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 |
12,602.71 |
12,573.73 |
-28.98 |
-0.2% |
12,772.02 |
High |
12,630.64 |
12,784.73 |
154.09 |
1.2% |
12,830.29 |
Low |
12,492.25 |
12,573.04 |
80.79 |
0.6% |
12,492.25 |
Close |
12,573.27 |
12,777.09 |
203.82 |
1.6% |
12,777.09 |
Range |
138.39 |
211.69 |
73.30 |
53.0% |
338.04 |
ATR |
153.53 |
157.68 |
4.15 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,346.69 |
13,273.58 |
12,893.52 |
|
R3 |
13,135.00 |
13,061.89 |
12,835.30 |
|
R2 |
12,923.31 |
12,923.31 |
12,815.90 |
|
R1 |
12,850.20 |
12,850.20 |
12,796.49 |
12,886.76 |
PP |
12,711.62 |
12,711.62 |
12,711.62 |
12,729.90 |
S1 |
12,638.51 |
12,638.51 |
12,757.69 |
12,675.07 |
S2 |
12,499.93 |
12,499.93 |
12,738.28 |
|
S3 |
12,288.24 |
12,426.82 |
12,718.88 |
|
S4 |
12,076.55 |
12,215.13 |
12,660.66 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,714.00 |
13,583.58 |
12,963.01 |
|
R3 |
13,375.96 |
13,245.54 |
12,870.05 |
|
R2 |
13,037.92 |
13,037.92 |
12,839.06 |
|
R1 |
12,907.50 |
12,907.50 |
12,808.08 |
12,972.71 |
PP |
12,699.88 |
12,699.88 |
12,699.88 |
12,732.48 |
S1 |
12,569.46 |
12,569.46 |
12,746.10 |
12,634.67 |
S2 |
12,361.84 |
12,361.84 |
12,715.12 |
|
S3 |
12,023.80 |
12,231.42 |
12,684.13 |
|
S4 |
11,685.76 |
11,893.38 |
12,591.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,830.29 |
12,492.25 |
338.04 |
2.6% |
157.31 |
1.2% |
84% |
False |
False |
|
10 |
12,961.30 |
12,492.25 |
469.05 |
3.7% |
156.54 |
1.2% |
61% |
False |
False |
|
20 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
152.64 |
1.2% |
64% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.2% |
160.14 |
1.3% |
80% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
151.19 |
1.2% |
57% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
146.37 |
1.1% |
57% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
136.92 |
1.1% |
57% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
133.28 |
1.0% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,684.41 |
2.618 |
13,338.93 |
1.618 |
13,127.24 |
1.000 |
12,996.42 |
0.618 |
12,915.55 |
HIGH |
12,784.73 |
0.618 |
12,703.86 |
0.500 |
12,678.89 |
0.382 |
12,653.91 |
LOW |
12,573.04 |
0.618 |
12,442.22 |
1.000 |
12,361.35 |
1.618 |
12,230.53 |
2.618 |
12,018.84 |
4.250 |
11,673.36 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,744.36 |
12,730.89 |
PP |
12,711.62 |
12,684.69 |
S1 |
12,678.89 |
12,638.49 |
|