Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,344.50 |
1,340.00 |
-4.50 |
-0.3% |
1,343.00 |
High |
1,345.50 |
1,353.50 |
8.00 |
0.6% |
1,349.75 |
Low |
1,336.50 |
1,333.00 |
-3.50 |
-0.3% |
1,313.25 |
Close |
1,340.50 |
1,351.50 |
11.00 |
0.8% |
1,344.75 |
Range |
9.00 |
20.50 |
11.50 |
127.8% |
36.50 |
ATR |
18.72 |
18.85 |
0.13 |
0.7% |
0.00 |
Volume |
2,428 |
1,393 |
-1,035 |
-42.6% |
11,919 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.50 |
1,400.00 |
1,362.75 |
|
R3 |
1,387.00 |
1,379.50 |
1,357.25 |
|
R2 |
1,366.50 |
1,366.50 |
1,355.25 |
|
R1 |
1,359.00 |
1,359.00 |
1,353.50 |
1,362.75 |
PP |
1,346.00 |
1,346.00 |
1,346.00 |
1,348.00 |
S1 |
1,338.50 |
1,338.50 |
1,349.50 |
1,342.25 |
S2 |
1,325.50 |
1,325.50 |
1,347.75 |
|
S3 |
1,305.00 |
1,318.00 |
1,345.75 |
|
S4 |
1,284.50 |
1,297.50 |
1,340.25 |
|
|
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 |
1,353.50 |
1,313.25 |
40.25 |
3.0% |
17.00 |
1.3% |
95% |
True |
False |
2,717 |
10 |
1,368.00 |
1,313.25 |
54.75 |
4.1% |
17.00 |
1.3% |
70% |
False |
False |
1,970 |
20 |
1,368.00 |
1,296.00 |
72.00 |
5.3% |
19.00 |
1.4% |
77% |
False |
False |
1,667 |
40 |
1,368.00 |
1,250.00 |
118.00 |
8.7% |
19.00 |
1.4% |
86% |
False |
False |
1,174 |
60 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
17.00 |
1.3% |
69% |
False |
False |
902 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
15.25 |
1.1% |
66% |
False |
False |
701 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
13.00 |
1.0% |
66% |
False |
False |
573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.50 |
2.618 |
1,407.25 |
1.618 |
1,386.75 |
1.000 |
1,374.00 |
0.618 |
1,366.25 |
HIGH |
1,353.50 |
0.618 |
1,345.75 |
0.500 |
1,343.25 |
0.382 |
1,340.75 |
LOW |
1,333.00 |
0.618 |
1,320.25 |
1.000 |
1,312.50 |
1.618 |
1,299.75 |
2.618 |
1,279.25 |
4.250 |
1,246.00 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,348.75 |
1,347.00 |
PP |
1,346.00 |
1,342.25 |
S1 |
1,343.25 |
1,337.75 |
|