Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,616.2 |
1,619.5 |
3.3 |
0.2% |
1,612.0 |
High |
1,622.8 |
1,637.5 |
14.7 |
0.9% |
1,637.5 |
Low |
1,605.0 |
1,613.0 |
8.0 |
0.5% |
1,605.0 |
Close |
1,616.2 |
1,631.2 |
15.0 |
0.9% |
1,631.2 |
Range |
17.8 |
24.5 |
6.7 |
37.6% |
32.5 |
ATR |
20.1 |
20.4 |
0.3 |
1.6% |
0.0 |
Volume |
170,615 |
136,930 |
-33,685 |
-19.7% |
528,782 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,700.7 |
1,690.5 |
1,644.7 |
|
R3 |
1,676.2 |
1,666.0 |
1,637.9 |
|
R2 |
1,651.7 |
1,651.7 |
1,635.7 |
|
R1 |
1,641.5 |
1,641.5 |
1,633.4 |
1,646.6 |
PP |
1,627.2 |
1,627.2 |
1,627.2 |
1,629.8 |
S1 |
1,617.0 |
1,617.0 |
1,629.0 |
1,622.1 |
S2 |
1,602.7 |
1,602.7 |
1,626.7 |
|
S3 |
1,578.2 |
1,592.5 |
1,624.5 |
|
S4 |
1,553.7 |
1,568.0 |
1,617.7 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.1 |
1,709.1 |
1,649.1 |
|
R3 |
1,689.6 |
1,676.6 |
1,640.1 |
|
R2 |
1,657.1 |
1,657.1 |
1,637.2 |
|
R1 |
1,644.1 |
1,644.1 |
1,634.2 |
1,650.6 |
PP |
1,624.6 |
1,624.6 |
1,624.6 |
1,627.8 |
S1 |
1,611.6 |
1,611.6 |
1,628.2 |
1,618.1 |
S2 |
1,592.1 |
1,592.1 |
1,625.2 |
|
S3 |
1,559.6 |
1,579.1 |
1,622.3 |
|
S4 |
1,527.1 |
1,546.6 |
1,613.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,637.5 |
1,605.0 |
32.5 |
2.0% |
19.1 |
1.2% |
81% |
True |
False |
105,756 |
10 |
1,637.5 |
1,583.6 |
53.9 |
3.3% |
20.4 |
1.2% |
88% |
True |
False |
66,168 |
20 |
1,637.5 |
1,481.0 |
156.5 |
9.6% |
21.0 |
1.3% |
96% |
True |
False |
41,838 |
40 |
1,637.5 |
1,481.0 |
156.5 |
9.6% |
19.0 |
1.2% |
96% |
True |
False |
23,482 |
60 |
1,637.5 |
1,465.9 |
171.6 |
10.5% |
20.0 |
1.2% |
96% |
True |
False |
17,394 |
80 |
1,637.5 |
1,450.0 |
187.5 |
11.5% |
19.8 |
1.2% |
97% |
True |
False |
13,582 |
100 |
1,637.5 |
1,387.1 |
250.4 |
15.4% |
19.4 |
1.2% |
97% |
True |
False |
11,140 |
120 |
1,637.5 |
1,355.6 |
281.9 |
17.3% |
18.7 |
1.1% |
98% |
True |
False |
9,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,741.6 |
2.618 |
1,701.6 |
1.618 |
1,677.1 |
1.000 |
1,662.0 |
0.618 |
1,652.6 |
HIGH |
1,637.5 |
0.618 |
1,628.1 |
0.500 |
1,625.3 |
0.382 |
1,622.4 |
LOW |
1,613.0 |
0.618 |
1,597.9 |
1.000 |
1,588.5 |
1.618 |
1,573.4 |
2.618 |
1,548.9 |
4.250 |
1,508.9 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,629.2 |
1,627.9 |
PP |
1,627.2 |
1,624.6 |
S1 |
1,625.3 |
1,621.3 |
|