Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,616.1 |
1,622.0 |
5.9 |
0.4% |
1,597.3 |
High |
1,623.2 |
1,631.2 |
8.0 |
0.5% |
1,612.3 |
Low |
1,610.3 |
1,611.0 |
0.7 |
0.0% |
1,583.6 |
Close |
1,619.3 |
1,617.3 |
-2.0 |
-0.1% |
1,603.7 |
Range |
12.9 |
20.2 |
7.3 |
56.6% |
28.7 |
ATR |
20.3 |
20.3 |
0.0 |
0.0% |
0.0 |
Volume |
66,847 |
103,276 |
36,429 |
54.5% |
132,899 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.4 |
1,669.1 |
1,628.4 |
|
R3 |
1,660.2 |
1,648.9 |
1,622.9 |
|
R2 |
1,640.0 |
1,640.0 |
1,621.0 |
|
R1 |
1,628.7 |
1,628.7 |
1,619.2 |
1,624.3 |
PP |
1,619.8 |
1,619.8 |
1,619.8 |
1,617.6 |
S1 |
1,608.5 |
1,608.5 |
1,615.4 |
1,604.1 |
S2 |
1,599.6 |
1,599.6 |
1,613.6 |
|
S3 |
1,579.4 |
1,588.3 |
1,611.7 |
|
S4 |
1,559.2 |
1,568.1 |
1,606.2 |
|
|
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 |
1,631.2 |
1,585.9 |
45.3 |
2.8% |
19.4 |
1.2% |
69% |
True |
False |
56,324 |
10 |
1,631.2 |
1,578.0 |
53.2 |
3.3% |
19.5 |
1.2% |
74% |
True |
False |
41,585 |
20 |
1,631.2 |
1,481.0 |
150.2 |
9.3% |
20.2 |
1.2% |
91% |
True |
False |
27,343 |
40 |
1,631.2 |
1,481.0 |
150.2 |
9.3% |
19.1 |
1.2% |
91% |
True |
False |
15,960 |
60 |
1,631.2 |
1,465.9 |
165.3 |
10.2% |
20.4 |
1.3% |
92% |
True |
False |
12,369 |
80 |
1,631.2 |
1,434.6 |
196.6 |
12.2% |
19.7 |
1.2% |
93% |
True |
False |
9,775 |
100 |
1,631.2 |
1,387.1 |
244.1 |
15.1% |
19.2 |
1.2% |
94% |
True |
False |
8,091 |
120 |
1,631.2 |
1,351.7 |
279.5 |
17.3% |
18.5 |
1.1% |
95% |
True |
False |
6,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,717.1 |
2.618 |
1,684.1 |
1.618 |
1,663.9 |
1.000 |
1,651.4 |
0.618 |
1,643.7 |
HIGH |
1,631.2 |
0.618 |
1,623.5 |
0.500 |
1,621.1 |
0.382 |
1,618.7 |
LOW |
1,611.0 |
0.618 |
1,598.5 |
1.000 |
1,590.8 |
1.618 |
1,578.3 |
2.618 |
1,558.1 |
4.250 |
1,525.2 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,621.1 |
1,618.8 |
PP |
1,619.8 |
1,618.3 |
S1 |
1,618.6 |
1,617.8 |
|