Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,330.50 |
1,323.00 |
-7.50 |
-0.6% |
1,343.00 |
High |
1,331.50 |
1,346.00 |
14.50 |
1.1% |
1,349.75 |
Low |
1,313.25 |
1,322.00 |
8.75 |
0.7% |
1,313.25 |
Close |
1,322.00 |
1,344.75 |
22.75 |
1.7% |
1,344.75 |
Range |
18.25 |
24.00 |
5.75 |
31.5% |
36.50 |
ATR |
19.12 |
19.47 |
0.35 |
1.8% |
0.00 |
Volume |
3,669 |
3,676 |
7 |
0.2% |
11,919 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.50 |
1,401.25 |
1,358.00 |
|
R3 |
1,385.50 |
1,377.25 |
1,351.25 |
|
R2 |
1,361.50 |
1,361.50 |
1,349.25 |
|
R1 |
1,353.25 |
1,353.25 |
1,347.00 |
1,357.50 |
PP |
1,337.50 |
1,337.50 |
1,337.50 |
1,339.75 |
S1 |
1,329.25 |
1,329.25 |
1,342.50 |
1,333.50 |
S2 |
1,313.50 |
1,313.50 |
1,340.25 |
|
S3 |
1,289.50 |
1,305.25 |
1,338.25 |
|
S4 |
1,265.50 |
1,281.25 |
1,331.50 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.50 |
1,431.50 |
1,364.75 |
|
R3 |
1,409.00 |
1,395.00 |
1,354.75 |
|
R2 |
1,372.50 |
1,372.50 |
1,351.50 |
|
R1 |
1,358.50 |
1,358.50 |
1,348.00 |
1,365.50 |
PP |
1,336.00 |
1,336.00 |
1,336.00 |
1,339.50 |
S1 |
1,322.00 |
1,322.00 |
1,341.50 |
1,329.00 |
S2 |
1,299.50 |
1,299.50 |
1,338.00 |
|
S3 |
1,263.00 |
1,285.50 |
1,334.75 |
|
S4 |
1,226.50 |
1,249.00 |
1,324.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.75 |
1,313.25 |
36.50 |
2.7% |
18.00 |
1.3% |
86% |
False |
False |
2,383 |
10 |
1,368.00 |
1,309.75 |
58.25 |
4.3% |
19.50 |
1.5% |
60% |
False |
False |
2,010 |
20 |
1,368.00 |
1,296.00 |
72.00 |
5.4% |
19.25 |
1.4% |
68% |
False |
False |
1,582 |
40 |
1,368.00 |
1,250.00 |
118.00 |
8.8% |
19.25 |
1.4% |
80% |
False |
False |
1,101 |
60 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
17.00 |
1.3% |
65% |
False |
False |
840 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.5% |
15.00 |
1.1% |
62% |
False |
False |
666 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.5% |
12.75 |
0.9% |
62% |
False |
False |
535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.00 |
2.618 |
1,408.75 |
1.618 |
1,384.75 |
1.000 |
1,370.00 |
0.618 |
1,360.75 |
HIGH |
1,346.00 |
0.618 |
1,336.75 |
0.500 |
1,334.00 |
0.382 |
1,331.25 |
LOW |
1,322.00 |
0.618 |
1,307.25 |
1.000 |
1,298.00 |
1.618 |
1,283.25 |
2.618 |
1,259.25 |
4.250 |
1,220.00 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,341.25 |
1,339.75 |
PP |
1,337.50 |
1,334.75 |
S1 |
1,334.00 |
1,329.50 |
|