Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,316.00 |
1,336.25 |
20.25 |
1.5% |
1,307.25 |
High |
1,337.75 |
1,342.00 |
4.25 |
0.3% |
1,342.00 |
Low |
1,309.75 |
1,327.50 |
17.75 |
1.4% |
1,285.75 |
Close |
1,337.00 |
1,335.50 |
-1.50 |
-0.1% |
1,335.50 |
Range |
28.00 |
14.50 |
-13.50 |
-48.2% |
56.25 |
ATR |
19.69 |
19.32 |
-0.37 |
-1.9% |
0.00 |
Volume |
321 |
3,280 |
2,959 |
921.8% |
8,442 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.50 |
1,371.50 |
1,343.50 |
|
R3 |
1,364.00 |
1,357.00 |
1,339.50 |
|
R2 |
1,349.50 |
1,349.50 |
1,338.25 |
|
R1 |
1,342.50 |
1,342.50 |
1,336.75 |
1,338.75 |
PP |
1,335.00 |
1,335.00 |
1,335.00 |
1,333.00 |
S1 |
1,328.00 |
1,328.00 |
1,334.25 |
1,324.25 |
S2 |
1,320.50 |
1,320.50 |
1,332.75 |
|
S3 |
1,306.00 |
1,313.50 |
1,331.50 |
|
S4 |
1,291.50 |
1,299.00 |
1,327.50 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.75 |
1,469.00 |
1,366.50 |
|
R3 |
1,433.50 |
1,412.75 |
1,351.00 |
|
R2 |
1,377.25 |
1,377.25 |
1,345.75 |
|
R1 |
1,356.50 |
1,356.50 |
1,340.75 |
1,367.00 |
PP |
1,321.00 |
1,321.00 |
1,321.00 |
1,326.25 |
S1 |
1,300.25 |
1,300.25 |
1,330.25 |
1,310.50 |
S2 |
1,264.75 |
1,264.75 |
1,325.25 |
|
S3 |
1,208.50 |
1,244.00 |
1,320.00 |
|
S4 |
1,152.25 |
1,187.75 |
1,304.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,342.00 |
1,285.75 |
56.25 |
4.2% |
19.75 |
1.5% |
88% |
True |
False |
1,688 |
10 |
1,342.00 |
1,285.75 |
56.25 |
4.2% |
20.50 |
1.5% |
88% |
True |
False |
1,738 |
20 |
1,348.75 |
1,252.00 |
96.75 |
7.2% |
19.50 |
1.5% |
86% |
False |
False |
1,466 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.6% |
18.00 |
1.4% |
87% |
False |
False |
933 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
17.25 |
1.3% |
78% |
False |
False |
677 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
15.75 |
1.2% |
78% |
False |
False |
563 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
15.00 |
1.1% |
80% |
False |
False |
470 |
120 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
12.50 |
0.9% |
80% |
False |
False |
393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.50 |
2.618 |
1,380.00 |
1.618 |
1,365.50 |
1.000 |
1,356.50 |
0.618 |
1,351.00 |
HIGH |
1,342.00 |
0.618 |
1,336.50 |
0.500 |
1,334.75 |
0.382 |
1,333.00 |
LOW |
1,327.50 |
0.618 |
1,318.50 |
1.000 |
1,313.00 |
1.618 |
1,304.00 |
2.618 |
1,289.50 |
4.250 |
1,266.00 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,335.25 |
1,332.25 |
PP |
1,335.00 |
1,329.00 |
S1 |
1,334.75 |
1,326.00 |
|