Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,343.00 |
1,341.25 |
-1.75 |
-0.1% |
1,352.00 |
High |
1,343.00 |
1,349.75 |
6.75 |
0.5% |
1,368.00 |
Low |
1,334.50 |
1,324.50 |
-10.00 |
-0.7% |
1,336.25 |
Close |
1,342.50 |
1,328.75 |
-13.75 |
-1.0% |
1,345.00 |
Range |
8.50 |
25.25 |
16.75 |
197.1% |
31.75 |
ATR |
19.19 |
19.62 |
0.43 |
2.3% |
0.00 |
Volume |
972 |
1,183 |
211 |
21.7% |
6,402 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.00 |
1,394.75 |
1,342.75 |
|
R3 |
1,384.75 |
1,369.50 |
1,335.75 |
|
R2 |
1,359.50 |
1,359.50 |
1,333.50 |
|
R1 |
1,344.25 |
1,344.25 |
1,331.00 |
1,339.25 |
PP |
1,334.25 |
1,334.25 |
1,334.25 |
1,332.00 |
S1 |
1,319.00 |
1,319.00 |
1,326.50 |
1,314.00 |
S2 |
1,309.00 |
1,309.00 |
1,324.00 |
|
S3 |
1,283.75 |
1,293.75 |
1,321.75 |
|
S4 |
1,258.50 |
1,268.50 |
1,314.75 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.00 |
1,426.75 |
1,362.50 |
|
R3 |
1,413.25 |
1,395.00 |
1,353.75 |
|
R2 |
1,381.50 |
1,381.50 |
1,350.75 |
|
R1 |
1,363.25 |
1,363.25 |
1,348.00 |
1,356.50 |
PP |
1,349.75 |
1,349.75 |
1,349.75 |
1,346.50 |
S1 |
1,331.50 |
1,331.50 |
1,342.00 |
1,324.75 |
S2 |
1,318.00 |
1,318.00 |
1,339.25 |
|
S3 |
1,286.25 |
1,299.75 |
1,336.25 |
|
S4 |
1,254.50 |
1,268.00 |
1,327.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,368.00 |
1,324.50 |
43.50 |
3.3% |
17.25 |
1.3% |
10% |
False |
True |
1,223 |
10 |
1,368.00 |
1,297.00 |
71.00 |
5.3% |
19.00 |
1.4% |
45% |
False |
False |
1,374 |
20 |
1,368.00 |
1,292.00 |
76.00 |
5.7% |
19.25 |
1.5% |
48% |
False |
False |
1,187 |
40 |
1,368.00 |
1,250.00 |
118.00 |
8.9% |
19.00 |
1.4% |
67% |
False |
False |
860 |
60 |
1,396.75 |
1,250.00 |
146.75 |
11.0% |
16.25 |
1.2% |
54% |
False |
False |
679 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.6% |
14.75 |
1.1% |
51% |
False |
False |
545 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.6% |
12.25 |
0.9% |
51% |
False |
False |
437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,457.00 |
2.618 |
1,415.75 |
1.618 |
1,390.50 |
1.000 |
1,375.00 |
0.618 |
1,365.25 |
HIGH |
1,349.75 |
0.618 |
1,340.00 |
0.500 |
1,337.00 |
0.382 |
1,334.25 |
LOW |
1,324.50 |
0.618 |
1,309.00 |
1.000 |
1,299.25 |
1.618 |
1,283.75 |
2.618 |
1,258.50 |
4.250 |
1,217.25 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,337.00 |
1,340.50 |
PP |
1,334.25 |
1,336.50 |
S1 |
1,331.50 |
1,332.50 |
|