Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,580.2 |
1,604.5 |
24.3 |
1.5% |
1,591.5 |
High |
1,610.0 |
1,621.5 |
11.5 |
0.7% |
1,598.8 |
Low |
1,577.9 |
1,600.2 |
22.3 |
1.4% |
1,567.2 |
Close |
1,608.1 |
1,615.1 |
7.0 |
0.4% |
1,582.8 |
Range |
32.1 |
21.3 |
-10.8 |
-33.6% |
31.6 |
ATR |
25.3 |
25.0 |
-0.3 |
-1.1% |
0.0 |
Volume |
189,708 |
169,986 |
-19,722 |
-10.4% |
577,716 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,676.2 |
1,666.9 |
1,626.8 |
|
R3 |
1,654.9 |
1,645.6 |
1,621.0 |
|
R2 |
1,633.6 |
1,633.6 |
1,619.0 |
|
R1 |
1,624.3 |
1,624.3 |
1,617.1 |
1,629.0 |
PP |
1,612.3 |
1,612.3 |
1,612.3 |
1,614.6 |
S1 |
1,603.0 |
1,603.0 |
1,613.1 |
1,607.7 |
S2 |
1,591.0 |
1,591.0 |
1,611.2 |
|
S3 |
1,569.7 |
1,581.7 |
1,609.2 |
|
S4 |
1,548.4 |
1,560.4 |
1,603.4 |
|
|
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 |
1,621.5 |
1,562.0 |
59.5 |
3.7% |
20.8 |
1.3% |
89% |
True |
False |
149,587 |
10 |
1,621.5 |
1,562.0 |
59.5 |
3.7% |
21.8 |
1.4% |
89% |
True |
False |
133,067 |
20 |
1,625.7 |
1,547.6 |
78.1 |
4.8% |
25.5 |
1.6% |
86% |
False |
False |
119,904 |
40 |
1,642.4 |
1,545.5 |
96.9 |
6.0% |
26.9 |
1.7% |
72% |
False |
False |
133,150 |
60 |
1,663.0 |
1,529.3 |
133.7 |
8.3% |
26.8 |
1.7% |
64% |
False |
False |
102,093 |
80 |
1,684.2 |
1,529.3 |
154.9 |
9.6% |
25.1 |
1.6% |
55% |
False |
False |
77,909 |
100 |
1,721.7 |
1,529.3 |
192.4 |
11.9% |
25.0 |
1.5% |
45% |
False |
False |
63,229 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.7 |
1.5% |
32% |
False |
False |
53,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,712.0 |
2.618 |
1,677.3 |
1.618 |
1,656.0 |
1.000 |
1,642.8 |
0.618 |
1,634.7 |
HIGH |
1,621.5 |
0.618 |
1,613.4 |
0.500 |
1,610.9 |
0.382 |
1,608.3 |
LOW |
1,600.2 |
0.618 |
1,587.0 |
1.000 |
1,578.9 |
1.618 |
1,565.7 |
2.618 |
1,544.4 |
4.250 |
1,509.7 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,613.7 |
1,608.3 |
PP |
1,612.3 |
1,601.5 |
S1 |
1,610.9 |
1,594.7 |
|