Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,307.75 |
1,314.50 |
6.75 |
0.5% |
1,339.25 |
High |
1,315.50 |
1,314.75 |
-0.75 |
-0.1% |
1,339.50 |
Low |
1,300.50 |
1,291.25 |
-9.25 |
-0.7% |
1,295.25 |
Close |
1,315.00 |
1,300.50 |
-14.50 |
-1.1% |
1,315.00 |
Range |
15.00 |
23.50 |
8.50 |
56.7% |
44.25 |
ATR |
19.72 |
20.01 |
0.29 |
1.5% |
0.00 |
Volume |
2,296,513 |
1,805,046 |
-491,467 |
-21.4% |
12,805,123 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.75 |
1,360.00 |
1,313.50 |
|
R3 |
1,349.25 |
1,336.50 |
1,307.00 |
|
R2 |
1,325.75 |
1,325.75 |
1,304.75 |
|
R1 |
1,313.00 |
1,313.00 |
1,302.75 |
1,307.50 |
PP |
1,302.25 |
1,302.25 |
1,302.25 |
1,299.50 |
S1 |
1,289.50 |
1,289.50 |
1,298.25 |
1,284.00 |
S2 |
1,278.75 |
1,278.75 |
1,296.25 |
|
S3 |
1,255.25 |
1,266.00 |
1,294.00 |
|
S4 |
1,231.75 |
1,242.50 |
1,287.50 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.25 |
1,426.50 |
1,339.25 |
|
R3 |
1,405.00 |
1,382.25 |
1,327.25 |
|
R2 |
1,360.75 |
1,360.75 |
1,323.00 |
|
R1 |
1,338.00 |
1,338.00 |
1,319.00 |
1,327.25 |
PP |
1,316.50 |
1,316.50 |
1,316.50 |
1,311.25 |
S1 |
1,293.75 |
1,293.75 |
1,311.00 |
1,283.00 |
S2 |
1,272.25 |
1,272.25 |
1,307.00 |
|
S3 |
1,228.00 |
1,249.50 |
1,302.75 |
|
S4 |
1,183.75 |
1,205.25 |
1,290.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,327.75 |
1,291.25 |
36.50 |
2.8% |
21.75 |
1.7% |
25% |
False |
True |
2,436,581 |
10 |
1,354.50 |
1,291.25 |
63.25 |
4.9% |
20.25 |
1.6% |
15% |
False |
True |
2,231,194 |
20 |
1,354.50 |
1,256.25 |
98.25 |
7.6% |
20.25 |
1.6% |
45% |
False |
False |
2,157,955 |
40 |
1,354.50 |
1,252.25 |
102.25 |
7.9% |
19.00 |
1.5% |
47% |
False |
False |
1,539,589 |
60 |
1,367.50 |
1,252.25 |
115.25 |
8.9% |
17.75 |
1.4% |
42% |
False |
False |
1,027,160 |
80 |
1,367.50 |
1,252.25 |
115.25 |
8.9% |
16.75 |
1.3% |
42% |
False |
False |
770,744 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
17.75 |
1.4% |
49% |
False |
False |
616,642 |
120 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
17.00 |
1.3% |
49% |
False |
False |
513,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.50 |
2.618 |
1,376.25 |
1.618 |
1,352.75 |
1.000 |
1,338.25 |
0.618 |
1,329.25 |
HIGH |
1,314.75 |
0.618 |
1,305.75 |
0.500 |
1,303.00 |
0.382 |
1,300.25 |
LOW |
1,291.25 |
0.618 |
1,276.75 |
1.000 |
1,267.75 |
1.618 |
1,253.25 |
2.618 |
1,229.75 |
4.250 |
1,191.50 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,303.00 |
1,307.25 |
PP |
1,302.25 |
1,305.00 |
S1 |
1,301.25 |
1,302.75 |
|