Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,588.2 |
1,577.5 |
-10.7 |
-0.7% |
1,586.9 |
High |
1,589.6 |
1,596.0 |
6.4 |
0.4% |
1,605.6 |
Low |
1,572.0 |
1,577.2 |
5.2 |
0.3% |
1,559.5 |
Close |
1,575.5 |
1,585.1 |
9.6 |
0.6% |
1,596.8 |
Range |
17.6 |
18.8 |
1.2 |
6.8% |
46.1 |
ATR |
26.0 |
25.6 |
-0.4 |
-1.5% |
0.0 |
Volume |
7,501 |
15,467 |
7,966 |
106.2% |
87,614 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.5 |
1,632.6 |
1,595.4 |
|
R3 |
1,623.7 |
1,613.8 |
1,590.3 |
|
R2 |
1,604.9 |
1,604.9 |
1,588.5 |
|
R1 |
1,595.0 |
1,595.0 |
1,586.8 |
1,600.0 |
PP |
1,586.1 |
1,586.1 |
1,586.1 |
1,588.6 |
S1 |
1,576.2 |
1,576.2 |
1,583.4 |
1,581.2 |
S2 |
1,567.3 |
1,567.3 |
1,581.7 |
|
S3 |
1,548.5 |
1,557.4 |
1,579.9 |
|
S4 |
1,529.7 |
1,538.6 |
1,574.8 |
|
|
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 |
1,570.7 |
32.6 |
2.1% |
22.2 |
1.4% |
44% |
False |
False |
14,228 |
10 |
1,615.0 |
1,559.5 |
55.5 |
3.5% |
23.4 |
1.5% |
46% |
False |
False |
14,569 |
20 |
1,630.1 |
1,552.0 |
78.1 |
4.9% |
25.1 |
1.6% |
42% |
False |
False |
10,227 |
40 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
27.0 |
1.7% |
44% |
False |
False |
7,979 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
25.2 |
1.6% |
35% |
False |
False |
6,685 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.7% |
23.9 |
1.5% |
29% |
False |
False |
5,713 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
25.2 |
1.6% |
19% |
False |
False |
4,997 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.7 |
1.6% |
19% |
False |
False |
4,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,675.9 |
2.618 |
1,645.2 |
1.618 |
1,626.4 |
1.000 |
1,614.8 |
0.618 |
1,607.6 |
HIGH |
1,596.0 |
0.618 |
1,588.8 |
0.500 |
1,586.6 |
0.382 |
1,584.4 |
LOW |
1,577.2 |
0.618 |
1,565.6 |
1.000 |
1,558.4 |
1.618 |
1,546.8 |
2.618 |
1,528.0 |
4.250 |
1,497.3 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,586.6 |
1,587.7 |
PP |
1,586.1 |
1,586.8 |
S1 |
1,585.6 |
1,586.0 |
|