Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,301.50 |
1,307.25 |
5.75 |
0.4% |
1,332.00 |
High |
1,309.75 |
1,308.00 |
-1.75 |
-0.1% |
1,332.00 |
Low |
1,295.50 |
1,285.75 |
-9.75 |
-0.8% |
1,290.25 |
Close |
1,309.50 |
1,295.00 |
-14.50 |
-1.1% |
1,309.50 |
Range |
14.25 |
22.25 |
8.00 |
56.1% |
41.75 |
ATR |
19.09 |
19.42 |
0.33 |
1.7% |
0.00 |
Volume |
1,540 |
1,284 |
-256 |
-16.6% |
8,940 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.00 |
1,351.25 |
1,307.25 |
|
R3 |
1,340.75 |
1,329.00 |
1,301.00 |
|
R2 |
1,318.50 |
1,318.50 |
1,299.00 |
|
R1 |
1,306.75 |
1,306.75 |
1,297.00 |
1,301.50 |
PP |
1,296.25 |
1,296.25 |
1,296.25 |
1,293.50 |
S1 |
1,284.50 |
1,284.50 |
1,293.00 |
1,279.25 |
S2 |
1,274.00 |
1,274.00 |
1,291.00 |
|
S3 |
1,251.75 |
1,262.25 |
1,289.00 |
|
S4 |
1,229.50 |
1,240.00 |
1,282.75 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.75 |
1,414.50 |
1,332.50 |
|
R3 |
1,394.00 |
1,372.75 |
1,321.00 |
|
R2 |
1,352.25 |
1,352.25 |
1,317.25 |
|
R1 |
1,331.00 |
1,331.00 |
1,313.25 |
1,320.75 |
PP |
1,310.50 |
1,310.50 |
1,310.50 |
1,305.50 |
S1 |
1,289.25 |
1,289.25 |
1,305.75 |
1,279.00 |
S2 |
1,268.75 |
1,268.75 |
1,301.75 |
|
S3 |
1,227.00 |
1,247.50 |
1,298.00 |
|
S4 |
1,185.25 |
1,205.75 |
1,286.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,322.00 |
1,285.75 |
36.25 |
2.8% |
20.75 |
1.6% |
26% |
False |
True |
1,866 |
10 |
1,348.75 |
1,285.75 |
63.00 |
4.9% |
19.50 |
1.5% |
15% |
False |
True |
1,365 |
20 |
1,348.75 |
1,251.25 |
97.50 |
7.5% |
19.50 |
1.5% |
45% |
False |
False |
1,195 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
17.75 |
1.4% |
47% |
False |
False |
757 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.8% |
16.50 |
1.3% |
42% |
False |
False |
572 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.8% |
15.50 |
1.2% |
42% |
False |
False |
474 |
100 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
14.25 |
1.1% |
49% |
False |
False |
400 |
120 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
12.00 |
0.9% |
49% |
False |
False |
334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.50 |
2.618 |
1,366.25 |
1.618 |
1,344.00 |
1.000 |
1,330.25 |
0.618 |
1,321.75 |
HIGH |
1,308.00 |
0.618 |
1,299.50 |
0.500 |
1,297.00 |
0.382 |
1,294.25 |
LOW |
1,285.75 |
0.618 |
1,272.00 |
1.000 |
1,263.50 |
1.618 |
1,249.75 |
2.618 |
1,227.50 |
4.250 |
1,191.25 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,297.00 |
1,301.50 |
PP |
1,296.25 |
1,299.50 |
S1 |
1,295.50 |
1,297.25 |
|