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 |
1,371.50 |
1,355.50 |
-16.00 |
-1.2% |
1,351.25 |
High |
1,372.00 |
1,356.75 |
-15.25 |
-1.1% |
1,376.00 |
Low |
1,357.00 |
1,332.00 |
-25.00 |
-1.8% |
1,339.25 |
Close |
1,358.25 |
1,343.75 |
-14.50 |
-1.1% |
1,358.25 |
Range |
15.00 |
24.75 |
9.75 |
65.0% |
36.75 |
ATR |
18.88 |
19.40 |
0.53 |
2.8% |
0.00 |
Volume |
1,799,655 |
2,078,031 |
278,376 |
15.5% |
8,856,365 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.50 |
1,405.75 |
1,357.25 |
|
R3 |
1,393.75 |
1,381.00 |
1,350.50 |
|
R2 |
1,369.00 |
1,369.00 |
1,348.25 |
|
R1 |
1,356.25 |
1,356.25 |
1,346.00 |
1,350.25 |
PP |
1,344.25 |
1,344.25 |
1,344.25 |
1,341.00 |
S1 |
1,331.50 |
1,331.50 |
1,341.50 |
1,325.50 |
S2 |
1,319.50 |
1,319.50 |
1,339.25 |
|
S3 |
1,294.75 |
1,306.75 |
1,337.00 |
|
S4 |
1,270.00 |
1,282.00 |
1,330.25 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.00 |
1,450.00 |
1,378.50 |
|
R3 |
1,431.25 |
1,413.25 |
1,368.25 |
|
R2 |
1,394.50 |
1,394.50 |
1,365.00 |
|
R1 |
1,376.50 |
1,376.50 |
1,361.50 |
1,385.50 |
PP |
1,357.75 |
1,357.75 |
1,357.75 |
1,362.50 |
S1 |
1,339.75 |
1,339.75 |
1,355.00 |
1,348.75 |
S2 |
1,321.00 |
1,321.00 |
1,351.50 |
|
S3 |
1,284.25 |
1,303.00 |
1,348.25 |
|
S4 |
1,247.50 |
1,266.25 |
1,338.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,376.00 |
1,332.00 |
44.00 |
3.3% |
17.75 |
1.3% |
27% |
False |
True |
1,877,646 |
10 |
1,376.00 |
1,319.75 |
56.25 |
4.2% |
18.25 |
1.4% |
43% |
False |
False |
1,852,730 |
20 |
1,376.00 |
1,302.50 |
73.50 |
5.5% |
19.00 |
1.4% |
56% |
False |
False |
1,684,625 |
40 |
1,376.00 |
1,255.50 |
120.50 |
9.0% |
20.75 |
1.6% |
73% |
False |
False |
1,526,672 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.1% |
20.75 |
1.5% |
59% |
False |
False |
1,019,017 |
80 |
1,411.50 |
1,255.50 |
156.00 |
11.6% |
19.75 |
1.5% |
57% |
False |
False |
764,623 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
18.25 |
1.4% |
56% |
False |
False |
611,881 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
16.75 |
1.2% |
56% |
False |
False |
509,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.00 |
2.618 |
1,421.50 |
1.618 |
1,396.75 |
1.000 |
1,381.50 |
0.618 |
1,372.00 |
HIGH |
1,356.75 |
0.618 |
1,347.25 |
0.500 |
1,344.50 |
0.382 |
1,341.50 |
LOW |
1,332.00 |
0.618 |
1,316.75 |
1.000 |
1,307.25 |
1.618 |
1,292.00 |
2.618 |
1,267.25 |
4.250 |
1,226.75 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,344.50 |
1,354.00 |
PP |
1,344.25 |
1,350.50 |
S1 |
1,344.00 |
1,347.25 |
|