Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,328.00 |
1,320.50 |
-7.50 |
-0.6% |
1,307.25 |
High |
1,334.00 |
1,322.75 |
-11.25 |
-0.8% |
1,342.00 |
Low |
1,320.00 |
1,292.75 |
-27.25 |
-2.1% |
1,285.75 |
Close |
1,320.50 |
1,293.25 |
-27.25 |
-2.1% |
1,335.50 |
Range |
14.00 |
30.00 |
16.00 |
114.3% |
56.25 |
ATR |
18.92 |
19.71 |
0.79 |
4.2% |
0.00 |
Volume |
3,398 |
1,348 |
-2,050 |
-60.3% |
8,442 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.00 |
1,373.00 |
1,309.75 |
|
R3 |
1,363.00 |
1,343.00 |
1,301.50 |
|
R2 |
1,333.00 |
1,333.00 |
1,298.75 |
|
R1 |
1,313.00 |
1,313.00 |
1,296.00 |
1,308.00 |
PP |
1,303.00 |
1,303.00 |
1,303.00 |
1,300.50 |
S1 |
1,283.00 |
1,283.00 |
1,290.50 |
1,278.00 |
S2 |
1,273.00 |
1,273.00 |
1,287.75 |
|
S3 |
1,243.00 |
1,253.00 |
1,285.00 |
|
S4 |
1,213.00 |
1,223.00 |
1,276.75 |
|
|
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 |
1,292.75 |
49.25 |
3.8% |
20.75 |
1.6% |
1% |
False |
True |
2,338 |
10 |
1,342.00 |
1,285.75 |
56.25 |
4.3% |
19.50 |
1.5% |
13% |
False |
False |
1,938 |
20 |
1,348.75 |
1,285.75 |
63.00 |
4.9% |
19.25 |
1.5% |
12% |
False |
False |
1,579 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
19.00 |
1.5% |
45% |
False |
False |
1,134 |
60 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
17.75 |
1.4% |
45% |
False |
False |
803 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.8% |
16.00 |
1.2% |
40% |
False |
False |
661 |
100 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
15.50 |
1.2% |
47% |
False |
False |
551 |
120 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
13.00 |
1.0% |
47% |
False |
False |
460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.25 |
2.618 |
1,401.25 |
1.618 |
1,371.25 |
1.000 |
1,352.75 |
0.618 |
1,341.25 |
HIGH |
1,322.75 |
0.618 |
1,311.25 |
0.500 |
1,307.75 |
0.382 |
1,304.25 |
LOW |
1,292.75 |
0.618 |
1,274.25 |
1.000 |
1,262.75 |
1.618 |
1,244.25 |
2.618 |
1,214.25 |
4.250 |
1,165.25 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,307.75 |
1,313.50 |
PP |
1,303.00 |
1,306.75 |
S1 |
1,298.00 |
1,300.00 |
|