Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,360.50 |
1,364.50 |
4.00 |
0.3% |
1,344.50 |
High |
1,368.75 |
1,364.75 |
-4.00 |
-0.3% |
1,368.75 |
Low |
1,359.75 |
1,350.25 |
-9.50 |
-0.7% |
1,333.00 |
Close |
1,365.00 |
1,351.25 |
-13.75 |
-1.0% |
1,351.25 |
Range |
9.00 |
14.50 |
5.50 |
61.1% |
35.75 |
ATR |
18.05 |
17.82 |
-0.24 |
-1.3% |
0.00 |
Volume |
2,305 |
1,447 |
-858 |
-37.2% |
9,569 |
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.00 |
1,389.50 |
1,359.25 |
|
R3 |
1,384.50 |
1,375.00 |
1,355.25 |
|
R2 |
1,370.00 |
1,370.00 |
1,354.00 |
|
R1 |
1,360.50 |
1,360.50 |
1,352.50 |
1,358.00 |
PP |
1,355.50 |
1,355.50 |
1,355.50 |
1,354.00 |
S1 |
1,346.00 |
1,346.00 |
1,350.00 |
1,343.50 |
S2 |
1,341.00 |
1,341.00 |
1,348.50 |
|
S3 |
1,326.50 |
1,331.50 |
1,347.25 |
|
S4 |
1,312.00 |
1,317.00 |
1,343.25 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.25 |
1,440.50 |
1,371.00 |
|
R3 |
1,422.50 |
1,404.75 |
1,361.00 |
|
R2 |
1,386.75 |
1,386.75 |
1,357.75 |
|
R1 |
1,369.00 |
1,369.00 |
1,354.50 |
1,378.00 |
PP |
1,351.00 |
1,351.00 |
1,351.00 |
1,355.50 |
S1 |
1,333.25 |
1,333.25 |
1,348.00 |
1,342.00 |
S2 |
1,315.25 |
1,315.25 |
1,344.75 |
|
S3 |
1,279.50 |
1,297.50 |
1,341.50 |
|
S4 |
1,243.75 |
1,261.75 |
1,331.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,368.75 |
1,333.00 |
35.75 |
2.6% |
14.00 |
1.0% |
51% |
False |
False |
1,913 |
10 |
1,368.75 |
1,313.25 |
55.50 |
4.1% |
16.00 |
1.2% |
68% |
False |
False |
2,148 |
20 |
1,368.75 |
1,296.00 |
72.75 |
5.4% |
17.50 |
1.3% |
76% |
False |
False |
1,772 |
40 |
1,368.75 |
1,250.00 |
118.75 |
8.8% |
18.50 |
1.4% |
85% |
False |
False |
1,283 |
60 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
17.50 |
1.3% |
69% |
False |
False |
977 |
80 |
1,402.25 |
1,250.00 |
152.25 |
11.3% |
15.25 |
1.1% |
67% |
False |
False |
770 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
13.50 |
1.0% |
66% |
False |
False |
630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.50 |
2.618 |
1,402.75 |
1.618 |
1,388.25 |
1.000 |
1,379.25 |
0.618 |
1,373.75 |
HIGH |
1,364.75 |
0.618 |
1,359.25 |
0.500 |
1,357.50 |
0.382 |
1,355.75 |
LOW |
1,350.25 |
0.618 |
1,341.25 |
1.000 |
1,335.75 |
1.618 |
1,326.75 |
2.618 |
1,312.25 |
4.250 |
1,288.50 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,357.50 |
1,357.25 |
PP |
1,355.50 |
1,355.25 |
S1 |
1,353.25 |
1,353.25 |
|