Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,586.2 |
1,587.3 |
1.1 |
0.1% |
1,598.2 |
High |
1,591.2 |
1,587.3 |
-3.9 |
-0.2% |
1,603.3 |
Low |
1,577.7 |
1,566.8 |
-10.9 |
-0.7% |
1,572.0 |
Close |
1,587.4 |
1,582.0 |
-5.4 |
-0.3% |
1,587.4 |
Range |
13.5 |
20.5 |
7.0 |
51.9% |
31.3 |
ATR |
24.7 |
24.4 |
-0.3 |
-1.2% |
0.0 |
Volume |
14,995 |
14,091 |
-904 |
-6.0% |
62,479 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.2 |
1,631.6 |
1,593.3 |
|
R3 |
1,619.7 |
1,611.1 |
1,587.6 |
|
R2 |
1,599.2 |
1,599.2 |
1,585.8 |
|
R1 |
1,590.6 |
1,590.6 |
1,583.9 |
1,584.7 |
PP |
1,578.7 |
1,578.7 |
1,578.7 |
1,575.7 |
S1 |
1,570.1 |
1,570.1 |
1,580.1 |
1,564.2 |
S2 |
1,558.2 |
1,558.2 |
1,578.2 |
|
S3 |
1,537.7 |
1,549.6 |
1,576.4 |
|
S4 |
1,517.2 |
1,529.1 |
1,570.7 |
|
|
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 |
1,566.8 |
36.5 |
2.3% |
19.5 |
1.2% |
42% |
False |
True |
12,681 |
10 |
1,605.6 |
1,559.5 |
46.1 |
2.9% |
21.9 |
1.4% |
49% |
False |
False |
15,634 |
20 |
1,630.1 |
1,552.0 |
78.1 |
4.9% |
24.0 |
1.5% |
38% |
False |
False |
11,361 |
40 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
26.3 |
1.7% |
41% |
False |
False |
8,124 |
60 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
25.2 |
1.6% |
33% |
False |
False |
7,146 |
80 |
1,691.6 |
1,535.4 |
156.2 |
9.9% |
23.8 |
1.5% |
30% |
False |
False |
6,010 |
100 |
1,735.5 |
1,535.4 |
200.1 |
12.6% |
24.1 |
1.5% |
23% |
False |
False |
5,265 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.6 |
1.6% |
18% |
False |
False |
4,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,674.4 |
2.618 |
1,641.0 |
1.618 |
1,620.5 |
1.000 |
1,607.8 |
0.618 |
1,600.0 |
HIGH |
1,587.3 |
0.618 |
1,579.5 |
0.500 |
1,577.1 |
0.382 |
1,574.6 |
LOW |
1,566.8 |
0.618 |
1,554.1 |
1.000 |
1,546.3 |
1.618 |
1,533.6 |
2.618 |
1,513.1 |
4.250 |
1,479.7 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,580.4 |
1,581.8 |
PP |
1,578.7 |
1,581.6 |
S1 |
1,577.1 |
1,581.4 |
|