Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,576.5 |
1,598.2 |
21.7 |
1.4% |
1,586.9 |
High |
1,601.0 |
1,599.0 |
-2.0 |
-0.1% |
1,605.6 |
Low |
1,570.7 |
1,581.9 |
11.2 |
0.7% |
1,559.5 |
Close |
1,596.8 |
1,596.3 |
-0.5 |
0.0% |
1,596.8 |
Range |
30.3 |
17.1 |
-13.2 |
-43.6% |
46.1 |
ATR |
26.9 |
26.2 |
-0.7 |
-2.6% |
0.0 |
Volume |
23,659 |
13,165 |
-10,494 |
-44.4% |
87,614 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.7 |
1,637.1 |
1,605.7 |
|
R3 |
1,626.6 |
1,620.0 |
1,601.0 |
|
R2 |
1,609.5 |
1,609.5 |
1,599.4 |
|
R1 |
1,602.9 |
1,602.9 |
1,597.9 |
1,597.7 |
PP |
1,592.4 |
1,592.4 |
1,592.4 |
1,589.8 |
S1 |
1,585.8 |
1,585.8 |
1,594.7 |
1,580.6 |
S2 |
1,575.3 |
1,575.3 |
1,593.2 |
|
S3 |
1,558.2 |
1,568.7 |
1,591.6 |
|
S4 |
1,541.1 |
1,551.6 |
1,586.9 |
|
|
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% |
24.2 |
1.5% |
80% |
False |
False |
18,587 |
10 |
1,630.1 |
1,559.5 |
70.6 |
4.4% |
23.9 |
1.5% |
52% |
False |
False |
14,048 |
20 |
1,637.6 |
1,552.0 |
85.6 |
5.4% |
25.4 |
1.6% |
52% |
False |
False |
8,955 |
40 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
27.2 |
1.7% |
54% |
False |
False |
7,426 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
24.9 |
1.6% |
43% |
False |
False |
6,241 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
24.1 |
1.5% |
36% |
False |
False |
5,355 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
25.0 |
1.6% |
23% |
False |
False |
4,708 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
25.0 |
1.6% |
23% |
False |
False |
4,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.7 |
2.618 |
1,643.8 |
1.618 |
1,626.7 |
1.000 |
1,616.1 |
0.618 |
1,609.6 |
HIGH |
1,599.0 |
0.618 |
1,592.5 |
0.500 |
1,590.5 |
0.382 |
1,588.4 |
LOW |
1,581.9 |
0.618 |
1,571.3 |
1.000 |
1,564.8 |
1.618 |
1,554.2 |
2.618 |
1,537.1 |
4.250 |
1,509.2 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,594.4 |
1,591.0 |
PP |
1,592.4 |
1,585.6 |
S1 |
1,590.5 |
1,580.3 |
|