Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,591.2 |
1,597.3 |
6.1 |
0.4% |
1,546.5 |
High |
1,596.4 |
1,609.7 |
13.3 |
0.8% |
1,596.8 |
Low |
1,578.0 |
1,593.8 |
15.8 |
1.0% |
1,543.3 |
Close |
1,592.0 |
1,604.4 |
12.4 |
0.8% |
1,592.0 |
Range |
18.4 |
15.9 |
-2.5 |
-13.6% |
53.5 |
ATR |
20.1 |
19.9 |
-0.2 |
-0.9% |
0.0 |
Volume |
35,526 |
9,361 |
-26,165 |
-73.7% |
118,770 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,650.3 |
1,643.3 |
1,613.1 |
|
R3 |
1,634.4 |
1,627.4 |
1,608.8 |
|
R2 |
1,618.5 |
1,618.5 |
1,607.3 |
|
R1 |
1,611.5 |
1,611.5 |
1,605.9 |
1,615.0 |
PP |
1,602.6 |
1,602.6 |
1,602.6 |
1,604.4 |
S1 |
1,595.6 |
1,595.6 |
1,602.9 |
1,599.1 |
S2 |
1,586.7 |
1,586.7 |
1,601.5 |
|
S3 |
1,570.8 |
1,579.7 |
1,600.0 |
|
S4 |
1,554.9 |
1,563.8 |
1,595.7 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.9 |
1,718.4 |
1,621.4 |
|
R3 |
1,684.4 |
1,664.9 |
1,606.7 |
|
R2 |
1,630.9 |
1,630.9 |
1,601.8 |
|
R1 |
1,611.4 |
1,611.4 |
1,596.9 |
1,621.2 |
PP |
1,577.4 |
1,577.4 |
1,577.4 |
1,582.2 |
S1 |
1,557.9 |
1,557.9 |
1,587.1 |
1,567.7 |
S2 |
1,523.9 |
1,523.9 |
1,582.2 |
|
S3 |
1,470.4 |
1,504.4 |
1,577.3 |
|
S4 |
1,416.9 |
1,450.9 |
1,562.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,609.7 |
1,543.3 |
66.4 |
4.1% |
21.1 |
1.3% |
92% |
True |
False |
19,690 |
10 |
1,609.7 |
1,489.2 |
120.5 |
7.5% |
20.8 |
1.3% |
96% |
True |
False |
16,987 |
20 |
1,609.7 |
1,481.0 |
128.7 |
8.0% |
19.5 |
1.2% |
96% |
True |
False |
12,356 |
40 |
1,609.7 |
1,481.0 |
128.7 |
8.0% |
18.1 |
1.1% |
96% |
True |
False |
8,219 |
60 |
1,609.7 |
1,465.9 |
143.8 |
9.0% |
20.4 |
1.3% |
96% |
True |
False |
6,832 |
80 |
1,609.7 |
1,416.8 |
192.9 |
12.0% |
19.5 |
1.2% |
97% |
True |
False |
5,639 |
100 |
1,609.7 |
1,387.1 |
222.6 |
13.9% |
19.0 |
1.2% |
98% |
True |
False |
4,754 |
120 |
1,609.7 |
1,317.4 |
292.3 |
18.2% |
18.8 |
1.2% |
98% |
True |
False |
4,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,677.3 |
2.618 |
1,651.3 |
1.618 |
1,635.4 |
1.000 |
1,625.6 |
0.618 |
1,619.5 |
HIGH |
1,609.7 |
0.618 |
1,603.6 |
0.500 |
1,601.8 |
0.382 |
1,599.9 |
LOW |
1,593.8 |
0.618 |
1,584.0 |
1.000 |
1,577.9 |
1.618 |
1,568.1 |
2.618 |
1,552.2 |
4.250 |
1,526.2 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,603.5 |
1,600.9 |
PP |
1,602.6 |
1,597.4 |
S1 |
1,601.8 |
1,593.9 |
|