Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,589.7 |
1,607.9 |
18.2 |
1.1% |
1,594.3 |
High |
1,607.7 |
1,624.3 |
16.6 |
1.0% |
1,610.7 |
Low |
1,583.2 |
1,603.8 |
20.6 |
1.3% |
1,581.1 |
Close |
1,601.5 |
1,612.2 |
10.7 |
0.7% |
1,601.5 |
Range |
24.5 |
20.5 |
-4.0 |
-16.3% |
29.6 |
ATR |
21.2 |
21.3 |
0.1 |
0.6% |
0.0 |
Volume |
145,907 |
191,136 |
45,229 |
31.0% |
751,805 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,674.9 |
1,664.1 |
1,623.5 |
|
R3 |
1,654.4 |
1,643.6 |
1,617.8 |
|
R2 |
1,633.9 |
1,633.9 |
1,616.0 |
|
R1 |
1,623.1 |
1,623.1 |
1,614.1 |
1,628.5 |
PP |
1,613.4 |
1,613.4 |
1,613.4 |
1,616.2 |
S1 |
1,602.6 |
1,602.6 |
1,610.3 |
1,608.0 |
S2 |
1,592.9 |
1,592.9 |
1,608.4 |
|
S3 |
1,572.4 |
1,582.1 |
1,606.6 |
|
S4 |
1,551.9 |
1,561.6 |
1,600.9 |
|
|
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 |
1,624.3 |
1,581.1 |
43.2 |
2.7% |
22.8 |
1.4% |
72% |
True |
False |
164,736 |
10 |
1,624.3 |
1,541.1 |
83.2 |
5.2% |
22.2 |
1.4% |
85% |
True |
False |
158,862 |
20 |
1,624.3 |
1,478.3 |
146.0 |
9.1% |
20.4 |
1.3% |
92% |
True |
False |
140,644 |
40 |
1,624.3 |
1,478.3 |
146.0 |
9.1% |
19.6 |
1.2% |
92% |
True |
False |
131,580 |
60 |
1,624.3 |
1,464.1 |
160.2 |
9.9% |
21.7 |
1.3% |
92% |
True |
False |
97,773 |
80 |
1,624.3 |
1,415.5 |
208.8 |
13.0% |
20.4 |
1.3% |
94% |
True |
False |
74,611 |
100 |
1,624.3 |
1,389.8 |
234.5 |
14.5% |
19.7 |
1.2% |
95% |
True |
False |
60,096 |
120 |
1,624.3 |
1,328.7 |
295.6 |
18.3% |
18.6 |
1.2% |
96% |
True |
False |
50,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.4 |
2.618 |
1,678.0 |
1.618 |
1,657.5 |
1.000 |
1,644.8 |
0.618 |
1,637.0 |
HIGH |
1,624.3 |
0.618 |
1,616.5 |
0.500 |
1,614.1 |
0.382 |
1,611.6 |
LOW |
1,603.8 |
0.618 |
1,591.1 |
1.000 |
1,583.3 |
1.618 |
1,570.6 |
2.618 |
1,550.1 |
4.250 |
1,516.7 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,614.1 |
1,609.4 |
PP |
1,613.4 |
1,606.6 |
S1 |
1,612.8 |
1,603.8 |
|