Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,614.8 |
1,619.8 |
5.0 |
0.3% |
1,594.3 |
High |
1,620.8 |
1,628.8 |
8.0 |
0.5% |
1,610.7 |
Low |
1,607.8 |
1,608.9 |
1.1 |
0.1% |
1,581.1 |
Close |
1,616.8 |
1,615.1 |
-1.7 |
-0.1% |
1,601.5 |
Range |
13.0 |
19.9 |
6.9 |
53.1% |
29.6 |
ATR |
20.7 |
20.6 |
-0.1 |
-0.3% |
0.0 |
Volume |
191,807 |
220,092 |
28,285 |
14.7% |
751,805 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.3 |
1,666.1 |
1,626.0 |
|
R3 |
1,657.4 |
1,646.2 |
1,620.6 |
|
R2 |
1,637.5 |
1,637.5 |
1,618.7 |
|
R1 |
1,626.3 |
1,626.3 |
1,616.9 |
1,622.0 |
PP |
1,617.6 |
1,617.6 |
1,617.6 |
1,615.4 |
S1 |
1,606.4 |
1,606.4 |
1,613.3 |
1,602.1 |
S2 |
1,597.7 |
1,597.7 |
1,611.5 |
|
S3 |
1,577.8 |
1,586.5 |
1,609.6 |
|
S4 |
1,557.9 |
1,566.6 |
1,604.2 |
|
|
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 |
1,628.8 |
1,583.2 |
45.6 |
2.8% |
19.6 |
1.2% |
70% |
True |
False |
185,090 |
10 |
1,628.8 |
1,576.0 |
52.8 |
3.3% |
19.7 |
1.2% |
74% |
True |
False |
164,775 |
20 |
1,628.8 |
1,478.3 |
150.5 |
9.3% |
20.7 |
1.3% |
91% |
True |
False |
150,626 |
40 |
1,628.8 |
1,478.3 |
150.5 |
9.3% |
19.7 |
1.2% |
91% |
True |
False |
135,314 |
60 |
1,628.8 |
1,464.1 |
164.7 |
10.2% |
21.1 |
1.3% |
92% |
True |
False |
104,422 |
80 |
1,628.8 |
1,431.4 |
197.4 |
12.2% |
20.3 |
1.3% |
93% |
True |
False |
79,722 |
100 |
1,628.8 |
1,389.8 |
239.0 |
14.8% |
19.6 |
1.2% |
94% |
True |
False |
64,185 |
120 |
1,628.8 |
1,347.4 |
281.4 |
17.4% |
18.5 |
1.1% |
95% |
True |
False |
53,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.4 |
2.618 |
1,680.9 |
1.618 |
1,661.0 |
1.000 |
1,648.7 |
0.618 |
1,641.1 |
HIGH |
1,628.8 |
0.618 |
1,621.2 |
0.500 |
1,618.9 |
0.382 |
1,616.5 |
LOW |
1,608.9 |
0.618 |
1,596.6 |
1.000 |
1,589.0 |
1.618 |
1,576.7 |
2.618 |
1,556.8 |
4.250 |
1,524.3 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,618.9 |
1,616.3 |
PP |
1,617.6 |
1,615.9 |
S1 |
1,616.4 |
1,615.5 |
|