Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,573.0 |
1,581.1 |
8.1 |
0.5% |
1,604.4 |
High |
1,588.0 |
1,581.1 |
-6.9 |
-0.4% |
1,630.1 |
Low |
1,572.2 |
1,559.5 |
-12.7 |
-0.8% |
1,581.2 |
Close |
1,580.5 |
1,570.0 |
-10.5 |
-0.7% |
1,583.3 |
Range |
15.8 |
21.6 |
5.8 |
36.7% |
48.9 |
ATR |
27.0 |
26.6 |
-0.4 |
-1.4% |
0.0 |
Volume |
15,941 |
24,197 |
8,256 |
51.8% |
39,702 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.0 |
1,624.1 |
1,581.9 |
|
R3 |
1,613.4 |
1,602.5 |
1,575.9 |
|
R2 |
1,591.8 |
1,591.8 |
1,574.0 |
|
R1 |
1,580.9 |
1,580.9 |
1,572.0 |
1,575.6 |
PP |
1,570.2 |
1,570.2 |
1,570.2 |
1,567.5 |
S1 |
1,559.3 |
1,559.3 |
1,568.0 |
1,554.0 |
S2 |
1,548.6 |
1,548.6 |
1,566.0 |
|
S3 |
1,527.0 |
1,537.7 |
1,564.1 |
|
S4 |
1,505.4 |
1,516.1 |
1,558.1 |
|
|
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 |
1,615.0 |
1,559.5 |
55.5 |
3.5% |
24.5 |
1.6% |
19% |
False |
True |
14,910 |
10 |
1,630.1 |
1,552.0 |
78.1 |
5.0% |
27.7 |
1.8% |
23% |
False |
False |
11,480 |
20 |
1,639.6 |
1,552.0 |
87.6 |
5.6% |
24.7 |
1.6% |
21% |
False |
False |
7,635 |
40 |
1,646.4 |
1,535.4 |
111.0 |
7.1% |
27.5 |
1.8% |
31% |
False |
False |
6,834 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
24.7 |
1.6% |
24% |
False |
False |
5,700 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.8% |
24.0 |
1.5% |
20% |
False |
False |
4,933 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
25.1 |
1.6% |
13% |
False |
False |
4,372 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
24.9 |
1.6% |
13% |
False |
False |
3,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,672.9 |
2.618 |
1,637.6 |
1.618 |
1,616.0 |
1.000 |
1,602.7 |
0.618 |
1,594.4 |
HIGH |
1,581.1 |
0.618 |
1,572.8 |
0.500 |
1,570.3 |
0.382 |
1,567.8 |
LOW |
1,559.5 |
0.618 |
1,546.2 |
1.000 |
1,537.9 |
1.618 |
1,524.6 |
2.618 |
1,503.0 |
4.250 |
1,467.7 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,570.3 |
1,582.6 |
PP |
1,570.2 |
1,578.4 |
S1 |
1,570.1 |
1,574.2 |
|