Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,364.50 |
1,349.50 |
-15.00 |
-1.1% |
1,344.50 |
High |
1,364.75 |
1,349.50 |
-15.25 |
-1.1% |
1,368.75 |
Low |
1,350.25 |
1,325.50 |
-24.75 |
-1.8% |
1,333.00 |
Close |
1,351.25 |
1,336.50 |
-14.75 |
-1.1% |
1,351.25 |
Range |
14.50 |
24.00 |
9.50 |
65.5% |
35.75 |
ATR |
17.82 |
18.38 |
0.57 |
3.2% |
0.00 |
Volume |
1,447 |
1,079 |
-368 |
-25.4% |
9,569 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.25 |
1,396.75 |
1,349.75 |
|
R3 |
1,385.25 |
1,372.75 |
1,343.00 |
|
R2 |
1,361.25 |
1,361.25 |
1,341.00 |
|
R1 |
1,348.75 |
1,348.75 |
1,338.75 |
1,343.00 |
PP |
1,337.25 |
1,337.25 |
1,337.25 |
1,334.25 |
S1 |
1,324.75 |
1,324.75 |
1,334.25 |
1,319.00 |
S2 |
1,313.25 |
1,313.25 |
1,332.00 |
|
S3 |
1,289.25 |
1,300.75 |
1,330.00 |
|
S4 |
1,265.25 |
1,276.75 |
1,323.25 |
|
|
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 |
1,325.50 |
43.25 |
3.2% |
17.00 |
1.3% |
25% |
False |
True |
1,644 |
10 |
1,368.75 |
1,313.25 |
55.50 |
4.2% |
17.50 |
1.3% |
42% |
False |
False |
2,159 |
20 |
1,368.75 |
1,296.00 |
72.75 |
5.4% |
18.25 |
1.4% |
56% |
False |
False |
1,780 |
40 |
1,368.75 |
1,250.00 |
118.75 |
8.9% |
18.75 |
1.4% |
73% |
False |
False |
1,298 |
60 |
1,396.75 |
1,250.00 |
146.75 |
11.0% |
17.75 |
1.3% |
59% |
False |
False |
981 |
80 |
1,402.25 |
1,250.00 |
152.25 |
11.4% |
15.50 |
1.2% |
57% |
False |
False |
776 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.5% |
13.75 |
1.0% |
56% |
False |
False |
641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.50 |
2.618 |
1,412.25 |
1.618 |
1,388.25 |
1.000 |
1,373.50 |
0.618 |
1,364.25 |
HIGH |
1,349.50 |
0.618 |
1,340.25 |
0.500 |
1,337.50 |
0.382 |
1,334.75 |
LOW |
1,325.50 |
0.618 |
1,310.75 |
1.000 |
1,301.50 |
1.618 |
1,286.75 |
2.618 |
1,262.75 |
4.250 |
1,223.50 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,337.50 |
1,347.00 |
PP |
1,337.25 |
1,343.50 |
S1 |
1,336.75 |
1,340.00 |
|