Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,622.9 |
1,621.1 |
-1.8 |
-0.1% |
1,581.6 |
High |
1,625.8 |
1,627.5 |
1.7 |
0.1% |
1,628.6 |
Low |
1,613.1 |
1,610.0 |
-3.1 |
-0.2% |
1,562.0 |
Close |
1,619.7 |
1,610.5 |
-9.2 |
-0.6% |
1,618.0 |
Range |
12.7 |
17.5 |
4.8 |
37.8% |
66.6 |
ATR |
23.6 |
23.2 |
-0.4 |
-1.9% |
0.0 |
Volume |
48,815 |
5,779 |
-43,036 |
-88.2% |
814,378 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.5 |
1,657.0 |
1,620.1 |
|
R3 |
1,651.0 |
1,639.5 |
1,615.3 |
|
R2 |
1,633.5 |
1,633.5 |
1,613.7 |
|
R1 |
1,622.0 |
1,622.0 |
1,612.1 |
1,619.0 |
PP |
1,616.0 |
1,616.0 |
1,616.0 |
1,614.5 |
S1 |
1,604.5 |
1,604.5 |
1,608.9 |
1,601.5 |
S2 |
1,598.5 |
1,598.5 |
1,607.3 |
|
S3 |
1,581.0 |
1,587.0 |
1,605.7 |
|
S4 |
1,563.5 |
1,569.5 |
1,600.9 |
|
|
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 |
1,577.9 |
50.7 |
3.1% |
20.3 |
1.3% |
64% |
False |
False |
118,548 |
10 |
1,628.6 |
1,562.0 |
66.6 |
4.1% |
19.0 |
1.2% |
73% |
False |
False |
121,972 |
20 |
1,628.6 |
1,554.4 |
74.2 |
4.6% |
22.7 |
1.4% |
76% |
False |
False |
111,385 |
40 |
1,642.4 |
1,547.6 |
94.8 |
5.9% |
25.0 |
1.5% |
66% |
False |
False |
124,475 |
60 |
1,644.7 |
1,529.3 |
115.4 |
7.2% |
26.7 |
1.7% |
70% |
False |
False |
105,525 |
80 |
1,683.1 |
1,529.3 |
153.8 |
9.5% |
24.6 |
1.5% |
53% |
False |
False |
80,658 |
100 |
1,721.7 |
1,529.3 |
192.4 |
11.9% |
24.7 |
1.5% |
42% |
False |
False |
65,448 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.5 |
1.5% |
30% |
False |
False |
54,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,701.9 |
2.618 |
1,673.3 |
1.618 |
1,655.8 |
1.000 |
1,645.0 |
0.618 |
1,638.3 |
HIGH |
1,627.5 |
0.618 |
1,620.8 |
0.500 |
1,618.8 |
0.382 |
1,616.7 |
LOW |
1,610.0 |
0.618 |
1,599.2 |
1.000 |
1,592.5 |
1.618 |
1,581.7 |
2.618 |
1,564.2 |
4.250 |
1,535.6 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.8 |
1,619.3 |
PP |
1,616.0 |
1,616.4 |
S1 |
1,613.3 |
1,613.4 |
|