Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,326.00 |
1,328.00 |
2.00 |
0.2% |
1,307.25 |
High |
1,334.25 |
1,334.00 |
-0.25 |
0.0% |
1,342.00 |
Low |
1,316.50 |
1,320.00 |
3.50 |
0.3% |
1,285.75 |
Close |
1,328.00 |
1,320.50 |
-7.50 |
-0.6% |
1,335.50 |
Range |
17.75 |
14.00 |
-3.75 |
-21.1% |
56.25 |
ATR |
19.30 |
18.92 |
-0.38 |
-2.0% |
0.00 |
Volume |
3,344 |
3,398 |
54 |
1.6% |
8,442 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.75 |
1,357.75 |
1,328.25 |
|
R3 |
1,352.75 |
1,343.75 |
1,324.25 |
|
R2 |
1,338.75 |
1,338.75 |
1,323.00 |
|
R1 |
1,329.75 |
1,329.75 |
1,321.75 |
1,327.25 |
PP |
1,324.75 |
1,324.75 |
1,324.75 |
1,323.50 |
S1 |
1,315.75 |
1,315.75 |
1,319.25 |
1,313.25 |
S2 |
1,310.75 |
1,310.75 |
1,318.00 |
|
S3 |
1,296.75 |
1,301.75 |
1,316.75 |
|
S4 |
1,282.75 |
1,287.75 |
1,312.75 |
|
|
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 |
1,309.75 |
32.25 |
2.4% |
17.00 |
1.3% |
33% |
False |
False |
2,499 |
10 |
1,342.00 |
1,285.75 |
56.25 |
4.3% |
18.50 |
1.4% |
62% |
False |
False |
2,114 |
20 |
1,348.75 |
1,266.50 |
82.25 |
6.2% |
19.00 |
1.4% |
66% |
False |
False |
1,572 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.7% |
18.25 |
1.4% |
72% |
False |
False |
1,100 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.6% |
17.50 |
1.3% |
64% |
False |
False |
783 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.6% |
16.00 |
1.2% |
64% |
False |
False |
644 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
15.25 |
1.2% |
69% |
False |
False |
537 |
120 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
12.75 |
1.0% |
69% |
False |
False |
449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.50 |
2.618 |
1,370.75 |
1.618 |
1,356.75 |
1.000 |
1,348.00 |
0.618 |
1,342.75 |
HIGH |
1,334.00 |
0.618 |
1,328.75 |
0.500 |
1,327.00 |
0.382 |
1,325.25 |
LOW |
1,320.00 |
0.618 |
1,311.25 |
1.000 |
1,306.00 |
1.618 |
1,297.25 |
2.618 |
1,283.25 |
4.250 |
1,260.50 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,327.00 |
1,329.25 |
PP |
1,324.75 |
1,326.25 |
S1 |
1,322.75 |
1,323.50 |
|