,582.4 |
|
S3 |
1,554.9 |
1,562.9 |
1,581.2 |
|
S4 |
1,540.9 |
1,548.9 |
1,577.3 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.3 |
1,660.3 |
1,601.6 |
|
R3 |
1,645.2 |
1,630.2 |
1,593.3 |
|
R2 |
1,615.1 |
1,615.1 |
1,590.5 |
|
R1 |
1,600.1 |
1,600.1 |
1,587.8 |
1,592.6 |
PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,581.3 |
S1 |
1,570.0 |
1,570.0 |
1,582.2 |
1,562.5 |
S2 |
1,554.9 |
1,554.9 |
1,579.5 |
|
S3 |
1,524.8 |
1,539.9 |
1,576.7 |
|
S4 |
1,494.7 |
1,509.8 |
1,568.4 |
|
|
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% |
18.6 |
1.2% |
50% |
False |
False |
2,427 |
10 |
1,603.5 |
1,557.0 |
46.5 |
2.9% |
21.2 |
1.3% |
60% |
False |
False |
3,199 |
20 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
23.5 |
1.5% |
46% |
False |
False |
2,670 |
40 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
25.7 |
1.6% |
46% |
False |
False |
2,263 |
60 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
24.0 |
1.5% |
36% |
False |
False |
1,968 |
80 |
1,687.7 |
1,534.3 |
153.4 |
9.7% |
22.5 |
1.4% |
33% |
False |
False |
1,711 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
22.3 |
1.4% |
19% |
False |
False |
1,508 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
20.8 |
1.3% |
19% |
False |
False |
1,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.3 |
2.618 |
1,625.5 |
1.618 |
1,611.5 |
1.000 |
1,602.8 |
0.618 |
1,597.5 |
HIGH |
1,588.8 |
0.618 |
1,583.5 |
0.500 |
1,581.8 |
0.382 |
1,580.1 |
LOW |
1,574.8 |
0.618 |
1,566.1 |
1.000 |
1,560.8 |
1.618 |
1,552.1 |
2.618 |
1,538.1 |
4.250 |
1,515.3 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,583.9 |
1,583.9 |
PP |
1,582.9 |
1,582.7 |
S1 |
1,581.8 |
1,581.6 |
|