Trading Metrics calculated at close of trading on 01-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,619.5 |
1,622.2 |
2.7 |
0.2% |
1,612.0 |
High |
1,637.5 |
1,634.5 |
-3.0 |
-0.2% |
1,637.5 |
Low |
1,613.0 |
1,608.2 |
-4.8 |
-0.3% |
1,605.0 |
Close |
1,631.2 |
1,621.7 |
-9.5 |
-0.6% |
1,631.2 |
Range |
24.5 |
26.3 |
1.8 |
7.3% |
32.5 |
ATR |
20.4 |
20.8 |
0.4 |
2.1% |
0.0 |
Volume |
136,930 |
145,864 |
8,934 |
6.5% |
528,782 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,700.4 |
1,687.3 |
1,636.2 |
|
R3 |
1,674.1 |
1,661.0 |
1,628.9 |
|
R2 |
1,647.8 |
1,647.8 |
1,626.5 |
|
R1 |
1,634.7 |
1,634.7 |
1,624.1 |
1,628.1 |
PP |
1,621.5 |
1,621.5 |
1,621.5 |
1,618.2 |
S1 |
1,608.4 |
1,608.4 |
1,619.3 |
1,601.8 |
S2 |
1,595.2 |
1,595.2 |
1,616.9 |
|
S3 |
1,568.9 |
1,582.1 |
1,614.5 |
|
S4 |
1,542.6 |
1,555.8 |
1,607.2 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.1 |
1,709.1 |
1,649.1 |
|
R3 |
1,689.6 |
1,676.6 |
1,640.1 |
|
R2 |
1,657.1 |
1,657.1 |
1,637.2 |
|
R1 |
1,644.1 |
1,644.1 |
1,634.2 |
1,650.6 |
PP |
1,624.6 |
1,624.6 |
1,624.6 |
1,627.8 |
S1 |
1,611.6 |
1,611.6 |
1,628.2 |
1,618.1 |
S2 |
1,592.1 |
1,592.1 |
1,625.2 |
|
S3 |
1,559.6 |
1,579.1 |
1,622.3 |
|
S4 |
1,527.1 |
1,546.6 |
1,613.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,637.5 |
1,605.0 |
32.5 |
2.0% |
20.3 |
1.3% |
51% |
False |
False |
124,706 |
10 |
1,637.5 |
1,583.6 |
53.9 |
3.3% |
21.4 |
1.3% |
71% |
False |
False |
79,818 |
20 |
1,637.5 |
1,489.2 |
148.3 |
9.1% |
21.1 |
1.3% |
89% |
False |
False |
48,403 |
40 |
1,637.5 |
1,481.0 |
156.5 |
9.7% |
19.1 |
1.2% |
90% |
False |
False |
27,075 |
60 |
1,637.5 |
1,474.7 |
162.8 |
10.0% |
19.4 |
1.2% |
90% |
False |
False |
19,753 |
80 |
1,637.5 |
1,450.0 |
187.5 |
11.6% |
20.0 |
1.2% |
92% |
False |
False |
15,381 |
100 |
1,637.5 |
1,387.1 |
250.4 |
15.4% |
19.5 |
1.2% |
94% |
False |
False |
12,589 |
120 |
1,637.5 |
1,359.0 |
278.5 |
17.2% |
18.7 |
1.2% |
94% |
False |
False |
10,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.3 |
2.618 |
1,703.4 |
1.618 |
1,677.1 |
1.000 |
1,660.8 |
0.618 |
1,650.8 |
HIGH |
1,634.5 |
0.618 |
1,624.5 |
0.500 |
1,621.4 |
0.382 |
1,618.2 |
LOW |
1,608.2 |
0.618 |
1,591.9 |
1.000 |
1,581.9 |
1.618 |
1,565.6 |
2.618 |
1,539.3 |
4.250 |
1,496.4 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,621.6 |
1,621.6 |
PP |
1,621.5 |
1,621.4 |
S1 |
1,621.4 |
1,621.3 |
|