Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,581.1 |
1,576.5 |
-4.6 |
-0.3% |
1,586.9 |
High |
1,581.1 |
1,601.0 |
19.9 |
1.3% |
1,605.6 |
Low |
1,559.5 |
1,570.7 |
11.2 |
0.7% |
1,559.5 |
Close |
1,570.0 |
1,596.8 |
26.8 |
1.7% |
1,596.8 |
Range |
21.6 |
30.3 |
8.7 |
40.3% |
46.1 |
ATR |
26.6 |
26.9 |
0.3 |
1.2% |
0.0 |
Volume |
24,197 |
23,659 |
-538 |
-2.2% |
87,614 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.4 |
1,668.9 |
1,613.5 |
|
R3 |
1,650.1 |
1,638.6 |
1,605.1 |
|
R2 |
1,619.8 |
1,619.8 |
1,602.4 |
|
R1 |
1,608.3 |
1,608.3 |
1,599.6 |
1,614.1 |
PP |
1,589.5 |
1,589.5 |
1,589.5 |
1,592.4 |
S1 |
1,578.0 |
1,578.0 |
1,594.0 |
1,583.8 |
S2 |
1,559.2 |
1,559.2 |
1,591.2 |
|
S3 |
1,528.9 |
1,547.7 |
1,588.5 |
|
S4 |
1,498.6 |
1,517.4 |
1,580.1 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.6 |
1,707.3 |
1,622.2 |
|
R3 |
1,679.5 |
1,661.2 |
1,609.5 |
|
R2 |
1,633.4 |
1,633.4 |
1,605.3 |
|
R1 |
1,615.1 |
1,615.1 |
1,601.0 |
1,624.3 |
PP |
1,587.3 |
1,587.3 |
1,587.3 |
1,591.9 |
S1 |
1,569.0 |
1,569.0 |
1,592.6 |
1,578.2 |
S2 |
1,541.2 |
1,541.2 |
1,588.3 |
|
S3 |
1,495.1 |
1,522.9 |
1,584.1 |
|
S4 |
1,449.0 |
1,476.8 |
1,571.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,605.6 |
1,559.5 |
46.1 |
2.9% |
23.8 |
1.5% |
81% |
False |
False |
17,522 |
10 |
1,630.1 |
1,557.3 |
72.8 |
4.6% |
27.6 |
1.7% |
54% |
False |
False |
13,503 |
20 |
1,639.6 |
1,552.0 |
87.6 |
5.5% |
25.3 |
1.6% |
51% |
False |
False |
8,686 |
40 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
27.7 |
1.7% |
55% |
False |
False |
7,345 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
24.9 |
1.6% |
43% |
False |
False |
6,043 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
24.1 |
1.5% |
36% |
False |
False |
5,212 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
25.1 |
1.6% |
23% |
False |
False |
4,589 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
25.0 |
1.6% |
23% |
False |
False |
4,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.8 |
2.618 |
1,680.3 |
1.618 |
1,650.0 |
1.000 |
1,631.3 |
0.618 |
1,619.7 |
HIGH |
1,601.0 |
0.618 |
1,589.4 |
0.500 |
1,585.9 |
0.382 |
1,582.3 |
LOW |
1,570.7 |
0.618 |
1,552.0 |
1.000 |
1,540.4 |
1.618 |
1,521.7 |
2.618 |
1,491.4 |
4.250 |
1,441.9 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,593.2 |
1,591.3 |
PP |
1,589.5 |
1,585.8 |
S1 |
1,585.9 |
1,580.3 |
|