Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,619.8 |
1,614.2 |
-5.6 |
-0.3% |
1,594.3 |
High |
1,628.8 |
1,620.6 |
-8.2 |
-0.5% |
1,610.7 |
Low |
1,608.9 |
1,602.8 |
-6.1 |
-0.4% |
1,581.1 |
Close |
1,615.1 |
1,613.4 |
-1.7 |
-0.1% |
1,601.5 |
Range |
19.9 |
17.8 |
-2.1 |
-10.6% |
29.6 |
ATR |
20.6 |
20.4 |
-0.2 |
-1.0% |
0.0 |
Volume |
220,092 |
67,041 |
-153,051 |
-69.5% |
751,805 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,665.7 |
1,657.3 |
1,623.2 |
|
R3 |
1,647.9 |
1,639.5 |
1,618.3 |
|
R2 |
1,630.1 |
1,630.1 |
1,616.7 |
|
R1 |
1,621.7 |
1,621.7 |
1,615.0 |
1,617.0 |
PP |
1,612.3 |
1,612.3 |
1,612.3 |
1,609.9 |
S1 |
1,603.9 |
1,603.9 |
1,611.8 |
1,599.2 |
S2 |
1,594.5 |
1,594.5 |
1,610.1 |
|
S3 |
1,576.7 |
1,586.1 |
1,608.5 |
|
S4 |
1,558.9 |
1,568.3 |
1,603.6 |
|
|
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% |
19.1 |
1.2% |
66% |
False |
False |
163,196 |
10 |
1,628.8 |
1,576.0 |
52.8 |
3.3% |
20.0 |
1.2% |
71% |
False |
False |
153,621 |
20 |
1,628.8 |
1,478.3 |
150.5 |
9.3% |
20.9 |
1.3% |
90% |
False |
False |
149,269 |
40 |
1,628.8 |
1,478.3 |
150.5 |
9.3% |
19.6 |
1.2% |
90% |
False |
False |
133,552 |
60 |
1,628.8 |
1,464.1 |
164.7 |
10.2% |
20.8 |
1.3% |
91% |
False |
False |
105,442 |
80 |
1,628.8 |
1,433.1 |
195.7 |
12.1% |
20.4 |
1.3% |
92% |
False |
False |
80,546 |
100 |
1,628.8 |
1,389.8 |
239.0 |
14.8% |
19.6 |
1.2% |
94% |
False |
False |
64,828 |
120 |
1,628.8 |
1,347.4 |
281.4 |
17.4% |
18.5 |
1.1% |
95% |
False |
False |
54,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,696.3 |
2.618 |
1,667.2 |
1.618 |
1,649.4 |
1.000 |
1,638.4 |
0.618 |
1,631.6 |
HIGH |
1,620.6 |
0.618 |
1,613.8 |
0.500 |
1,611.7 |
0.382 |
1,609.6 |
LOW |
1,602.8 |
0.618 |
1,591.8 |
1.000 |
1,585.0 |
1.618 |
1,574.0 |
2.618 |
1,556.2 |
4.250 |
1,527.2 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,612.8 |
1,615.8 |
PP |
1,612.3 |
1,615.0 |
S1 |
1,611.7 |
1,614.2 |
|