Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,604.5 |
1,614.6 |
10.1 |
0.6% |
1,581.6 |
High |
1,621.5 |
1,628.6 |
7.1 |
0.4% |
1,628.6 |
Low |
1,600.2 |
1,610.7 |
10.5 |
0.7% |
1,562.0 |
Close |
1,615.1 |
1,618.0 |
2.9 |
0.2% |
1,618.0 |
Range |
21.3 |
17.9 |
-3.4 |
-16.0% |
66.6 |
ATR |
25.0 |
24.5 |
-0.5 |
-2.0% |
0.0 |
Volume |
169,986 |
178,456 |
8,470 |
5.0% |
814,378 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.8 |
1,663.3 |
1,627.8 |
|
R3 |
1,654.9 |
1,645.4 |
1,622.9 |
|
R2 |
1,637.0 |
1,637.0 |
1,621.3 |
|
R1 |
1,627.5 |
1,627.5 |
1,619.6 |
1,632.3 |
PP |
1,619.1 |
1,619.1 |
1,619.1 |
1,621.5 |
S1 |
1,609.6 |
1,609.6 |
1,616.4 |
1,614.4 |
S2 |
1,601.2 |
1,601.2 |
1,614.7 |
|
S3 |
1,583.3 |
1,591.7 |
1,613.1 |
|
S4 |
1,565.4 |
1,573.8 |
1,608.2 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.7 |
1,776.9 |
1,654.6 |
|
R3 |
1,736.1 |
1,710.3 |
1,636.3 |
|
R2 |
1,669.5 |
1,669.5 |
1,630.2 |
|
R1 |
1,643.7 |
1,643.7 |
1,624.1 |
1,656.6 |
PP |
1,602.9 |
1,602.9 |
1,602.9 |
1,609.3 |
S1 |
1,577.1 |
1,577.1 |
1,611.9 |
1,590.0 |
S2 |
1,536.3 |
1,536.3 |
1,605.8 |
|
S3 |
1,469.7 |
1,510.5 |
1,599.7 |
|
S4 |
1,403.1 |
1,443.9 |
1,581.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
21.6 |
1.3% |
84% |
True |
False |
162,875 |
10 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
20.5 |
1.3% |
84% |
True |
False |
139,209 |
20 |
1,628.6 |
1,551.3 |
77.3 |
4.8% |
24.8 |
1.5% |
86% |
True |
False |
122,253 |
40 |
1,642.4 |
1,545.5 |
96.9 |
6.0% |
26.9 |
1.7% |
75% |
False |
False |
133,454 |
60 |
1,656.4 |
1,529.3 |
127.1 |
7.9% |
26.9 |
1.7% |
70% |
False |
False |
104,960 |
80 |
1,683.1 |
1,529.3 |
153.8 |
9.5% |
24.8 |
1.5% |
58% |
False |
False |
80,083 |
100 |
1,721.7 |
1,529.3 |
192.4 |
11.9% |
24.7 |
1.5% |
46% |
False |
False |
64,984 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.6% |
24.7 |
1.5% |
33% |
False |
False |
54,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.7 |
2.618 |
1,675.5 |
1.618 |
1,657.6 |
1.000 |
1,646.5 |
0.618 |
1,639.7 |
HIGH |
1,628.6 |
0.618 |
1,621.8 |
0.500 |
1,619.7 |
0.382 |
1,617.5 |
LOW |
1,610.7 |
0.618 |
1,599.6 |
1.000 |
1,592.8 |
1.618 |
1,581.7 |
2.618 |
1,563.8 |
4.250 |
1,534.6 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,619.7 |
1,613.1 |
PP |
1,619.1 |
1,608.2 |
S1 |
1,618.6 |
1,603.3 |
|