Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,296.50 |
1,318.50 |
22.00 |
1.7% |
1,332.00 |
High |
1,318.75 |
1,324.00 |
5.25 |
0.4% |
1,332.00 |
Low |
1,295.00 |
1,313.75 |
18.75 |
1.4% |
1,290.25 |
Close |
1,315.75 |
1,315.75 |
0.00 |
0.0% |
1,309.50 |
Range |
23.75 |
10.25 |
-13.50 |
-56.8% |
41.75 |
ATR |
19.73 |
19.05 |
-0.68 |
-3.4% |
0.00 |
Volume |
1,404 |
2,153 |
749 |
53.3% |
8,940 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.50 |
1,342.50 |
1,321.50 |
|
R3 |
1,338.25 |
1,332.25 |
1,318.50 |
|
R2 |
1,328.00 |
1,328.00 |
1,317.75 |
|
R1 |
1,322.00 |
1,322.00 |
1,316.75 |
1,320.00 |
PP |
1,317.75 |
1,317.75 |
1,317.75 |
1,316.75 |
S1 |
1,311.75 |
1,311.75 |
1,314.75 |
1,309.50 |
S2 |
1,307.50 |
1,307.50 |
1,313.75 |
|
S3 |
1,297.25 |
1,301.50 |
1,313.00 |
|
S4 |
1,287.00 |
1,291.25 |
1,310.00 |
|
|
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 |
1,324.00 |
1,285.75 |
38.25 |
2.9% |
18.25 |
1.4% |
78% |
True |
False |
1,538 |
10 |
1,348.75 |
1,285.75 |
63.00 |
4.8% |
20.50 |
1.6% |
48% |
False |
False |
1,567 |
20 |
1,348.75 |
1,252.00 |
96.75 |
7.4% |
19.25 |
1.5% |
66% |
False |
False |
1,338 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.7% |
17.75 |
1.4% |
67% |
False |
False |
845 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.6% |
16.75 |
1.3% |
60% |
False |
False |
620 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.6% |
15.50 |
1.2% |
60% |
False |
False |
518 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
14.50 |
1.1% |
65% |
False |
False |
435 |
120 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
12.25 |
0.9% |
65% |
False |
False |
363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.50 |
2.618 |
1,350.75 |
1.618 |
1,340.50 |
1.000 |
1,334.25 |
0.618 |
1,330.25 |
HIGH |
1,324.00 |
0.618 |
1,320.00 |
0.500 |
1,319.00 |
0.382 |
1,317.75 |
LOW |
1,313.75 |
0.618 |
1,307.50 |
1.000 |
1,303.50 |
1.618 |
1,297.25 |
2.618 |
1,287.00 |
4.250 |
1,270.25 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,319.00 |
1,312.00 |
PP |
1,317.75 |
1,308.50 |
S1 |
1,316.75 |
1,305.00 |
|