Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,587.6 |
1,594.3 |
6.7 |
0.4% |
1,545.0 |
High |
1,594.4 |
1,607.9 |
13.5 |
0.8% |
1,594.9 |
Low |
1,576.0 |
1,591.4 |
15.4 |
1.0% |
1,541.1 |
Close |
1,590.1 |
1,602.4 |
12.3 |
0.8% |
1,590.1 |
Range |
18.4 |
16.5 |
-1.9 |
-10.3% |
53.8 |
ATR |
20.6 |
20.4 |
-0.2 |
-1.0% |
0.0 |
Volume |
114,335 |
119,258 |
4,923 |
4.3% |
783,852 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,650.1 |
1,642.7 |
1,611.5 |
|
R3 |
1,633.6 |
1,626.2 |
1,606.9 |
|
R2 |
1,617.1 |
1,617.1 |
1,605.4 |
|
R1 |
1,609.7 |
1,609.7 |
1,603.9 |
1,613.4 |
PP |
1,600.6 |
1,600.6 |
1,600.6 |
1,602.4 |
S1 |
1,593.2 |
1,593.2 |
1,600.9 |
1,596.9 |
S2 |
1,584.1 |
1,584.1 |
1,599.4 |
|
S3 |
1,567.6 |
1,576.7 |
1,597.9 |
|
S4 |
1,551.1 |
1,560.2 |
1,593.3 |
|
|
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 |
1,607.9 |
1,541.1 |
66.8 |
4.2% |
21.6 |
1.3% |
92% |
True |
False |
152,988 |
10 |
1,607.9 |
1,486.2 |
121.7 |
7.6% |
21.3 |
1.3% |
95% |
True |
False |
142,857 |
20 |
1,607.9 |
1,478.3 |
129.6 |
8.1% |
20.0 |
1.3% |
96% |
True |
False |
132,463 |
40 |
1,607.9 |
1,478.3 |
129.6 |
8.1% |
18.9 |
1.2% |
96% |
True |
False |
121,002 |
60 |
1,607.9 |
1,464.1 |
143.8 |
9.0% |
21.1 |
1.3% |
96% |
True |
False |
84,672 |
80 |
1,607.9 |
1,413.5 |
194.4 |
12.1% |
20.0 |
1.2% |
97% |
True |
False |
64,513 |
100 |
1,607.9 |
1,389.8 |
218.1 |
13.6% |
19.2 |
1.2% |
97% |
True |
False |
51,927 |
120 |
1,607.9 |
1,314.2 |
293.7 |
18.3% |
18.7 |
1.2% |
98% |
True |
False |
43,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,678.0 |
2.618 |
1,651.1 |
1.618 |
1,634.6 |
1.000 |
1,624.4 |
0.618 |
1,618.1 |
HIGH |
1,607.9 |
0.618 |
1,601.6 |
0.500 |
1,599.7 |
0.382 |
1,597.7 |
LOW |
1,591.4 |
0.618 |
1,581.2 |
1.000 |
1,574.9 |
1.618 |
1,564.7 |
2.618 |
1,548.2 |
4.250 |
1,521.3 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,601.5 |
1,598.9 |
PP |
1,600.6 |
1,595.4 |
S1 |
1,599.7 |
1,592.0 |
|