Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,587.7 |
1,601.9 |
14.2 |
0.9% |
1,545.0 |
High |
1,602.0 |
1,605.0 |
3.0 |
0.2% |
1,594.9 |
Low |
1,581.1 |
1,584.9 |
3.8 |
0.2% |
1,541.1 |
Close |
1,596.9 |
1,587.0 |
-9.9 |
-0.6% |
1,590.1 |
Range |
20.9 |
20.1 |
-0.8 |
-3.8% |
53.8 |
ATR |
21.0 |
20.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
135,693 |
176,512 |
40,819 |
30.1% |
783,852 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,652.6 |
1,639.9 |
1,598.1 |
|
R3 |
1,632.5 |
1,619.8 |
1,592.5 |
|
R2 |
1,612.4 |
1,612.4 |
1,590.7 |
|
R1 |
1,599.7 |
1,599.7 |
1,588.8 |
1,596.0 |
PP |
1,592.3 |
1,592.3 |
1,592.3 |
1,590.5 |
S1 |
1,579.6 |
1,579.6 |
1,585.2 |
1,575.9 |
S2 |
1,572.2 |
1,572.2 |
1,583.3 |
|
S3 |
1,552.1 |
1,559.5 |
1,581.5 |
|
S4 |
1,532.0 |
1,539.4 |
1,575.9 |
|
|
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% |
20.8 |
1.3% |
32% |
False |
False |
144,046 |
10 |
1,610.7 |
1,525.0 |
85.7 |
5.4% |
21.3 |
1.3% |
72% |
False |
False |
152,834 |
20 |
1,610.7 |
1,478.3 |
132.4 |
8.3% |
21.4 |
1.3% |
82% |
False |
False |
141,479 |
40 |
1,610.7 |
1,478.3 |
132.4 |
8.3% |
19.2 |
1.2% |
82% |
False |
False |
128,785 |
60 |
1,610.7 |
1,464.1 |
146.6 |
9.2% |
21.6 |
1.4% |
84% |
False |
False |
92,358 |
80 |
1,610.7 |
1,414.5 |
196.2 |
12.4% |
20.2 |
1.3% |
88% |
False |
False |
70,476 |
100 |
1,610.7 |
1,389.8 |
220.9 |
13.9% |
19.5 |
1.2% |
89% |
False |
False |
56,763 |
120 |
1,610.7 |
1,328.2 |
282.5 |
17.8% |
18.5 |
1.2% |
92% |
False |
False |
47,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,690.4 |
2.618 |
1,657.6 |
1.618 |
1,637.5 |
1.000 |
1,625.1 |
0.618 |
1,617.4 |
HIGH |
1,605.0 |
0.618 |
1,597.3 |
0.500 |
1,595.0 |
0.382 |
1,592.6 |
LOW |
1,584.9 |
0.618 |
1,572.5 |
1.000 |
1,564.8 |
1.618 |
1,552.4 |
2.618 |
1,532.3 |
4.250 |
1,499.5 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,595.0 |
1,595.9 |
PP |
1,592.3 |
1,592.9 |
S1 |
1,589.7 |
1,590.0 |
|