Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,606.1 |
1,587.7 |
-18.4 |
-1.1% |
1,545.0 |
High |
1,610.7 |
1,602.0 |
-8.7 |
-0.5% |
1,594.9 |
Low |
1,582.7 |
1,581.1 |
-1.6 |
-0.1% |
1,541.1 |
Close |
1,601.1 |
1,596.9 |
-4.2 |
-0.3% |
1,590.1 |
Range |
28.0 |
20.9 |
-7.1 |
-25.4% |
53.8 |
ATR |
21.0 |
21.0 |
0.0 |
0.0% |
0.0 |
Volume |
174,435 |
135,693 |
-38,742 |
-22.2% |
783,852 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.0 |
1,647.4 |
1,608.4 |
|
R3 |
1,635.1 |
1,626.5 |
1,602.6 |
|
R2 |
1,614.2 |
1,614.2 |
1,600.7 |
|
R1 |
1,605.6 |
1,605.6 |
1,598.8 |
1,609.9 |
PP |
1,593.3 |
1,593.3 |
1,593.3 |
1,595.5 |
S1 |
1,584.7 |
1,584.7 |
1,595.0 |
1,589.0 |
S2 |
1,572.4 |
1,572.4 |
1,593.1 |
|
S3 |
1,551.5 |
1,563.8 |
1,591.2 |
|
S4 |
1,530.6 |
1,542.9 |
1,585.4 |
|
|
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 |
1,576.0 |
34.7 |
2.2% |
19.9 |
1.2% |
60% |
False |
False |
144,459 |
10 |
1,610.7 |
1,522.2 |
88.5 |
5.5% |
20.6 |
1.3% |
84% |
False |
False |
145,881 |
20 |
1,610.7 |
1,478.3 |
132.4 |
8.3% |
21.3 |
1.3% |
90% |
False |
False |
139,113 |
40 |
1,610.7 |
1,478.3 |
132.4 |
8.3% |
19.0 |
1.2% |
90% |
False |
False |
126,954 |
60 |
1,610.7 |
1,464.1 |
146.6 |
9.2% |
21.6 |
1.4% |
91% |
False |
False |
89,506 |
80 |
1,610.7 |
1,413.5 |
197.2 |
12.3% |
20.1 |
1.3% |
93% |
False |
False |
68,314 |
100 |
1,610.7 |
1,389.8 |
220.9 |
13.8% |
19.4 |
1.2% |
94% |
False |
False |
55,007 |
120 |
1,610.7 |
1,314.2 |
296.5 |
18.6% |
18.7 |
1.2% |
95% |
False |
False |
46,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,690.8 |
2.618 |
1,656.7 |
1.618 |
1,635.8 |
1.000 |
1,622.9 |
0.618 |
1,614.9 |
HIGH |
1,602.0 |
0.618 |
1,594.0 |
0.500 |
1,591.6 |
0.382 |
1,589.1 |
LOW |
1,581.1 |
0.618 |
1,568.2 |
1.000 |
1,560.2 |
1.618 |
1,547.3 |
2.618 |
1,526.4 |
4.250 |
1,492.3 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,595.1 |
1,596.6 |
PP |
1,593.3 |
1,596.2 |
S1 |
1,591.6 |
1,595.9 |
|