Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,295.25 |
1,293.25 |
-2.00 |
-0.2% |
1,326.00 |
High |
1,307.00 |
1,294.75 |
-12.25 |
-0.9% |
1,334.25 |
Low |
1,290.00 |
1,273.00 |
-17.00 |
-1.3% |
1,273.00 |
Close |
1,291.25 |
1,282.75 |
-8.50 |
-0.7% |
1,282.75 |
Range |
17.00 |
21.75 |
4.75 |
27.9% |
61.25 |
ATR |
19.52 |
19.68 |
0.16 |
0.8% |
0.00 |
Volume |
2,199 |
1,989 |
-210 |
-9.5% |
12,278 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.75 |
1,337.50 |
1,294.75 |
|
R3 |
1,327.00 |
1,315.75 |
1,288.75 |
|
R2 |
1,305.25 |
1,305.25 |
1,286.75 |
|
R1 |
1,294.00 |
1,294.00 |
1,284.75 |
1,288.75 |
PP |
1,283.50 |
1,283.50 |
1,283.50 |
1,281.00 |
S1 |
1,272.25 |
1,272.25 |
1,280.75 |
1,267.00 |
S2 |
1,261.75 |
1,261.75 |
1,278.75 |
|
S3 |
1,240.00 |
1,250.50 |
1,276.75 |
|
S4 |
1,218.25 |
1,228.75 |
1,270.75 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.50 |
1,442.75 |
1,316.50 |
|
R3 |
1,419.25 |
1,381.50 |
1,299.50 |
|
R2 |
1,358.00 |
1,358.00 |
1,294.00 |
|
R1 |
1,320.25 |
1,320.25 |
1,288.25 |
1,308.50 |
PP |
1,296.75 |
1,296.75 |
1,296.75 |
1,290.75 |
S1 |
1,259.00 |
1,259.00 |
1,277.25 |
1,247.25 |
S2 |
1,235.50 |
1,235.50 |
1,271.50 |
|
S3 |
1,174.25 |
1,197.75 |
1,266.00 |
|
S4 |
1,113.00 |
1,136.50 |
1,249.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,334.25 |
1,273.00 |
61.25 |
4.8% |
20.00 |
1.6% |
16% |
False |
True |
2,455 |
10 |
1,342.00 |
1,273.00 |
69.00 |
5.4% |
20.00 |
1.6% |
14% |
False |
True |
2,072 |
20 |
1,348.75 |
1,273.00 |
75.75 |
5.9% |
19.75 |
1.5% |
13% |
False |
True |
1,688 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.9% |
18.75 |
1.5% |
35% |
False |
False |
1,236 |
60 |
1,348.75 |
1,247.50 |
101.25 |
7.9% |
17.75 |
1.4% |
35% |
False |
False |
871 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.8% |
16.50 |
1.3% |
31% |
False |
False |
713 |
100 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
16.00 |
1.2% |
39% |
False |
False |
592 |
120 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
13.25 |
1.0% |
39% |
False |
False |
495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.25 |
2.618 |
1,351.75 |
1.618 |
1,330.00 |
1.000 |
1,316.50 |
0.618 |
1,308.25 |
HIGH |
1,294.75 |
0.618 |
1,286.50 |
0.500 |
1,284.00 |
0.382 |
1,281.25 |
LOW |
1,273.00 |
0.618 |
1,259.50 |
1.000 |
1,251.25 |
1.618 |
1,237.75 |
2.618 |
1,216.00 |
4.250 |
1,180.50 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,284.00 |
1,298.00 |
PP |
1,283.50 |
1,292.75 |
S1 |
1,283.00 |
1,287.75 |
|