Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,601.9 |
1,589.7 |
-12.2 |
-0.8% |
1,594.3 |
High |
1,605.0 |
1,607.7 |
2.7 |
0.2% |
1,610.7 |
Low |
1,584.9 |
1,583.2 |
-1.7 |
-0.1% |
1,581.1 |
Close |
1,587.0 |
1,601.5 |
14.5 |
0.9% |
1,601.5 |
Range |
20.1 |
24.5 |
4.4 |
21.9% |
29.6 |
ATR |
20.9 |
21.2 |
0.3 |
1.2% |
0.0 |
Volume |
176,512 |
145,907 |
-30,605 |
-17.3% |
751,805 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.0 |
1,660.7 |
1,615.0 |
|
R3 |
1,646.5 |
1,636.2 |
1,608.2 |
|
R2 |
1,622.0 |
1,622.0 |
1,606.0 |
|
R1 |
1,611.7 |
1,611.7 |
1,603.7 |
1,616.9 |
PP |
1,597.5 |
1,597.5 |
1,597.5 |
1,600.0 |
S1 |
1,587.2 |
1,587.2 |
1,599.3 |
1,592.4 |
S2 |
1,573.0 |
1,573.0 |
1,597.0 |
|
S3 |
1,548.5 |
1,562.7 |
1,594.8 |
|
S4 |
1,524.0 |
1,538.2 |
1,588.0 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.6 |
1,673.6 |
1,617.8 |
|
R3 |
1,657.0 |
1,644.0 |
1,609.6 |
|
R2 |
1,627.4 |
1,627.4 |
1,606.9 |
|
R1 |
1,614.4 |
1,614.4 |
1,604.2 |
1,620.9 |
PP |
1,597.8 |
1,597.8 |
1,597.8 |
1,601.0 |
S1 |
1,584.8 |
1,584.8 |
1,598.8 |
1,591.3 |
S2 |
1,568.2 |
1,568.2 |
1,596.1 |
|
S3 |
1,538.6 |
1,555.2 |
1,593.4 |
|
S4 |
1,509.0 |
1,525.6 |
1,585.2 |
|
|
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 |
1,581.1 |
29.6 |
1.8% |
22.0 |
1.4% |
69% |
False |
False |
150,361 |
10 |
1,610.7 |
1,541.1 |
69.6 |
4.3% |
21.7 |
1.4% |
87% |
False |
False |
153,565 |
20 |
1,610.7 |
1,478.3 |
132.4 |
8.3% |
20.7 |
1.3% |
93% |
False |
False |
137,803 |
40 |
1,610.7 |
1,478.3 |
132.4 |
8.3% |
19.5 |
1.2% |
93% |
False |
False |
130,036 |
60 |
1,610.7 |
1,464.1 |
146.6 |
9.2% |
21.6 |
1.3% |
94% |
False |
False |
94,716 |
80 |
1,610.7 |
1,415.4 |
195.3 |
12.2% |
20.3 |
1.3% |
95% |
False |
False |
72,245 |
100 |
1,610.7 |
1,389.8 |
220.9 |
13.8% |
19.6 |
1.2% |
96% |
False |
False |
58,203 |
120 |
1,610.7 |
1,328.7 |
282.0 |
17.6% |
18.6 |
1.2% |
97% |
False |
False |
48,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.8 |
2.618 |
1,671.8 |
1.618 |
1,647.3 |
1.000 |
1,632.2 |
0.618 |
1,622.8 |
HIGH |
1,607.7 |
0.618 |
1,598.3 |
0.500 |
1,595.5 |
0.382 |
1,592.6 |
LOW |
1,583.2 |
0.618 |
1,568.1 |
1.000 |
1,558.7 |
1.618 |
1,543.6 |
2.618 |
1,519.1 |
4.250 |
1,479.1 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,599.5 |
1,599.1 |
PP |
1,597.5 |
1,596.8 |
S1 |
1,595.5 |
1,594.4 |
|