Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,299.25 |
1,297.75 |
-1.50 |
-0.1% |
1,330.00 |
High |
1,313.00 |
1,300.75 |
-12.25 |
-0.9% |
1,340.25 |
Low |
1,295.25 |
1,278.75 |
-16.50 |
-1.3% |
1,278.75 |
Close |
1,296.75 |
1,288.50 |
-8.25 |
-0.6% |
1,288.50 |
Range |
17.75 |
22.00 |
4.25 |
23.9% |
61.50 |
ATR |
20.02 |
20.16 |
0.14 |
0.7% |
0.00 |
Volume |
2,337,691 |
2,886,161 |
548,470 |
23.5% |
11,095,327 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.25 |
1,344.00 |
1,300.50 |
|
R3 |
1,333.25 |
1,322.00 |
1,294.50 |
|
R2 |
1,311.25 |
1,311.25 |
1,292.50 |
|
R1 |
1,300.00 |
1,300.00 |
1,290.50 |
1,294.50 |
PP |
1,289.25 |
1,289.25 |
1,289.25 |
1,286.75 |
S1 |
1,278.00 |
1,278.00 |
1,286.50 |
1,272.50 |
S2 |
1,267.25 |
1,267.25 |
1,284.50 |
|
S3 |
1,245.25 |
1,256.00 |
1,282.50 |
|
S4 |
1,223.25 |
1,234.00 |
1,276.50 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.00 |
1,449.25 |
1,322.25 |
|
R3 |
1,425.50 |
1,387.75 |
1,305.50 |
|
R2 |
1,364.00 |
1,364.00 |
1,299.75 |
|
R1 |
1,326.25 |
1,326.25 |
1,294.25 |
1,314.50 |
PP |
1,302.50 |
1,302.50 |
1,302.50 |
1,296.50 |
S1 |
1,264.75 |
1,264.75 |
1,282.75 |
1,253.00 |
S2 |
1,241.00 |
1,241.00 |
1,277.25 |
|
S3 |
1,179.50 |
1,203.25 |
1,271.50 |
|
S4 |
1,118.00 |
1,141.75 |
1,254.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,340.25 |
1,278.75 |
61.50 |
4.8% |
20.50 |
1.6% |
16% |
False |
True |
2,219,065 |
10 |
1,347.75 |
1,278.75 |
69.00 |
5.4% |
20.50 |
1.6% |
14% |
False |
True |
2,006,847 |
20 |
1,354.50 |
1,278.75 |
75.75 |
5.9% |
20.25 |
1.6% |
13% |
False |
True |
2,126,499 |
40 |
1,354.50 |
1,252.25 |
102.25 |
7.9% |
19.50 |
1.5% |
35% |
False |
False |
1,995,347 |
60 |
1,354.50 |
1,252.25 |
102.25 |
7.9% |
18.75 |
1.5% |
35% |
False |
False |
1,331,311 |
80 |
1,367.50 |
1,252.25 |
115.25 |
8.9% |
17.75 |
1.4% |
31% |
False |
False |
998,894 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.1% |
17.75 |
1.4% |
39% |
False |
False |
799,265 |
120 |
1,367.50 |
1,237.25 |
130.25 |
10.1% |
17.50 |
1.4% |
39% |
False |
False |
666,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.25 |
2.618 |
1,358.25 |
1.618 |
1,336.25 |
1.000 |
1,322.75 |
0.618 |
1,314.25 |
HIGH |
1,300.75 |
0.618 |
1,292.25 |
0.500 |
1,289.75 |
0.382 |
1,287.25 |
LOW |
1,278.75 |
0.618 |
1,265.25 |
1.000 |
1,256.75 |
1.618 |
1,243.25 |
2.618 |
1,221.25 |
4.250 |
1,185.25 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,289.75 |
1,303.50 |
PP |
1,289.25 |
1,298.50 |
S1 |
1,289.00 |
1,293.50 |
|