Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,591.0 |
1,603.9 |
12.9 |
0.8% |
1,546.5 |
High |
1,604.6 |
1,606.9 |
2.3 |
0.1% |
1,596.8 |
Low |
1,583.6 |
1,587.1 |
3.5 |
0.2% |
1,543.3 |
Close |
1,599.0 |
1,589.1 |
-9.9 |
-0.6% |
1,592.0 |
Range |
21.0 |
19.8 |
-1.2 |
-5.7% |
53.5 |
ATR |
20.5 |
20.5 |
-0.1 |
-0.3% |
0.0 |
Volume |
46,434 |
17,287 |
-29,147 |
-62.8% |
118,770 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.8 |
1,641.2 |
1,600.0 |
|
R3 |
1,634.0 |
1,621.4 |
1,594.5 |
|
R2 |
1,614.2 |
1,614.2 |
1,592.7 |
|
R1 |
1,601.6 |
1,601.6 |
1,590.9 |
1,598.0 |
PP |
1,594.4 |
1,594.4 |
1,594.4 |
1,592.6 |
S1 |
1,581.8 |
1,581.8 |
1,587.3 |
1,578.2 |
S2 |
1,574.6 |
1,574.6 |
1,585.5 |
|
S3 |
1,554.8 |
1,562.0 |
1,583.7 |
|
S4 |
1,535.0 |
1,542.2 |
1,578.2 |
|
|
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 |
1,612.3 |
1,578.0 |
34.3 |
2.2% |
20.5 |
1.3% |
32% |
False |
False |
25,065 |
10 |
1,612.3 |
1,527.3 |
85.0 |
5.3% |
20.9 |
1.3% |
73% |
False |
False |
22,596 |
20 |
1,612.3 |
1,481.0 |
131.3 |
8.3% |
20.9 |
1.3% |
82% |
False |
False |
15,425 |
40 |
1,612.3 |
1,481.0 |
131.3 |
8.3% |
18.5 |
1.2% |
82% |
False |
False |
9,822 |
60 |
1,612.3 |
1,465.9 |
146.4 |
9.2% |
20.9 |
1.3% |
84% |
False |
False |
8,109 |
80 |
1,612.3 |
1,416.8 |
195.5 |
12.3% |
19.6 |
1.2% |
88% |
False |
False |
6,577 |
100 |
1,612.3 |
1,387.1 |
225.2 |
14.2% |
19.3 |
1.2% |
90% |
False |
False |
5,523 |
120 |
1,612.3 |
1,329.9 |
282.4 |
17.8% |
18.6 |
1.2% |
92% |
False |
False |
4,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,691.1 |
2.618 |
1,658.7 |
1.618 |
1,638.9 |
1.000 |
1,626.7 |
0.618 |
1,619.1 |
HIGH |
1,606.9 |
0.618 |
1,599.3 |
0.500 |
1,597.0 |
0.382 |
1,594.7 |
LOW |
1,587.1 |
0.618 |
1,574.9 |
1.000 |
1,567.3 |
1.618 |
1,555.1 |
2.618 |
1,535.3 |
4.250 |
1,503.0 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,597.0 |
1,598.0 |
PP |
1,594.4 |
1,595.0 |
S1 |
1,591.7 |
1,592.1 |
|