Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,594.2 |
1,588.2 |
-6.0 |
-0.4% |
1,586.9 |
High |
1,603.3 |
1,589.6 |
-13.7 |
-0.9% |
1,605.6 |
Low |
1,576.0 |
1,572.0 |
-4.0 |
-0.3% |
1,559.5 |
Close |
1,594.2 |
1,575.5 |
-18.7 |
-1.2% |
1,596.8 |
Range |
27.3 |
17.6 |
-9.7 |
-35.5% |
46.1 |
ATR |
26.3 |
26.0 |
-0.3 |
-1.1% |
0.0 |
Volume |
11,351 |
7,501 |
-3,850 |
-33.9% |
87,614 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,631.8 |
1,621.3 |
1,585.2 |
|
R3 |
1,614.2 |
1,603.7 |
1,580.3 |
|
R2 |
1,596.6 |
1,596.6 |
1,578.7 |
|
R1 |
1,586.1 |
1,586.1 |
1,577.1 |
1,582.6 |
PP |
1,579.0 |
1,579.0 |
1,579.0 |
1,577.3 |
S1 |
1,568.5 |
1,568.5 |
1,573.9 |
1,565.0 |
S2 |
1,561.4 |
1,561.4 |
1,572.3 |
|
S3 |
1,543.8 |
1,550.9 |
1,570.7 |
|
S4 |
1,526.2 |
1,533.3 |
1,565.8 |
|
|
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 |
2.8% |
22.8 |
1.4% |
37% |
False |
False |
15,974 |
10 |
1,628.3 |
1,559.5 |
68.8 |
4.4% |
24.1 |
1.5% |
23% |
False |
False |
14,179 |
20 |
1,630.1 |
1,552.0 |
78.1 |
5.0% |
25.8 |
1.6% |
30% |
False |
False |
9,642 |
40 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
27.3 |
1.7% |
35% |
False |
False |
7,675 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
25.2 |
1.6% |
28% |
False |
False |
6,452 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.7% |
24.1 |
1.5% |
24% |
False |
False |
5,538 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
25.2 |
1.6% |
15% |
False |
False |
4,854 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
24.7 |
1.6% |
15% |
False |
False |
4,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,664.4 |
2.618 |
1,635.7 |
1.618 |
1,618.1 |
1.000 |
1,607.2 |
0.618 |
1,600.5 |
HIGH |
1,589.6 |
0.618 |
1,582.9 |
0.500 |
1,580.8 |
0.382 |
1,578.7 |
LOW |
1,572.0 |
0.618 |
1,561.1 |
1.000 |
1,554.4 |
1.618 |
1,543.5 |
2.618 |
1,525.9 |
4.250 |
1,497.2 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,580.8 |
1,587.7 |
PP |
1,579.0 |
1,583.6 |
S1 |
1,577.3 |
1,579.6 |
|