Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,622.0 |
1,616.2 |
-5.8 |
-0.4% |
1,597.3 |
High |
1,631.2 |
1,622.8 |
-8.4 |
-0.5% |
1,612.3 |
Low |
1,611.0 |
1,605.0 |
-6.0 |
-0.4% |
1,583.6 |
Close |
1,617.3 |
1,616.2 |
-1.1 |
-0.1% |
1,603.7 |
Range |
20.2 |
17.8 |
-2.4 |
-11.9% |
28.7 |
ATR |
20.3 |
20.1 |
-0.2 |
-0.9% |
0.0 |
Volume |
103,276 |
170,615 |
67,339 |
65.2% |
132,899 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.1 |
1,659.9 |
1,626.0 |
|
R3 |
1,650.3 |
1,642.1 |
1,621.1 |
|
R2 |
1,632.5 |
1,632.5 |
1,619.5 |
|
R1 |
1,624.3 |
1,624.3 |
1,617.8 |
1,625.1 |
PP |
1,614.7 |
1,614.7 |
1,614.7 |
1,615.1 |
S1 |
1,606.5 |
1,606.5 |
1,614.6 |
1,607.3 |
S2 |
1,596.9 |
1,596.9 |
1,612.9 |
|
S3 |
1,579.1 |
1,588.7 |
1,611.3 |
|
S4 |
1,561.3 |
1,570.9 |
1,606.4 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.0 |
1,673.5 |
1,619.5 |
|
R3 |
1,657.3 |
1,644.8 |
1,611.6 |
|
R2 |
1,628.6 |
1,628.6 |
1,609.0 |
|
R1 |
1,616.1 |
1,616.1 |
1,606.3 |
1,622.4 |
PP |
1,599.9 |
1,599.9 |
1,599.9 |
1,603.0 |
S1 |
1,587.4 |
1,587.4 |
1,601.1 |
1,593.7 |
S2 |
1,571.2 |
1,571.2 |
1,598.4 |
|
S3 |
1,542.5 |
1,558.7 |
1,595.8 |
|
S4 |
1,513.8 |
1,530.0 |
1,587.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,631.2 |
1,585.9 |
45.3 |
2.8% |
19.0 |
1.2% |
67% |
False |
False |
86,990 |
10 |
1,631.2 |
1,578.0 |
53.2 |
3.3% |
19.8 |
1.2% |
72% |
False |
False |
56,027 |
20 |
1,631.2 |
1,481.0 |
150.2 |
9.3% |
20.5 |
1.3% |
90% |
False |
False |
35,326 |
40 |
1,631.2 |
1,481.0 |
150.2 |
9.3% |
19.0 |
1.2% |
90% |
False |
False |
20,142 |
60 |
1,631.2 |
1,465.9 |
165.3 |
10.2% |
20.2 |
1.2% |
91% |
False |
False |
15,161 |
80 |
1,631.2 |
1,436.7 |
194.5 |
12.0% |
19.8 |
1.2% |
92% |
False |
False |
11,891 |
100 |
1,631.2 |
1,387.1 |
244.1 |
15.1% |
19.3 |
1.2% |
94% |
False |
False |
9,787 |
120 |
1,631.2 |
1,353.1 |
278.1 |
17.2% |
18.5 |
1.1% |
95% |
False |
False |
8,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,698.5 |
2.618 |
1,669.4 |
1.618 |
1,651.6 |
1.000 |
1,640.6 |
0.618 |
1,633.8 |
HIGH |
1,622.8 |
0.618 |
1,616.0 |
0.500 |
1,613.9 |
0.382 |
1,611.8 |
LOW |
1,605.0 |
0.618 |
1,594.0 |
1.000 |
1,587.2 |
1.618 |
1,576.2 |
2.618 |
1,558.4 |
4.250 |
1,529.4 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,615.4 |
1,618.1 |
PP |
1,614.7 |
1,617.5 |
S1 |
1,613.9 |
1,616.8 |
|