Trading Metrics calculated at close of trading on 02-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,295.25 |
1,273.75 |
-21.50 |
-1.7% |
1,326.00 |
High |
1,304.00 |
1,279.00 |
-25.00 |
-1.9% |
1,334.25 |
Low |
1,265.00 |
1,241.25 |
-23.75 |
-1.9% |
1,273.00 |
Close |
1,274.00 |
1,241.75 |
-32.25 |
-2.5% |
1,282.75 |
Range |
39.00 |
37.75 |
-1.25 |
-3.2% |
61.25 |
ATR |
21.06 |
22.25 |
1.19 |
5.7% |
0.00 |
Volume |
3,083 |
1,247 |
-1,836 |
-59.6% |
12,278 |
|
Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.25 |
1,342.25 |
1,262.50 |
|
R3 |
1,329.50 |
1,304.50 |
1,252.25 |
|
R2 |
1,291.75 |
1,291.75 |
1,248.75 |
|
R1 |
1,266.75 |
1,266.75 |
1,245.25 |
1,260.50 |
PP |
1,254.00 |
1,254.00 |
1,254.00 |
1,250.75 |
S1 |
1,229.00 |
1,229.00 |
1,238.25 |
1,222.50 |
S2 |
1,216.25 |
1,216.25 |
1,234.75 |
|
S3 |
1,178.50 |
1,191.25 |
1,231.25 |
|
S4 |
1,140.75 |
1,153.50 |
1,221.00 |
|
|
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 |
1,322.75 |
1,241.25 |
81.50 |
6.6% |
29.00 |
2.3% |
1% |
False |
True |
1,973 |
10 |
1,342.00 |
1,241.25 |
100.75 |
8.1% |
23.00 |
1.9% |
0% |
False |
True |
2,236 |
20 |
1,348.75 |
1,241.25 |
107.50 |
8.7% |
21.75 |
1.8% |
0% |
False |
True |
1,829 |
40 |
1,348.75 |
1,241.25 |
107.50 |
8.7% |
20.00 |
1.6% |
0% |
False |
True |
1,340 |
60 |
1,348.75 |
1,241.25 |
107.50 |
8.7% |
18.50 |
1.5% |
0% |
False |
True |
930 |
80 |
1,361.00 |
1,241.25 |
119.75 |
9.6% |
17.00 |
1.4% |
0% |
False |
True |
767 |
100 |
1,361.00 |
1,232.00 |
129.00 |
10.4% |
16.75 |
1.3% |
8% |
False |
False |
636 |
120 |
1,361.00 |
1,232.00 |
129.00 |
10.4% |
14.00 |
1.1% |
8% |
False |
False |
531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.50 |
2.618 |
1,377.75 |
1.618 |
1,340.00 |
1.000 |
1,316.75 |
0.618 |
1,302.25 |
HIGH |
1,279.00 |
0.618 |
1,264.50 |
0.500 |
1,260.00 |
0.382 |
1,255.75 |
LOW |
1,241.25 |
0.618 |
1,218.00 |
1.000 |
1,203.50 |
1.618 |
1,180.25 |
2.618 |
1,142.50 |
4.250 |
1,080.75 |
|
|
Fisher Pivots for day following 02-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,260.00 |
1,272.50 |
PP |
1,254.00 |
1,262.25 |
S1 |
1,248.00 |
1,252.00 |
|