Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,581.0 |
1,581.6 |
0.6 |
0.0% |
1,591.5 |
High |
1,586.7 |
1,582.4 |
-4.3 |
-0.3% |
1,598.8 |
Low |
1,572.6 |
1,562.0 |
-10.6 |
-0.7% |
1,567.2 |
Close |
1,582.8 |
1,577.4 |
-5.4 |
-0.3% |
1,582.8 |
Range |
14.1 |
20.4 |
6.3 |
44.7% |
31.6 |
ATR |
25.6 |
25.3 |
-0.3 |
-1.3% |
0.0 |
Volume |
112,017 |
132,236 |
20,219 |
18.0% |
577,716 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.1 |
1,626.7 |
1,588.6 |
|
R3 |
1,614.7 |
1,606.3 |
1,583.0 |
|
R2 |
1,594.3 |
1,594.3 |
1,581.1 |
|
R1 |
1,585.9 |
1,585.9 |
1,579.3 |
1,579.9 |
PP |
1,573.9 |
1,573.9 |
1,573.9 |
1,571.0 |
S1 |
1,565.5 |
1,565.5 |
1,575.5 |
1,559.5 |
S2 |
1,553.5 |
1,553.5 |
1,573.7 |
|
S3 |
1,533.1 |
1,545.1 |
1,571.8 |
|
S4 |
1,512.7 |
1,524.7 |
1,566.2 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.7 |
1,661.9 |
1,600.2 |
|
R3 |
1,646.1 |
1,630.3 |
1,591.5 |
|
R2 |
1,614.5 |
1,614.5 |
1,588.6 |
|
R1 |
1,598.7 |
1,598.7 |
1,585.7 |
1,590.8 |
PP |
1,582.9 |
1,582.9 |
1,582.9 |
1,579.0 |
S1 |
1,567.1 |
1,567.1 |
1,579.9 |
1,559.2 |
S2 |
1,551.3 |
1,551.3 |
1,577.0 |
|
S3 |
1,519.7 |
1,535.5 |
1,574.1 |
|
S4 |
1,488.1 |
1,503.9 |
1,565.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,598.8 |
1,562.0 |
36.8 |
2.3% |
20.0 |
1.3% |
42% |
False |
True |
123,895 |
10 |
1,602.0 |
1,554.4 |
47.6 |
3.0% |
22.8 |
1.4% |
48% |
False |
False |
124,602 |
20 |
1,625.7 |
1,547.6 |
78.1 |
5.0% |
25.2 |
1.6% |
38% |
False |
False |
110,424 |
40 |
1,642.4 |
1,532.1 |
110.3 |
7.0% |
27.7 |
1.8% |
41% |
False |
False |
132,847 |
60 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
26.5 |
1.7% |
33% |
False |
False |
93,977 |
80 |
1,687.1 |
1,529.3 |
157.8 |
10.0% |
24.8 |
1.6% |
30% |
False |
False |
71,797 |
100 |
1,731.0 |
1,529.3 |
201.7 |
12.8% |
24.8 |
1.6% |
24% |
False |
False |
58,275 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.7 |
1.6% |
18% |
False |
False |
48,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,669.1 |
2.618 |
1,635.8 |
1.618 |
1,615.4 |
1.000 |
1,602.8 |
0.618 |
1,595.0 |
HIGH |
1,582.4 |
0.618 |
1,574.6 |
0.500 |
1,572.2 |
0.382 |
1,569.8 |
LOW |
1,562.0 |
0.618 |
1,549.4 |
1.000 |
1,541.6 |
1.618 |
1,529.0 |
2.618 |
1,508.6 |
4.250 |
1,475.3 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,575.7 |
1,577.2 |
PP |
1,573.9 |
1,577.0 |
S1 |
1,572.2 |
1,576.8 |
|