Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,314.50 |
1,301.50 |
-13.00 |
-1.0% |
1,339.25 |
High |
1,314.75 |
1,324.25 |
9.50 |
0.7% |
1,339.50 |
Low |
1,291.25 |
1,300.25 |
9.00 |
0.7% |
1,295.25 |
Close |
1,300.50 |
1,321.25 |
20.75 |
1.6% |
1,315.00 |
Range |
23.50 |
24.00 |
0.50 |
2.1% |
44.25 |
ATR |
20.01 |
20.30 |
0.28 |
1.4% |
0.00 |
Volume |
1,805,046 |
2,098,625 |
293,579 |
16.3% |
12,805,123 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.25 |
1,378.25 |
1,334.50 |
|
R3 |
1,363.25 |
1,354.25 |
1,327.75 |
|
R2 |
1,339.25 |
1,339.25 |
1,325.75 |
|
R1 |
1,330.25 |
1,330.25 |
1,323.50 |
1,334.75 |
PP |
1,315.25 |
1,315.25 |
1,315.25 |
1,317.50 |
S1 |
1,306.25 |
1,306.25 |
1,319.00 |
1,310.75 |
S2 |
1,291.25 |
1,291.25 |
1,316.75 |
|
S3 |
1,267.25 |
1,282.25 |
1,314.75 |
|
S4 |
1,243.25 |
1,258.25 |
1,308.00 |
|
|
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% |
20.75 |
1.6% |
82% |
False |
False |
2,278,611 |
10 |
1,354.50 |
1,291.25 |
63.25 |
4.8% |
21.75 |
1.6% |
47% |
False |
False |
2,245,544 |
20 |
1,354.50 |
1,257.00 |
97.50 |
7.4% |
20.50 |
1.5% |
66% |
False |
False |
2,179,136 |
40 |
1,354.50 |
1,252.25 |
102.25 |
7.7% |
19.00 |
1.4% |
67% |
False |
False |
1,592,011 |
60 |
1,367.50 |
1,252.25 |
115.25 |
8.7% |
18.00 |
1.4% |
60% |
False |
False |
1,062,116 |
80 |
1,367.50 |
1,252.25 |
115.25 |
8.7% |
16.75 |
1.3% |
60% |
False |
False |
796,962 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
18.00 |
1.4% |
64% |
False |
False |
637,628 |
120 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
17.00 |
1.3% |
64% |
False |
False |
531,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.25 |
2.618 |
1,387.00 |
1.618 |
1,363.00 |
1.000 |
1,348.25 |
0.618 |
1,339.00 |
HIGH |
1,324.25 |
0.618 |
1,315.00 |
0.500 |
1,312.25 |
0.382 |
1,309.50 |
LOW |
1,300.25 |
0.618 |
1,285.50 |
1.000 |
1,276.25 |
1.618 |
1,261.50 |
2.618 |
1,237.50 |
4.250 |
1,198.25 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.25 |
1,316.75 |
PP |
1,315.25 |
1,312.25 |
S1 |
1,312.25 |
1,307.75 |
|