Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,603.9 |
1,594.5 |
-9.4 |
-0.6% |
1,597.3 |
High |
1,606.9 |
1,609.8 |
2.9 |
0.2% |
1,612.3 |
Low |
1,587.1 |
1,585.9 |
-1.2 |
-0.1% |
1,583.6 |
Close |
1,589.1 |
1,603.7 |
14.6 |
0.9% |
1,603.7 |
Range |
19.8 |
23.9 |
4.1 |
20.7% |
28.7 |
ATR |
20.5 |
20.7 |
0.2 |
1.2% |
0.0 |
Volume |
17,287 |
43,098 |
25,811 |
149.3% |
132,899 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.5 |
1,661.5 |
1,616.8 |
|
R3 |
1,647.6 |
1,637.6 |
1,610.3 |
|
R2 |
1,623.7 |
1,623.7 |
1,608.1 |
|
R1 |
1,613.7 |
1,613.7 |
1,605.9 |
1,618.7 |
PP |
1,599.8 |
1,599.8 |
1,599.8 |
1,602.3 |
S1 |
1,589.8 |
1,589.8 |
1,601.5 |
1,594.8 |
S2 |
1,575.9 |
1,575.9 |
1,599.3 |
|
S3 |
1,552.0 |
1,565.9 |
1,597.1 |
|
S4 |
1,528.1 |
1,542.0 |
1,590.6 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.0 |
1,673.5 |
1,619.5 |
|
R3 |
1,657.3 |
1,644.8 |
1,611.6 |
|
R2 |
1,628.6 |
1,628.6 |
1,609.0 |
|
R1 |
1,616.1 |
1,616.1 |
1,606.3 |
1,622.4 |
PP |
1,599.9 |
1,599.9 |
1,599.9 |
1,603.0 |
S1 |
1,587.4 |
1,587.4 |
1,601.1 |
1,593.7 |
S2 |
1,571.2 |
1,571.2 |
1,598.4 |
|
S3 |
1,542.5 |
1,558.7 |
1,595.8 |
|
S4 |
1,513.8 |
1,530.0 |
1,587.9 |
|
|
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 |
1,583.6 |
28.7 |
1.8% |
21.6 |
1.3% |
70% |
False |
False |
26,579 |
10 |
1,612.3 |
1,543.3 |
69.0 |
4.3% |
21.2 |
1.3% |
88% |
False |
False |
25,166 |
20 |
1,612.3 |
1,481.0 |
131.3 |
8.2% |
20.2 |
1.3% |
93% |
False |
False |
17,359 |
40 |
1,612.3 |
1,481.0 |
131.3 |
8.2% |
18.8 |
1.2% |
93% |
False |
False |
10,717 |
60 |
1,612.3 |
1,465.9 |
146.4 |
9.1% |
20.9 |
1.3% |
94% |
False |
False |
8,776 |
80 |
1,612.3 |
1,418.5 |
193.8 |
12.1% |
19.8 |
1.2% |
96% |
False |
False |
7,080 |
100 |
1,612.3 |
1,387.1 |
225.2 |
14.0% |
19.3 |
1.2% |
96% |
False |
False |
5,946 |
120 |
1,612.3 |
1,332.3 |
280.0 |
17.5% |
18.6 |
1.2% |
97% |
False |
False |
5,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.4 |
2.618 |
1,672.4 |
1.618 |
1,648.5 |
1.000 |
1,633.7 |
0.618 |
1,624.6 |
HIGH |
1,609.8 |
0.618 |
1,600.7 |
0.500 |
1,597.9 |
0.382 |
1,595.0 |
LOW |
1,585.9 |
0.618 |
1,571.1 |
1.000 |
1,562.0 |
1.618 |
1,547.2 |
2.618 |
1,523.3 |
4.250 |
1,484.3 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,601.8 |
1,601.4 |
PP |
1,599.8 |
1,599.0 |
S1 |
1,597.9 |
1,596.7 |
|