Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,585.1 |
1,591.2 |
6.1 |
0.4% |
1,546.5 |
High |
1,596.8 |
1,596.4 |
-0.4 |
0.0% |
1,596.8 |
Low |
1,582.0 |
1,578.0 |
-4.0 |
-0.3% |
1,543.3 |
Close |
1,591.2 |
1,592.0 |
0.8 |
0.1% |
1,592.0 |
Range |
14.8 |
18.4 |
3.6 |
24.3% |
53.5 |
ATR |
20.3 |
20.1 |
-0.1 |
-0.7% |
0.0 |
Volume |
26,195 |
35,526 |
9,331 |
35.6% |
118,770 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,644.0 |
1,636.4 |
1,602.1 |
|
R3 |
1,625.6 |
1,618.0 |
1,597.1 |
|
R2 |
1,607.2 |
1,607.2 |
1,595.4 |
|
R1 |
1,599.6 |
1,599.6 |
1,593.7 |
1,603.4 |
PP |
1,588.8 |
1,588.8 |
1,588.8 |
1,590.7 |
S1 |
1,581.2 |
1,581.2 |
1,590.3 |
1,585.0 |
S2 |
1,570.4 |
1,570.4 |
1,588.6 |
|
S3 |
1,552.0 |
1,562.8 |
1,586.9 |
|
S4 |
1,533.6 |
1,544.4 |
1,581.9 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.9 |
1,718.4 |
1,621.4 |
|
R3 |
1,684.4 |
1,664.9 |
1,606.7 |
|
R2 |
1,630.9 |
1,630.9 |
1,601.8 |
|
R1 |
1,611.4 |
1,611.4 |
1,596.9 |
1,621.2 |
PP |
1,577.4 |
1,577.4 |
1,577.4 |
1,582.2 |
S1 |
1,557.9 |
1,557.9 |
1,587.1 |
1,567.7 |
S2 |
1,523.9 |
1,523.9 |
1,582.2 |
|
S3 |
1,470.4 |
1,504.4 |
1,577.3 |
|
S4 |
1,416.9 |
1,450.9 |
1,562.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,596.8 |
1,543.3 |
53.5 |
3.4% |
20.8 |
1.3% |
91% |
False |
False |
23,754 |
10 |
1,596.8 |
1,481.0 |
115.8 |
7.3% |
21.6 |
1.4% |
96% |
False |
False |
17,509 |
20 |
1,596.8 |
1,481.0 |
115.8 |
7.3% |
19.6 |
1.2% |
96% |
False |
False |
12,424 |
40 |
1,596.8 |
1,481.0 |
115.8 |
7.3% |
18.1 |
1.1% |
96% |
False |
False |
8,073 |
60 |
1,596.8 |
1,465.9 |
130.9 |
8.2% |
20.4 |
1.3% |
96% |
False |
False |
6,690 |
80 |
1,596.8 |
1,416.8 |
180.0 |
11.3% |
19.5 |
1.2% |
97% |
False |
False |
5,532 |
100 |
1,596.8 |
1,387.1 |
209.7 |
13.2% |
19.1 |
1.2% |
98% |
False |
False |
4,674 |
120 |
1,596.8 |
1,317.4 |
279.4 |
17.6% |
18.8 |
1.2% |
98% |
False |
False |
4,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,674.6 |
2.618 |
1,644.6 |
1.618 |
1,626.2 |
1.000 |
1,614.8 |
0.618 |
1,607.8 |
HIGH |
1,596.4 |
0.618 |
1,589.4 |
0.500 |
1,587.2 |
0.382 |
1,585.0 |
LOW |
1,578.0 |
0.618 |
1,566.6 |
1.000 |
1,559.6 |
1.618 |
1,548.2 |
2.618 |
1,529.8 |
4.250 |
1,499.8 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,590.4 |
1,588.6 |
PP |
1,588.8 |
1,585.3 |
S1 |
1,587.2 |
1,581.9 |
|