Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,584.2 |
1,587.6 |
3.4 |
0.2% |
1,545.0 |
High |
1,594.9 |
1,594.4 |
-0.5 |
0.0% |
1,594.9 |
Low |
1,579.4 |
1,576.0 |
-3.4 |
-0.2% |
1,541.1 |
Close |
1,589.3 |
1,590.1 |
0.8 |
0.1% |
1,590.1 |
Range |
15.5 |
18.4 |
2.9 |
18.7% |
53.8 |
ATR |
20.8 |
20.6 |
-0.2 |
-0.8% |
0.0 |
Volume |
178,578 |
114,335 |
-64,243 |
-36.0% |
783,852 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.0 |
1,634.5 |
1,600.2 |
|
R3 |
1,623.6 |
1,616.1 |
1,595.2 |
|
R2 |
1,605.2 |
1,605.2 |
1,593.5 |
|
R1 |
1,597.7 |
1,597.7 |
1,591.8 |
1,601.5 |
PP |
1,586.8 |
1,586.8 |
1,586.8 |
1,588.7 |
S1 |
1,579.3 |
1,579.3 |
1,588.4 |
1,583.1 |
S2 |
1,568.4 |
1,568.4 |
1,586.7 |
|
S3 |
1,550.0 |
1,560.9 |
1,585.0 |
|
S4 |
1,531.6 |
1,542.5 |
1,580.0 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,736.8 |
1,717.2 |
1,619.7 |
|
R3 |
1,683.0 |
1,663.4 |
1,604.9 |
|
R2 |
1,629.2 |
1,629.2 |
1,600.0 |
|
R1 |
1,609.6 |
1,609.6 |
1,595.0 |
1,619.4 |
PP |
1,575.4 |
1,575.4 |
1,575.4 |
1,580.3 |
S1 |
1,555.8 |
1,555.8 |
1,585.2 |
1,565.6 |
S2 |
1,521.6 |
1,521.6 |
1,580.2 |
|
S3 |
1,467.8 |
1,502.0 |
1,575.3 |
|
S4 |
1,414.0 |
1,448.2 |
1,560.5 |
|
|
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 |
1,541.1 |
53.8 |
3.4% |
21.4 |
1.3% |
91% |
False |
False |
156,770 |
10 |
1,594.9 |
1,478.3 |
116.6 |
7.3% |
22.1 |
1.4% |
96% |
False |
False |
143,844 |
20 |
1,594.9 |
1,478.3 |
116.6 |
7.3% |
20.2 |
1.3% |
96% |
False |
False |
132,128 |
40 |
1,594.9 |
1,478.3 |
116.6 |
7.3% |
18.8 |
1.2% |
96% |
False |
False |
118,956 |
60 |
1,594.9 |
1,464.1 |
130.8 |
8.2% |
21.1 |
1.3% |
96% |
False |
False |
82,713 |
80 |
1,594.9 |
1,413.5 |
181.4 |
11.4% |
20.0 |
1.3% |
97% |
False |
False |
63,044 |
100 |
1,594.9 |
1,389.8 |
205.1 |
12.9% |
19.2 |
1.2% |
98% |
False |
False |
50,736 |
120 |
1,594.9 |
1,314.2 |
280.7 |
17.7% |
18.7 |
1.2% |
98% |
False |
False |
42,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,672.6 |
2.618 |
1,642.6 |
1.618 |
1,624.2 |
1.000 |
1,612.8 |
0.618 |
1,605.8 |
HIGH |
1,594.4 |
0.618 |
1,587.4 |
0.500 |
1,585.2 |
0.382 |
1,583.0 |
LOW |
1,576.0 |
0.618 |
1,564.6 |
1.000 |
1,557.6 |
1.618 |
1,546.2 |
2.618 |
1,527.8 |
4.250 |
1,497.8 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,588.5 |
1,586.7 |
PP |
1,586.8 |
1,583.2 |
S1 |
1,585.2 |
1,579.8 |
|