Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,597.3 |
1,605.7 |
8.4 |
0.5% |
1,546.5 |
High |
1,609.7 |
1,612.3 |
2.6 |
0.2% |
1,596.8 |
Low |
1,593.8 |
1,584.7 |
-9.1 |
-0.6% |
1,543.3 |
Close |
1,604.4 |
1,603.1 |
-1.3 |
-0.1% |
1,592.0 |
Range |
15.9 |
27.6 |
11.7 |
73.6% |
53.5 |
ATR |
19.9 |
20.5 |
0.5 |
2.7% |
0.0 |
Volume |
9,361 |
16,719 |
7,358 |
78.6% |
118,770 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,682.8 |
1,670.6 |
1,618.3 |
|
R3 |
1,655.2 |
1,643.0 |
1,610.7 |
|
R2 |
1,627.6 |
1,627.6 |
1,608.2 |
|
R1 |
1,615.4 |
1,615.4 |
1,605.6 |
1,607.7 |
PP |
1,600.0 |
1,600.0 |
1,600.0 |
1,596.2 |
S1 |
1,587.8 |
1,587.8 |
1,600.6 |
1,580.1 |
S2 |
1,572.4 |
1,572.4 |
1,598.0 |
|
S3 |
1,544.8 |
1,560.2 |
1,595.5 |
|
S4 |
1,517.2 |
1,532.6 |
1,587.9 |
|
|
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 |
1,612.3 |
1,567.0 |
45.3 |
2.8% |
20.0 |
1.3% |
80% |
True |
False |
20,682 |
10 |
1,612.3 |
1,512.8 |
99.5 |
6.2% |
20.5 |
1.3% |
91% |
True |
False |
18,128 |
20 |
1,612.3 |
1,481.0 |
131.3 |
8.2% |
20.1 |
1.3% |
93% |
True |
False |
12,659 |
40 |
1,612.3 |
1,481.0 |
131.3 |
8.2% |
18.1 |
1.1% |
93% |
True |
False |
8,485 |
60 |
1,612.3 |
1,465.9 |
146.4 |
9.1% |
20.8 |
1.3% |
94% |
True |
False |
7,092 |
80 |
1,612.3 |
1,416.8 |
195.5 |
12.2% |
19.5 |
1.2% |
95% |
True |
False |
5,829 |
100 |
1,612.3 |
1,387.1 |
225.2 |
14.0% |
19.1 |
1.2% |
96% |
True |
False |
4,906 |
120 |
1,612.3 |
1,317.4 |
294.9 |
18.4% |
18.8 |
1.2% |
97% |
True |
False |
4,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.6 |
2.618 |
1,684.6 |
1.618 |
1,657.0 |
1.000 |
1,639.9 |
0.618 |
1,629.4 |
HIGH |
1,612.3 |
0.618 |
1,601.8 |
0.500 |
1,598.5 |
0.382 |
1,595.2 |
LOW |
1,584.7 |
0.618 |
1,567.6 |
1.000 |
1,557.1 |
1.618 |
1,540.0 |
2.618 |
1,512.4 |
4.250 |
1,467.4 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,601.6 |
1,600.5 |
PP |
1,600.0 |
1,597.8 |
S1 |
1,598.5 |
1,595.2 |
|