Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,598.2 |
1,594.2 |
-4.0 |
-0.3% |
1,586.9 |
High |
1,599.0 |
1,603.3 |
4.3 |
0.3% |
1,605.6 |
Low |
1,581.9 |
1,576.0 |
-5.9 |
-0.4% |
1,559.5 |
Close |
1,596.3 |
1,594.2 |
-2.1 |
-0.1% |
1,596.8 |
Range |
17.1 |
27.3 |
10.2 |
59.6% |
46.1 |
ATR |
26.2 |
26.3 |
0.1 |
0.3% |
0.0 |
Volume |
13,165 |
11,351 |
-1,814 |
-13.8% |
87,614 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.1 |
1,660.9 |
1,609.2 |
|
R3 |
1,645.8 |
1,633.6 |
1,601.7 |
|
R2 |
1,618.5 |
1,618.5 |
1,599.2 |
|
R1 |
1,606.3 |
1,606.3 |
1,596.7 |
1,607.9 |
PP |
1,591.2 |
1,591.2 |
1,591.2 |
1,591.9 |
S1 |
1,579.0 |
1,579.0 |
1,591.7 |
1,580.6 |
S2 |
1,563.9 |
1,563.9 |
1,589.2 |
|
S3 |
1,536.6 |
1,551.7 |
1,586.7 |
|
S4 |
1,509.3 |
1,524.4 |
1,579.2 |
|
|
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 |
1,603.3 |
1,559.5 |
43.8 |
2.7% |
22.4 |
1.4% |
79% |
True |
False |
17,662 |
10 |
1,630.1 |
1,559.5 |
70.6 |
4.4% |
25.3 |
1.6% |
49% |
False |
False |
14,019 |
20 |
1,637.6 |
1,552.0 |
85.6 |
5.4% |
25.6 |
1.6% |
49% |
False |
False |
9,426 |
40 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
27.2 |
1.7% |
52% |
False |
False |
7,620 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
25.2 |
1.6% |
41% |
False |
False |
6,361 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
24.2 |
1.5% |
35% |
False |
False |
5,470 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
25.1 |
1.6% |
22% |
False |
False |
4,796 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.7 |
1.6% |
22% |
False |
False |
4,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.3 |
2.618 |
1,674.8 |
1.618 |
1,647.5 |
1.000 |
1,630.6 |
0.618 |
1,620.2 |
HIGH |
1,603.3 |
0.618 |
1,592.9 |
0.500 |
1,589.7 |
0.382 |
1,586.4 |
LOW |
1,576.0 |
0.618 |
1,559.1 |
1.000 |
1,548.7 |
1.618 |
1,531.8 |
2.618 |
1,504.5 |
4.250 |
1,460.0 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,592.7 |
1,591.8 |
PP |
1,591.2 |
1,589.4 |
S1 |
1,589.7 |
1,587.0 |
|