Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,329.25 |
1,330.50 |
1.25 |
0.1% |
1,352.00 |
High |
1,335.00 |
1,331.50 |
-3.50 |
-0.3% |
1,368.00 |
Low |
1,321.50 |
1,313.25 |
-8.25 |
-0.6% |
1,336.25 |
Close |
1,329.25 |
1,322.00 |
-7.25 |
-0.5% |
1,345.00 |
Range |
13.50 |
18.25 |
4.75 |
35.2% |
31.75 |
ATR |
19.18 |
19.12 |
-0.07 |
-0.3% |
0.00 |
Volume |
2,419 |
3,669 |
1,250 |
51.7% |
6,402 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.00 |
1,367.75 |
1,332.00 |
|
R3 |
1,358.75 |
1,349.50 |
1,327.00 |
|
R2 |
1,340.50 |
1,340.50 |
1,325.25 |
|
R1 |
1,331.25 |
1,331.25 |
1,323.75 |
1,326.75 |
PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,320.00 |
S1 |
1,313.00 |
1,313.00 |
1,320.25 |
1,308.50 |
S2 |
1,304.00 |
1,304.00 |
1,318.75 |
|
S3 |
1,285.75 |
1,294.75 |
1,317.00 |
|
S4 |
1,267.50 |
1,276.50 |
1,312.00 |
|
|
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 |
1,356.25 |
1,313.25 |
43.00 |
3.3% |
17.00 |
1.3% |
20% |
False |
True |
1,934 |
10 |
1,368.00 |
1,300.50 |
67.50 |
5.1% |
19.25 |
1.5% |
32% |
False |
False |
1,743 |
20 |
1,368.00 |
1,296.00 |
72.00 |
5.4% |
19.00 |
1.4% |
36% |
False |
False |
1,414 |
40 |
1,368.00 |
1,250.00 |
118.00 |
8.9% |
19.00 |
1.4% |
61% |
False |
False |
1,010 |
60 |
1,396.75 |
1,250.00 |
146.75 |
11.1% |
16.50 |
1.3% |
49% |
False |
False |
780 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.6% |
15.00 |
1.1% |
47% |
False |
False |
620 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.6% |
12.50 |
0.9% |
47% |
False |
False |
498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.00 |
2.618 |
1,379.25 |
1.618 |
1,361.00 |
1.000 |
1,349.75 |
0.618 |
1,342.75 |
HIGH |
1,331.50 |
0.618 |
1,324.50 |
0.500 |
1,322.50 |
0.382 |
1,320.25 |
LOW |
1,313.25 |
0.618 |
1,302.00 |
1.000 |
1,295.00 |
1.618 |
1,283.75 |
2.618 |
1,265.50 |
4.250 |
1,235.75 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,322.50 |
1,331.50 |
PP |
1,322.25 |
1,328.25 |
S1 |
1,322.00 |
1,325.25 |
|