Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,568.0 |
1,584.2 |
16.2 |
1.0% |
1,486.8 |
High |
1,588.9 |
1,594.9 |
6.0 |
0.4% |
1,546.0 |
Low |
1,564.6 |
1,579.4 |
14.8 |
0.9% |
1,486.2 |
Close |
1,585.5 |
1,589.3 |
3.8 |
0.2% |
1,541.6 |
Range |
24.3 |
15.5 |
-8.8 |
-36.2% |
59.8 |
ATR |
21.2 |
20.8 |
-0.4 |
-1.9% |
0.0 |
Volume |
188,279 |
178,578 |
-9,701 |
-5.2% |
525,463 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.4 |
1,627.3 |
1,597.8 |
|
R3 |
1,618.9 |
1,611.8 |
1,593.6 |
|
R2 |
1,603.4 |
1,603.4 |
1,592.1 |
|
R1 |
1,596.3 |
1,596.3 |
1,590.7 |
1,599.9 |
PP |
1,587.9 |
1,587.9 |
1,587.9 |
1,589.6 |
S1 |
1,580.8 |
1,580.8 |
1,587.9 |
1,584.4 |
S2 |
1,572.4 |
1,572.4 |
1,586.5 |
|
S3 |
1,556.9 |
1,565.3 |
1,585.0 |
|
S4 |
1,541.4 |
1,549.8 |
1,580.8 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.0 |
1,682.6 |
1,574.5 |
|
R3 |
1,644.2 |
1,622.8 |
1,558.0 |
|
R2 |
1,584.4 |
1,584.4 |
1,552.6 |
|
R1 |
1,563.0 |
1,563.0 |
1,547.1 |
1,573.7 |
PP |
1,524.6 |
1,524.6 |
1,524.6 |
1,530.0 |
S1 |
1,503.2 |
1,503.2 |
1,536.1 |
1,513.9 |
S2 |
1,464.8 |
1,464.8 |
1,530.6 |
|
S3 |
1,405.0 |
1,443.4 |
1,525.2 |
|
S4 |
1,345.2 |
1,383.6 |
1,508.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,594.9 |
1,525.0 |
69.9 |
4.4% |
21.9 |
1.4% |
92% |
True |
False |
161,621 |
10 |
1,594.9 |
1,478.3 |
116.6 |
7.3% |
21.9 |
1.4% |
95% |
True |
False |
144,916 |
20 |
1,594.9 |
1,478.3 |
116.6 |
7.3% |
19.9 |
1.3% |
95% |
True |
False |
131,746 |
40 |
1,594.9 |
1,478.3 |
116.6 |
7.3% |
18.8 |
1.2% |
95% |
True |
False |
116,449 |
60 |
1,594.9 |
1,464.1 |
130.8 |
8.2% |
21.0 |
1.3% |
96% |
True |
False |
80,870 |
80 |
1,594.9 |
1,413.5 |
181.4 |
11.4% |
19.9 |
1.3% |
97% |
True |
False |
61,632 |
100 |
1,594.9 |
1,389.8 |
205.1 |
12.9% |
19.2 |
1.2% |
97% |
True |
False |
49,593 |
120 |
1,594.9 |
1,314.2 |
280.7 |
17.7% |
18.7 |
1.2% |
98% |
True |
False |
41,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,660.8 |
2.618 |
1,635.5 |
1.618 |
1,620.0 |
1.000 |
1,610.4 |
0.618 |
1,604.5 |
HIGH |
1,594.9 |
0.618 |
1,589.0 |
0.500 |
1,587.2 |
0.382 |
1,585.3 |
LOW |
1,579.4 |
0.618 |
1,569.8 |
1.000 |
1,563.9 |
1.618 |
1,554.3 |
2.618 |
1,538.8 |
4.250 |
1,513.5 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,588.6 |
1,582.2 |
PP |
1,587.9 |
1,575.1 |
S1 |
1,587.2 |
1,568.0 |
|