Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,594.3 |
1,606.1 |
11.8 |
0.7% |
1,545.0 |
High |
1,607.9 |
1,610.7 |
2.8 |
0.2% |
1,594.9 |
Low |
1,591.4 |
1,582.7 |
-8.7 |
-0.5% |
1,541.1 |
Close |
1,602.4 |
1,601.1 |
-1.3 |
-0.1% |
1,590.1 |
Range |
16.5 |
28.0 |
11.5 |
69.7% |
53.8 |
ATR |
20.4 |
21.0 |
0.5 |
2.6% |
0.0 |
Volume |
119,258 |
174,435 |
55,177 |
46.3% |
783,852 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,682.2 |
1,669.6 |
1,616.5 |
|
R3 |
1,654.2 |
1,641.6 |
1,608.8 |
|
R2 |
1,626.2 |
1,626.2 |
1,606.2 |
|
R1 |
1,613.6 |
1,613.6 |
1,603.7 |
1,605.9 |
PP |
1,598.2 |
1,598.2 |
1,598.2 |
1,594.3 |
S1 |
1,585.6 |
1,585.6 |
1,598.5 |
1,577.9 |
S2 |
1,570.2 |
1,570.2 |
1,596.0 |
|
S3 |
1,542.2 |
1,557.6 |
1,593.4 |
|
S4 |
1,514.2 |
1,529.6 |
1,585.7 |
|
|
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 |
1,610.7 |
1,564.6 |
46.1 |
2.9% |
20.5 |
1.3% |
79% |
True |
False |
154,977 |
10 |
1,610.7 |
1,510.3 |
100.4 |
6.3% |
20.9 |
1.3% |
90% |
True |
False |
145,766 |
20 |
1,610.7 |
1,478.3 |
132.4 |
8.3% |
20.7 |
1.3% |
93% |
True |
False |
136,673 |
40 |
1,610.7 |
1,478.3 |
132.4 |
8.3% |
18.9 |
1.2% |
93% |
True |
False |
124,792 |
60 |
1,610.7 |
1,464.1 |
146.6 |
9.2% |
21.5 |
1.3% |
93% |
True |
False |
87,430 |
80 |
1,610.7 |
1,413.5 |
197.2 |
12.3% |
20.1 |
1.3% |
95% |
True |
False |
66,677 |
100 |
1,610.7 |
1,389.8 |
220.9 |
13.8% |
19.3 |
1.2% |
96% |
True |
False |
53,654 |
120 |
1,610.7 |
1,314.2 |
296.5 |
18.5% |
18.8 |
1.2% |
97% |
True |
False |
44,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.7 |
2.618 |
1,684.0 |
1.618 |
1,656.0 |
1.000 |
1,638.7 |
0.618 |
1,628.0 |
HIGH |
1,610.7 |
0.618 |
1,600.0 |
0.500 |
1,596.7 |
0.382 |
1,593.4 |
LOW |
1,582.7 |
0.618 |
1,565.4 |
1.000 |
1,554.7 |
1.618 |
1,537.4 |
2.618 |
1,509.4 |
4.250 |
1,463.7 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,599.6 |
1,598.5 |
PP |
1,598.2 |
1,595.9 |
S1 |
1,596.7 |
1,593.4 |
|