Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,343.75 |
1,331.00 |
-12.75 |
-0.9% |
1,351.25 |
High |
1,346.50 |
1,340.00 |
-6.50 |
-0.5% |
1,376.00 |
Low |
1,323.75 |
1,321.25 |
-2.50 |
-0.2% |
1,339.25 |
Close |
1,329.50 |
1,335.00 |
5.50 |
0.4% |
1,358.25 |
Range |
22.75 |
18.75 |
-4.00 |
-17.6% |
36.75 |
ATR |
19.64 |
19.58 |
-0.06 |
-0.3% |
0.00 |
Volume |
2,110,235 |
1,840,145 |
-270,090 |
-12.8% |
8,856,365 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.25 |
1,380.50 |
1,345.25 |
|
R3 |
1,369.50 |
1,361.75 |
1,340.25 |
|
R2 |
1,350.75 |
1,350.75 |
1,338.50 |
|
R1 |
1,343.00 |
1,343.00 |
1,336.75 |
1,347.00 |
PP |
1,332.00 |
1,332.00 |
1,332.00 |
1,334.00 |
S1 |
1,324.25 |
1,324.25 |
1,333.25 |
1,328.00 |
S2 |
1,313.25 |
1,313.25 |
1,331.50 |
|
S3 |
1,294.50 |
1,305.50 |
1,329.75 |
|
S4 |
1,275.75 |
1,286.75 |
1,324.75 |
|
|
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 |
1,321.25 |
54.75 |
4.1% |
18.25 |
1.4% |
25% |
False |
True |
1,914,131 |
10 |
1,376.00 |
1,319.75 |
56.25 |
4.2% |
18.50 |
1.4% |
27% |
False |
False |
1,854,793 |
20 |
1,376.00 |
1,306.75 |
69.25 |
5.2% |
19.00 |
1.4% |
41% |
False |
False |
1,699,609 |
40 |
1,376.00 |
1,255.50 |
120.50 |
9.0% |
21.00 |
1.6% |
66% |
False |
False |
1,625,117 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.2% |
21.00 |
1.6% |
53% |
False |
False |
1,084,790 |
80 |
1,407.50 |
1,255.50 |
152.00 |
11.4% |
20.00 |
1.5% |
52% |
False |
False |
813,989 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
18.50 |
1.4% |
50% |
False |
False |
651,384 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.8% |
17.00 |
1.3% |
50% |
False |
False |
542,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.75 |
2.618 |
1,389.00 |
1.618 |
1,370.25 |
1.000 |
1,358.75 |
0.618 |
1,351.50 |
HIGH |
1,340.00 |
0.618 |
1,332.75 |
0.500 |
1,330.50 |
0.382 |
1,328.50 |
LOW |
1,321.25 |
0.618 |
1,309.75 |
1.000 |
1,302.50 |
1.618 |
1,291.00 |
2.618 |
1,272.25 |
4.250 |
1,241.50 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,333.50 |
1,339.00 |
PP |
1,332.00 |
1,337.75 |
S1 |
1,330.50 |
1,336.25 |
|