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 |
4,583.0 |
4,560.0 |
-23.0 |
-0.5% |
4,447.0 |
High |
4,587.0 |
4,561.0 |
-26.0 |
-0.6% |
4,587.0 |
Low |
4,562.0 |
4,500.0 |
-62.0 |
-1.4% |
4,419.0 |
Close |
4,586.0 |
4,513.0 |
-73.0 |
-1.6% |
4,586.0 |
Range |
25.0 |
61.0 |
36.0 |
144.0% |
168.0 |
ATR |
53.4 |
55.7 |
2.3 |
4.4% |
0.0 |
Volume |
27,959 |
34,369 |
6,410 |
22.9% |
147,494 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,707.7 |
4,671.3 |
4,546.6 |
|
R3 |
4,646.7 |
4,610.3 |
4,529.8 |
|
R2 |
4,585.7 |
4,585.7 |
4,524.2 |
|
R1 |
4,549.3 |
4,549.3 |
4,518.6 |
4,537.0 |
PP |
4,524.7 |
4,524.7 |
4,524.7 |
4,518.5 |
S1 |
4,488.3 |
4,488.3 |
4,507.4 |
4,476.0 |
S2 |
4,463.7 |
4,463.7 |
4,501.8 |
|
S3 |
4,402.7 |
4,427.3 |
4,496.2 |
|
S4 |
4,341.7 |
4,366.3 |
4,479.5 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,034.7 |
4,978.3 |
4,678.4 |
|
R3 |
4,866.7 |
4,810.3 |
4,632.2 |
|
R2 |
4,698.7 |
4,698.7 |
4,616.8 |
|
R1 |
4,642.3 |
4,642.3 |
4,601.4 |
4,670.5 |
PP |
4,530.7 |
4,530.7 |
4,530.7 |
4,544.8 |
S1 |
4,474.3 |
4,474.3 |
4,570.6 |
4,502.5 |
S2 |
4,362.7 |
4,362.7 |
4,555.2 |
|
S3 |
4,194.7 |
4,306.3 |
4,539.8 |
|
S4 |
4,026.7 |
4,138.3 |
4,493.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,587.0 |
4,419.0 |
168.0 |
3.7% |
38.8 |
0.9% |
56% |
False |
False |
31,459 |
10 |
4,587.0 |
4,419.0 |
168.0 |
3.7% |
41.8 |
0.9% |
56% |
False |
False |
31,585 |
20 |
4,642.0 |
4,419.0 |
223.0 |
4.9% |
44.3 |
1.0% |
42% |
False |
False |
29,904 |
40 |
4,725.0 |
4,419.0 |
306.0 |
6.8% |
45.4 |
1.0% |
31% |
False |
False |
25,804 |
60 |
4,798.0 |
4,419.0 |
379.0 |
8.4% |
39.8 |
0.9% |
25% |
False |
False |
17,232 |
80 |
4,970.0 |
4,419.0 |
551.0 |
12.2% |
33.3 |
0.7% |
17% |
False |
False |
12,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,820.3 |
2.618 |
4,720.7 |
1.618 |
4,659.7 |
1.000 |
4,622.0 |
0.618 |
4,598.7 |
HIGH |
4,561.0 |
0.618 |
4,537.7 |
0.500 |
4,530.5 |
0.382 |
4,523.3 |
LOW |
4,500.0 |
0.618 |
4,462.3 |
1.000 |
4,439.0 |
1.618 |
4,401.3 |
2.618 |
4,340.3 |
4.250 |
4,240.8 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4,530.5 |
4,543.5 |
PP |
4,524.7 |
4,533.3 |
S1 |
4,518.8 |
4,523.2 |
|