Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,336.25 |
1,326.00 |
-10.25 |
-0.8% |
1,307.25 |
High |
1,342.00 |
1,334.25 |
-7.75 |
-0.6% |
1,342.00 |
Low |
1,327.50 |
1,316.50 |
-11.00 |
-0.8% |
1,285.75 |
Close |
1,335.50 |
1,328.00 |
-7.50 |
-0.6% |
1,335.50 |
Range |
14.50 |
17.75 |
3.25 |
22.4% |
56.25 |
ATR |
19.32 |
19.30 |
-0.02 |
-0.1% |
0.00 |
Volume |
3,280 |
3,344 |
64 |
2.0% |
8,442 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.50 |
1,371.50 |
1,337.75 |
|
R3 |
1,361.75 |
1,353.75 |
1,333.00 |
|
R2 |
1,344.00 |
1,344.00 |
1,331.25 |
|
R1 |
1,336.00 |
1,336.00 |
1,329.75 |
1,340.00 |
PP |
1,326.25 |
1,326.25 |
1,326.25 |
1,328.25 |
S1 |
1,318.25 |
1,318.25 |
1,326.25 |
1,322.25 |
S2 |
1,308.50 |
1,308.50 |
1,324.75 |
|
S3 |
1,290.75 |
1,300.50 |
1,323.00 |
|
S4 |
1,273.00 |
1,282.75 |
1,318.25 |
|
|
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 |
1,295.00 |
47.00 |
3.5% |
18.75 |
1.4% |
70% |
False |
False |
2,100 |
10 |
1,342.00 |
1,285.75 |
56.25 |
4.2% |
19.75 |
1.5% |
75% |
False |
False |
1,983 |
20 |
1,348.75 |
1,252.00 |
96.75 |
7.3% |
19.25 |
1.5% |
79% |
False |
False |
1,527 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.6% |
18.25 |
1.4% |
80% |
False |
False |
1,016 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
17.25 |
1.3% |
71% |
False |
False |
733 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
15.75 |
1.2% |
71% |
False |
False |
602 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
15.00 |
1.1% |
74% |
False |
False |
503 |
120 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
12.75 |
1.0% |
74% |
False |
False |
421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.75 |
2.618 |
1,380.75 |
1.618 |
1,363.00 |
1.000 |
1,352.00 |
0.618 |
1,345.25 |
HIGH |
1,334.25 |
0.618 |
1,327.50 |
0.500 |
1,325.50 |
0.382 |
1,323.25 |
LOW |
1,316.50 |
0.618 |
1,305.50 |
1.000 |
1,298.75 |
1.618 |
1,287.75 |
2.618 |
1,270.00 |
4.250 |
1,241.00 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,327.00 |
1,327.25 |
PP |
1,326.25 |
1,326.50 |
S1 |
1,325.50 |
1,326.00 |
|