Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,351.00 |
1,360.50 |
9.50 |
0.7% |
1,343.00 |
High |
1,363.25 |
1,368.75 |
5.50 |
0.4% |
1,349.75 |
Low |
1,345.75 |
1,359.75 |
14.00 |
1.0% |
1,313.25 |
Close |
1,360.25 |
1,365.00 |
4.75 |
0.3% |
1,344.75 |
Range |
17.50 |
9.00 |
-8.50 |
-48.6% |
36.50 |
ATR |
18.75 |
18.05 |
-0.70 |
-3.7% |
0.00 |
Volume |
1,996 |
2,305 |
309 |
15.5% |
11,919 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.50 |
1,387.25 |
1,370.00 |
|
R3 |
1,382.50 |
1,378.25 |
1,367.50 |
|
R2 |
1,373.50 |
1,373.50 |
1,366.75 |
|
R1 |
1,369.25 |
1,369.25 |
1,365.75 |
1,371.50 |
PP |
1,364.50 |
1,364.50 |
1,364.50 |
1,365.50 |
S1 |
1,360.25 |
1,360.25 |
1,364.25 |
1,362.50 |
S2 |
1,355.50 |
1,355.50 |
1,363.25 |
|
S3 |
1,346.50 |
1,351.25 |
1,362.50 |
|
S4 |
1,337.50 |
1,342.25 |
1,360.00 |
|
|
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 |
1,368.75 |
1,322.00 |
46.75 |
3.4% |
16.00 |
1.2% |
92% |
True |
False |
2,359 |
10 |
1,368.75 |
1,313.25 |
55.50 |
4.1% |
16.50 |
1.2% |
93% |
True |
False |
2,147 |
20 |
1,368.75 |
1,296.00 |
72.75 |
5.3% |
18.50 |
1.4% |
95% |
True |
False |
1,774 |
40 |
1,368.75 |
1,250.00 |
118.75 |
8.7% |
18.75 |
1.4% |
97% |
True |
False |
1,252 |
60 |
1,396.75 |
1,250.00 |
146.75 |
10.8% |
17.25 |
1.3% |
78% |
False |
False |
973 |
80 |
1,402.25 |
1,250.00 |
152.25 |
11.2% |
15.25 |
1.1% |
76% |
False |
False |
754 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
13.25 |
1.0% |
75% |
False |
False |
616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.00 |
2.618 |
1,392.25 |
1.618 |
1,383.25 |
1.000 |
1,377.75 |
0.618 |
1,374.25 |
HIGH |
1,368.75 |
0.618 |
1,365.25 |
0.500 |
1,364.25 |
0.382 |
1,363.25 |
LOW |
1,359.75 |
0.618 |
1,354.25 |
1.000 |
1,350.75 |
1.618 |
1,345.25 |
2.618 |
1,336.25 |
4.250 |
1,321.50 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,364.75 |
1,360.25 |
PP |
1,364.50 |
1,355.50 |
S1 |
1,364.25 |
1,351.00 |
|