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 |
7,288.0 |
7,371.0 |
83.0 |
1.1% |
7,207.5 |
High |
7,384.5 |
7,399.0 |
14.5 |
0.2% |
7,373.5 |
Low |
7,274.5 |
7,317.5 |
43.0 |
0.6% |
7,106.5 |
Close |
7,370.5 |
7,349.0 |
-21.5 |
-0.3% |
7,336.5 |
Range |
110.0 |
81.5 |
-28.5 |
-25.9% |
267.0 |
ATR |
126.0 |
122.9 |
-3.2 |
-2.5% |
0.0 |
Volume |
114,840 |
122,854 |
8,014 |
7.0% |
728,324 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,599.7 |
7,555.8 |
7,393.8 |
|
R3 |
7,518.2 |
7,474.3 |
7,371.4 |
|
R2 |
7,436.7 |
7,436.7 |
7,363.9 |
|
R1 |
7,392.8 |
7,392.8 |
7,356.5 |
7,374.0 |
PP |
7,355.2 |
7,355.2 |
7,355.2 |
7,345.8 |
S1 |
7,311.3 |
7,311.3 |
7,341.5 |
7,292.5 |
S2 |
7,273.7 |
7,273.7 |
7,334.1 |
|
S3 |
7,192.2 |
7,229.8 |
7,326.6 |
|
S4 |
7,110.7 |
7,148.3 |
7,304.2 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,073.2 |
7,971.8 |
7,483.4 |
|
R3 |
7,806.2 |
7,704.8 |
7,409.9 |
|
R2 |
7,539.2 |
7,539.2 |
7,385.5 |
|
R1 |
7,437.8 |
7,437.8 |
7,361.0 |
7,488.5 |
PP |
7,272.2 |
7,272.2 |
7,272.2 |
7,297.5 |
S1 |
7,170.8 |
7,170.8 |
7,312.0 |
7,221.5 |
S2 |
7,005.2 |
7,005.2 |
7,287.6 |
|
S3 |
6,738.2 |
6,903.8 |
7,263.1 |
|
S4 |
6,471.2 |
6,636.8 |
7,189.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,399.0 |
7,156.5 |
242.5 |
3.3% |
114.2 |
1.6% |
79% |
True |
False |
136,484 |
10 |
7,399.0 |
7,106.5 |
292.5 |
4.0% |
114.8 |
1.6% |
83% |
True |
False |
140,560 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.2% |
118.4 |
1.6% |
63% |
False |
False |
140,195 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.2% |
118.4 |
1.6% |
63% |
False |
False |
98,195 |
60 |
7,604.0 |
7,014.5 |
589.5 |
8.0% |
116.8 |
1.6% |
57% |
False |
False |
65,788 |
80 |
7,650.0 |
7,014.5 |
635.5 |
8.6% |
107.1 |
1.5% |
53% |
False |
False |
49,407 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.8% |
108.2 |
1.5% |
74% |
False |
False |
40,126 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.8% |
100.4 |
1.4% |
74% |
False |
False |
33,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,745.4 |
2.618 |
7,612.4 |
1.618 |
7,530.9 |
1.000 |
7,480.5 |
0.618 |
7,449.4 |
HIGH |
7,399.0 |
0.618 |
7,367.9 |
0.500 |
7,358.3 |
0.382 |
7,348.6 |
LOW |
7,317.5 |
0.618 |
7,267.1 |
1.000 |
7,236.0 |
1.618 |
7,185.6 |
2.618 |
7,104.1 |
4.250 |
6,971.1 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,358.3 |
7,344.9 |
PP |
7,355.2 |
7,340.8 |
S1 |
7,352.1 |
7,336.8 |
|