Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,577.5 |
1,586.2 |
8.7 |
0.6% |
1,598.2 |
High |
1,596.0 |
1,591.2 |
-4.8 |
-0.3% |
1,603.3 |
Low |
1,577.2 |
1,577.7 |
0.5 |
0.0% |
1,572.0 |
Close |
1,585.1 |
1,587.4 |
2.3 |
0.1% |
1,587.4 |
Range |
18.8 |
13.5 |
-5.3 |
-28.2% |
31.3 |
ATR |
25.6 |
24.7 |
-0.9 |
-3.4% |
0.0 |
Volume |
15,467 |
14,995 |
-472 |
-3.1% |
62,479 |
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,625.9 |
1,620.2 |
1,594.8 |
|
R3 |
1,612.4 |
1,606.7 |
1,591.1 |
|
R2 |
1,598.9 |
1,598.9 |
1,589.9 |
|
R1 |
1,593.2 |
1,593.2 |
1,588.6 |
1,596.1 |
PP |
1,585.4 |
1,585.4 |
1,585.4 |
1,586.9 |
S1 |
1,579.7 |
1,579.7 |
1,586.2 |
1,582.6 |
S2 |
1,571.9 |
1,571.9 |
1,584.9 |
|
S3 |
1,558.4 |
1,566.2 |
1,583.7 |
|
S4 |
1,544.9 |
1,552.7 |
1,580.0 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.5 |
1,665.7 |
1,604.6 |
|
R3 |
1,650.2 |
1,634.4 |
1,596.0 |
|
R2 |
1,618.9 |
1,618.9 |
1,593.1 |
|
R1 |
1,603.1 |
1,603.1 |
1,590.3 |
1,595.4 |
PP |
1,587.6 |
1,587.6 |
1,587.6 |
1,583.7 |
S1 |
1,571.8 |
1,571.8 |
1,584.5 |
1,564.1 |
S2 |
1,556.3 |
1,556.3 |
1,581.7 |
|
S3 |
1,525.0 |
1,540.5 |
1,578.8 |
|
S4 |
1,493.7 |
1,509.2 |
1,570.2 |
|
|
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 |
1,572.0 |
31.3 |
2.0% |
18.9 |
1.2% |
49% |
False |
False |
12,495 |
10 |
1,605.6 |
1,559.5 |
46.1 |
2.9% |
21.3 |
1.3% |
61% |
False |
False |
15,009 |
20 |
1,630.1 |
1,552.0 |
78.1 |
4.9% |
23.7 |
1.5% |
45% |
False |
False |
10,852 |
40 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
26.4 |
1.7% |
46% |
False |
False |
8,220 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
25.2 |
1.6% |
36% |
False |
False |
6,927 |
80 |
1,691.6 |
1,535.4 |
156.2 |
9.8% |
23.9 |
1.5% |
33% |
False |
False |
5,864 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
25.1 |
1.6% |
20% |
False |
False |
5,142 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.7% |
24.6 |
1.5% |
20% |
False |
False |
4,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.6 |
2.618 |
1,626.5 |
1.618 |
1,613.0 |
1.000 |
1,604.7 |
0.618 |
1,599.5 |
HIGH |
1,591.2 |
0.618 |
1,586.0 |
0.500 |
1,584.5 |
0.382 |
1,582.9 |
LOW |
1,577.7 |
0.618 |
1,569.4 |
1.000 |
1,564.2 |
1.618 |
1,555.9 |
2.618 |
1,542.4 |
4.250 |
1,520.3 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,586.4 |
1,586.3 |
PP |
1,585.4 |
1,585.1 |
S1 |
1,584.5 |
1,584.0 |
|