Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,612.0 |
1,616.1 |
4.1 |
0.3% |
1,597.3 |
High |
1,626.3 |
1,623.2 |
-3.1 |
-0.2% |
1,612.3 |
Low |
1,606.3 |
1,610.3 |
4.0 |
0.2% |
1,583.6 |
Close |
1,614.4 |
1,619.3 |
4.9 |
0.3% |
1,603.7 |
Range |
20.0 |
12.9 |
-7.1 |
-35.5% |
28.7 |
ATR |
20.9 |
20.3 |
-0.6 |
-2.7% |
0.0 |
Volume |
51,114 |
66,847 |
15,733 |
30.8% |
132,899 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.3 |
1,650.7 |
1,626.4 |
|
R3 |
1,643.4 |
1,637.8 |
1,622.8 |
|
R2 |
1,630.5 |
1,630.5 |
1,621.7 |
|
R1 |
1,624.9 |
1,624.9 |
1,620.5 |
1,627.7 |
PP |
1,617.6 |
1,617.6 |
1,617.6 |
1,619.0 |
S1 |
1,612.0 |
1,612.0 |
1,618.1 |
1,614.8 |
S2 |
1,604.7 |
1,604.7 |
1,616.9 |
|
S3 |
1,591.8 |
1,599.1 |
1,615.8 |
|
S4 |
1,578.9 |
1,586.2 |
1,612.2 |
|
|
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% |
19.5 |
1.2% |
84% |
False |
False |
44,956 |
10 |
1,626.3 |
1,567.0 |
59.3 |
3.7% |
19.8 |
1.2% |
88% |
False |
False |
32,819 |
20 |
1,626.3 |
1,481.0 |
145.3 |
9.0% |
19.7 |
1.2% |
95% |
False |
False |
22,480 |
40 |
1,626.3 |
1,481.0 |
145.3 |
9.0% |
18.8 |
1.2% |
95% |
False |
False |
13,452 |
60 |
1,626.3 |
1,465.9 |
160.4 |
9.9% |
20.6 |
1.3% |
96% |
False |
False |
10,692 |
80 |
1,626.3 |
1,418.5 |
207.8 |
12.8% |
19.8 |
1.2% |
97% |
False |
False |
8,495 |
100 |
1,626.3 |
1,387.1 |
239.2 |
14.8% |
19.2 |
1.2% |
97% |
False |
False |
7,080 |
120 |
1,626.3 |
1,332.3 |
294.0 |
18.2% |
18.6 |
1.1% |
98% |
False |
False |
6,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,678.0 |
2.618 |
1,657.0 |
1.618 |
1,644.1 |
1.000 |
1,636.1 |
0.618 |
1,631.2 |
HIGH |
1,623.2 |
0.618 |
1,618.3 |
0.500 |
1,616.8 |
0.382 |
1,615.2 |
LOW |
1,610.3 |
0.618 |
1,602.3 |
1.000 |
1,597.4 |
1.618 |
1,589.4 |
2.618 |
1,576.5 |
4.250 |
1,555.5 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,618.5 |
1,614.9 |
PP |
1,617.6 |
1,610.5 |
S1 |
1,616.8 |
1,606.1 |
|