Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,607.9 |
1,614.8 |
6.9 |
0.4% |
1,594.3 |
High |
1,624.3 |
1,620.8 |
-3.5 |
-0.2% |
1,610.7 |
Low |
1,603.8 |
1,607.8 |
4.0 |
0.2% |
1,581.1 |
Close |
1,612.2 |
1,616.8 |
4.6 |
0.3% |
1,601.5 |
Range |
20.5 |
13.0 |
-7.5 |
-36.6% |
29.6 |
ATR |
21.3 |
20.7 |
-0.6 |
-2.8% |
0.0 |
Volume |
191,136 |
191,807 |
671 |
0.4% |
751,805 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.1 |
1,648.5 |
1,624.0 |
|
R3 |
1,641.1 |
1,635.5 |
1,620.4 |
|
R2 |
1,628.1 |
1,628.1 |
1,619.2 |
|
R1 |
1,622.5 |
1,622.5 |
1,618.0 |
1,625.3 |
PP |
1,615.1 |
1,615.1 |
1,615.1 |
1,616.6 |
S1 |
1,609.5 |
1,609.5 |
1,615.6 |
1,612.3 |
S2 |
1,602.1 |
1,602.1 |
1,614.4 |
|
S3 |
1,589.1 |
1,596.5 |
1,613.2 |
|
S4 |
1,576.1 |
1,583.5 |
1,609.7 |
|
|
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% |
19.8 |
1.2% |
83% |
False |
False |
168,211 |
10 |
1,624.3 |
1,564.6 |
59.7 |
3.7% |
20.2 |
1.2% |
87% |
False |
False |
161,594 |
20 |
1,624.3 |
1,478.3 |
146.0 |
9.0% |
20.2 |
1.3% |
95% |
False |
False |
144,285 |
40 |
1,624.3 |
1,478.3 |
146.0 |
9.0% |
19.4 |
1.2% |
95% |
False |
False |
133,264 |
60 |
1,624.3 |
1,464.1 |
160.2 |
9.9% |
21.3 |
1.3% |
95% |
False |
False |
100,872 |
80 |
1,624.3 |
1,415.5 |
208.8 |
12.9% |
20.3 |
1.3% |
96% |
False |
False |
76,985 |
100 |
1,624.3 |
1,389.8 |
234.5 |
14.5% |
19.5 |
1.2% |
97% |
False |
False |
61,999 |
120 |
1,624.3 |
1,328.7 |
295.6 |
18.3% |
18.6 |
1.2% |
97% |
False |
False |
51,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,676.1 |
2.618 |
1,654.8 |
1.618 |
1,641.8 |
1.000 |
1,633.8 |
0.618 |
1,628.8 |
HIGH |
1,620.8 |
0.618 |
1,615.8 |
0.500 |
1,614.3 |
0.382 |
1,612.8 |
LOW |
1,607.8 |
0.618 |
1,599.8 |
1.000 |
1,594.8 |
1.618 |
1,586.8 |
2.618 |
1,573.8 |
4.250 |
1,552.6 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,616.0 |
1,612.5 |
PP |
1,615.1 |
1,608.1 |
S1 |
1,614.3 |
1,603.8 |
|