Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,610.2 |
1,586.9 |
-23.3 |
-1.4% |
1,604.4 |
High |
1,615.0 |
1,597.3 |
-17.7 |
-1.1% |
1,630.1 |
Low |
1,581.2 |
1,582.2 |
1.0 |
0.1% |
1,581.2 |
Close |
1,583.3 |
1,593.7 |
10.4 |
0.7% |
1,583.3 |
Range |
33.8 |
15.1 |
-18.7 |
-55.3% |
48.9 |
ATR |
28.1 |
27.2 |
-0.9 |
-3.3% |
0.0 |
Volume |
10,596 |
7,843 |
-2,753 |
-26.0% |
39,702 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.4 |
1,630.1 |
1,602.0 |
|
R3 |
1,621.3 |
1,615.0 |
1,597.9 |
|
R2 |
1,606.2 |
1,606.2 |
1,596.5 |
|
R1 |
1,599.9 |
1,599.9 |
1,595.1 |
1,603.1 |
PP |
1,591.1 |
1,591.1 |
1,591.1 |
1,592.6 |
S1 |
1,584.8 |
1,584.8 |
1,592.3 |
1,588.0 |
S2 |
1,576.0 |
1,576.0 |
1,590.9 |
|
S3 |
1,560.9 |
1,569.7 |
1,589.5 |
|
S4 |
1,545.8 |
1,554.6 |
1,585.4 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,744.9 |
1,713.0 |
1,610.2 |
|
R3 |
1,696.0 |
1,664.1 |
1,596.7 |
|
R2 |
1,647.1 |
1,647.1 |
1,592.3 |
|
R1 |
1,615.2 |
1,615.2 |
1,587.8 |
1,606.7 |
PP |
1,598.2 |
1,598.2 |
1,598.2 |
1,594.0 |
S1 |
1,566.3 |
1,566.3 |
1,578.8 |
1,557.8 |
S2 |
1,549.3 |
1,549.3 |
1,574.3 |
|
S3 |
1,500.4 |
1,517.4 |
1,569.9 |
|
S4 |
1,451.5 |
1,468.5 |
1,556.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,630.1 |
1,581.2 |
48.9 |
3.1% |
23.6 |
1.5% |
26% |
False |
False |
9,509 |
10 |
1,630.1 |
1,552.0 |
78.1 |
4.9% |
26.0 |
1.6% |
53% |
False |
False |
7,088 |
20 |
1,639.6 |
1,552.0 |
87.6 |
5.5% |
24.6 |
1.5% |
48% |
False |
False |
5,170 |
40 |
1,646.4 |
1,535.4 |
111.0 |
7.0% |
27.4 |
1.7% |
53% |
False |
False |
5,845 |
60 |
1,685.6 |
1,535.4 |
150.2 |
9.4% |
24.5 |
1.5% |
39% |
False |
False |
4,889 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
23.9 |
1.5% |
34% |
False |
False |
4,316 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
25.0 |
1.6% |
22% |
False |
False |
3,881 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.8 |
1.6% |
22% |
False |
False |
3,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,661.5 |
2.618 |
1,636.8 |
1.618 |
1,621.7 |
1.000 |
1,612.4 |
0.618 |
1,606.6 |
HIGH |
1,597.3 |
0.618 |
1,591.5 |
0.500 |
1,589.8 |
0.382 |
1,588.0 |
LOW |
1,582.2 |
0.618 |
1,572.9 |
1.000 |
1,567.1 |
1.618 |
1,557.8 |
2.618 |
1,542.7 |
4.250 |
1,518.0 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,592.4 |
1,604.8 |
PP |
1,591.1 |
1,601.1 |
S1 |
1,589.8 |
1,597.4 |
|