Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,605.7 |
1,591.0 |
-14.7 |
-0.9% |
1,546.5 |
High |
1,612.3 |
1,604.6 |
-7.7 |
-0.5% |
1,596.8 |
Low |
1,584.7 |
1,583.6 |
-1.1 |
-0.1% |
1,543.3 |
Close |
1,603.1 |
1,599.0 |
-4.1 |
-0.3% |
1,592.0 |
Range |
27.6 |
21.0 |
-6.6 |
-23.9% |
53.5 |
ATR |
20.5 |
20.5 |
0.0 |
0.2% |
0.0 |
Volume |
16,719 |
46,434 |
29,715 |
177.7% |
118,770 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.7 |
1,649.9 |
1,610.6 |
|
R3 |
1,637.7 |
1,628.9 |
1,604.8 |
|
R2 |
1,616.7 |
1,616.7 |
1,602.9 |
|
R1 |
1,607.9 |
1,607.9 |
1,600.9 |
1,612.3 |
PP |
1,595.7 |
1,595.7 |
1,595.7 |
1,598.0 |
S1 |
1,586.9 |
1,586.9 |
1,597.1 |
1,591.3 |
S2 |
1,574.7 |
1,574.7 |
1,595.2 |
|
S3 |
1,553.7 |
1,565.9 |
1,593.2 |
|
S4 |
1,532.7 |
1,544.9 |
1,587.5 |
|
|
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 |
1,578.0 |
34.3 |
2.1% |
19.5 |
1.2% |
61% |
False |
False |
26,847 |
10 |
1,612.3 |
1,524.3 |
88.0 |
5.5% |
20.2 |
1.3% |
85% |
False |
False |
21,771 |
20 |
1,612.3 |
1,481.0 |
131.3 |
8.2% |
20.7 |
1.3% |
90% |
False |
False |
14,848 |
40 |
1,612.3 |
1,481.0 |
131.3 |
8.2% |
18.3 |
1.1% |
90% |
False |
False |
9,547 |
60 |
1,612.3 |
1,465.9 |
146.4 |
9.2% |
20.9 |
1.3% |
91% |
False |
False |
7,847 |
80 |
1,612.3 |
1,416.8 |
195.5 |
12.2% |
19.6 |
1.2% |
93% |
False |
False |
6,391 |
100 |
1,612.3 |
1,387.1 |
225.2 |
14.1% |
19.2 |
1.2% |
94% |
False |
False |
5,362 |
120 |
1,612.3 |
1,319.2 |
293.1 |
18.3% |
18.7 |
1.2% |
95% |
False |
False |
4,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,693.9 |
2.618 |
1,659.6 |
1.618 |
1,638.6 |
1.000 |
1,625.6 |
0.618 |
1,617.6 |
HIGH |
1,604.6 |
0.618 |
1,596.6 |
0.500 |
1,594.1 |
0.382 |
1,591.6 |
LOW |
1,583.6 |
0.618 |
1,570.6 |
1.000 |
1,562.6 |
1.618 |
1,549.6 |
2.618 |
1,528.6 |
4.250 |
1,494.4 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,597.4 |
1,598.7 |
PP |
1,595.7 |
1,598.3 |
S1 |
1,594.1 |
1,598.0 |
|