Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,592.0 |
1,573.0 |
-19.0 |
-1.2% |
1,604.4 |
High |
1,605.6 |
1,588.0 |
-17.6 |
-1.1% |
1,630.1 |
Low |
1,569.3 |
1,572.2 |
2.9 |
0.2% |
1,581.2 |
Close |
1,584.5 |
1,580.5 |
-4.0 |
-0.3% |
1,583.3 |
Range |
36.3 |
15.8 |
-20.5 |
-56.5% |
48.9 |
ATR |
27.8 |
27.0 |
-0.9 |
-3.1% |
0.0 |
Volume |
15,974 |
15,941 |
-33 |
-0.2% |
39,702 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,627.6 |
1,619.9 |
1,589.2 |
|
R3 |
1,611.8 |
1,604.1 |
1,584.8 |
|
R2 |
1,596.0 |
1,596.0 |
1,583.4 |
|
R1 |
1,588.3 |
1,588.3 |
1,581.9 |
1,592.2 |
PP |
1,580.2 |
1,580.2 |
1,580.2 |
1,582.2 |
S1 |
1,572.5 |
1,572.5 |
1,579.1 |
1,576.4 |
S2 |
1,564.4 |
1,564.4 |
1,577.6 |
|
S3 |
1,548.6 |
1,556.7 |
1,576.2 |
|
S4 |
1,532.8 |
1,540.9 |
1,571.8 |
|
|
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 |
1,628.3 |
1,569.3 |
59.0 |
3.7% |
25.3 |
1.6% |
19% |
False |
False |
12,383 |
10 |
1,630.1 |
1,552.0 |
78.1 |
4.9% |
27.3 |
1.7% |
36% |
False |
False |
9,455 |
20 |
1,639.6 |
1,552.0 |
87.6 |
5.5% |
24.4 |
1.5% |
33% |
False |
False |
6,565 |
40 |
1,646.4 |
1,535.4 |
111.0 |
7.0% |
27.5 |
1.7% |
41% |
False |
False |
6,417 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
24.7 |
1.6% |
31% |
False |
False |
5,338 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.7% |
23.9 |
1.5% |
27% |
False |
False |
4,644 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
25.1 |
1.6% |
17% |
False |
False |
4,147 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.9 |
1.6% |
17% |
False |
False |
3,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,655.2 |
2.618 |
1,629.4 |
1.618 |
1,613.6 |
1.000 |
1,603.8 |
0.618 |
1,597.8 |
HIGH |
1,588.0 |
0.618 |
1,582.0 |
0.500 |
1,580.1 |
0.382 |
1,578.2 |
LOW |
1,572.2 |
0.618 |
1,562.4 |
1.000 |
1,556.4 |
1.618 |
1,546.6 |
2.618 |
1,530.8 |
4.250 |
1,505.1 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,580.4 |
1,587.5 |
PP |
1,580.2 |
1,585.1 |
S1 |
1,580.1 |
1,582.8 |
|