Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,594.5 |
1,612.0 |
17.5 |
1.1% |
1,597.3 |
High |
1,609.8 |
1,626.3 |
16.5 |
1.0% |
1,612.3 |
Low |
1,585.9 |
1,606.3 |
20.4 |
1.3% |
1,583.6 |
Close |
1,603.7 |
1,614.4 |
10.7 |
0.7% |
1,603.7 |
Range |
23.9 |
20.0 |
-3.9 |
-16.3% |
28.7 |
ATR |
20.7 |
20.9 |
0.1 |
0.6% |
0.0 |
Volume |
43,098 |
51,114 |
8,016 |
18.6% |
132,899 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.7 |
1,665.0 |
1,625.4 |
|
R3 |
1,655.7 |
1,645.0 |
1,619.9 |
|
R2 |
1,635.7 |
1,635.7 |
1,618.1 |
|
R1 |
1,625.0 |
1,625.0 |
1,616.2 |
1,630.4 |
PP |
1,615.7 |
1,615.7 |
1,615.7 |
1,618.3 |
S1 |
1,605.0 |
1,605.0 |
1,612.6 |
1,610.4 |
S2 |
1,595.7 |
1,595.7 |
1,610.7 |
|
S3 |
1,575.7 |
1,585.0 |
1,608.9 |
|
S4 |
1,555.7 |
1,565.0 |
1,603.4 |
|
|
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 |
1,626.3 |
1,583.6 |
42.7 |
2.6% |
22.5 |
1.4% |
72% |
True |
False |
34,930 |
10 |
1,626.3 |
1,543.3 |
83.0 |
5.1% |
21.8 |
1.3% |
86% |
True |
False |
27,310 |
20 |
1,626.3 |
1,481.0 |
145.3 |
9.0% |
19.8 |
1.2% |
92% |
True |
False |
19,524 |
40 |
1,626.3 |
1,481.0 |
145.3 |
9.0% |
18.9 |
1.2% |
92% |
True |
False |
11,864 |
60 |
1,626.3 |
1,465.9 |
160.4 |
9.9% |
21.0 |
1.3% |
93% |
True |
False |
9,609 |
80 |
1,626.3 |
1,418.5 |
207.8 |
12.9% |
19.8 |
1.2% |
94% |
True |
False |
7,684 |
100 |
1,626.3 |
1,387.1 |
239.2 |
14.8% |
19.3 |
1.2% |
95% |
True |
False |
6,441 |
120 |
1,626.3 |
1,332.3 |
294.0 |
18.2% |
18.6 |
1.2% |
96% |
True |
False |
5,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.3 |
2.618 |
1,678.7 |
1.618 |
1,658.7 |
1.000 |
1,646.3 |
0.618 |
1,638.7 |
HIGH |
1,626.3 |
0.618 |
1,618.7 |
0.500 |
1,616.3 |
0.382 |
1,613.9 |
LOW |
1,606.3 |
0.618 |
1,593.9 |
1.000 |
1,586.3 |
1.618 |
1,573.9 |
2.618 |
1,553.9 |
4.250 |
1,521.3 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,616.3 |
1,611.6 |
PP |
1,615.7 |
1,608.9 |
S1 |
1,615.0 |
1,606.1 |
|