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 |
1,341.25 |
1,330.00 |
-11.25 |
-0.8% |
1,314.50 |
High |
1,347.75 |
1,340.25 |
-7.50 |
-0.6% |
1,347.75 |
Low |
1,332.75 |
1,322.00 |
-10.75 |
-0.8% |
1,291.25 |
Close |
1,341.00 |
1,333.50 |
-7.50 |
-0.6% |
1,341.00 |
Range |
15.00 |
18.25 |
3.25 |
21.7% |
56.50 |
ATR |
19.86 |
19.80 |
-0.06 |
-0.3% |
0.00 |
Volume |
1,120,883 |
1,638,213 |
517,330 |
46.2% |
8,973,146 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.75 |
1,378.25 |
1,343.50 |
|
R3 |
1,368.50 |
1,360.00 |
1,338.50 |
|
R2 |
1,350.25 |
1,350.25 |
1,336.75 |
|
R1 |
1,341.75 |
1,341.75 |
1,335.25 |
1,346.00 |
PP |
1,332.00 |
1,332.00 |
1,332.00 |
1,334.00 |
S1 |
1,323.50 |
1,323.50 |
1,331.75 |
1,327.75 |
S2 |
1,313.75 |
1,313.75 |
1,330.25 |
|
S3 |
1,295.50 |
1,305.25 |
1,328.50 |
|
S4 |
1,277.25 |
1,287.00 |
1,323.50 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,496.25 |
1,475.00 |
1,372.00 |
|
R3 |
1,439.75 |
1,418.50 |
1,356.50 |
|
R2 |
1,383.25 |
1,383.25 |
1,351.25 |
|
R1 |
1,362.00 |
1,362.00 |
1,346.25 |
1,372.50 |
PP |
1,326.75 |
1,326.75 |
1,326.75 |
1,332.00 |
S1 |
1,305.50 |
1,305.50 |
1,335.75 |
1,316.00 |
S2 |
1,270.25 |
1,270.25 |
1,330.75 |
|
S3 |
1,213.75 |
1,249.00 |
1,325.50 |
|
S4 |
1,157.25 |
1,192.50 |
1,310.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.75 |
1,300.25 |
47.50 |
3.6% |
19.25 |
1.4% |
70% |
False |
False |
1,761,262 |
10 |
1,347.75 |
1,291.25 |
56.50 |
4.2% |
20.50 |
1.5% |
75% |
False |
False |
2,098,922 |
20 |
1,354.50 |
1,257.00 |
97.50 |
7.3% |
20.00 |
1.5% |
78% |
False |
False |
2,066,568 |
40 |
1,354.50 |
1,252.25 |
102.25 |
7.7% |
19.25 |
1.5% |
79% |
False |
False |
1,759,412 |
60 |
1,367.50 |
1,252.25 |
115.25 |
8.6% |
18.50 |
1.4% |
70% |
False |
False |
1,173,783 |
80 |
1,367.50 |
1,252.25 |
115.25 |
8.6% |
17.00 |
1.3% |
70% |
False |
False |
880,743 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
17.75 |
1.3% |
74% |
False |
False |
704,697 |
120 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
17.00 |
1.3% |
74% |
False |
False |
587,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.75 |
2.618 |
1,388.00 |
1.618 |
1,369.75 |
1.000 |
1,358.50 |
0.618 |
1,351.50 |
HIGH |
1,340.25 |
0.618 |
1,333.25 |
0.500 |
1,331.00 |
0.382 |
1,329.00 |
LOW |
1,322.00 |
0.618 |
1,310.75 |
1.000 |
1,303.75 |
1.618 |
1,292.50 |
2.618 |
1,274.25 |
4.250 |
1,244.50 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,332.75 |
1,332.75 |
PP |
1,332.00 |
1,332.00 |
S1 |
1,331.00 |
1,331.50 |
|