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 |
1,331.00 |
1,334.75 |
3.75 |
0.3% |
1,351.25 |
High |
1,340.00 |
1,358.75 |
18.75 |
1.4% |
1,376.00 |
Low |
1,321.25 |
1,327.75 |
6.50 |
0.5% |
1,339.25 |
Close |
1,335.00 |
1,354.75 |
19.75 |
1.5% |
1,358.25 |
Range |
18.75 |
31.00 |
12.25 |
65.3% |
36.75 |
ATR |
19.58 |
20.39 |
0.82 |
4.2% |
0.00 |
Volume |
1,840,145 |
2,275,647 |
435,502 |
23.7% |
8,856,365 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.00 |
1,428.50 |
1,371.75 |
|
R3 |
1,409.00 |
1,397.50 |
1,363.25 |
|
R2 |
1,378.00 |
1,378.00 |
1,360.50 |
|
R1 |
1,366.50 |
1,366.50 |
1,357.50 |
1,372.25 |
PP |
1,347.00 |
1,347.00 |
1,347.00 |
1,350.00 |
S1 |
1,335.50 |
1,335.50 |
1,352.00 |
1,341.25 |
S2 |
1,316.00 |
1,316.00 |
1,349.00 |
|
S3 |
1,285.00 |
1,304.50 |
1,346.25 |
|
S4 |
1,254.00 |
1,273.50 |
1,337.75 |
|
|
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 |
1,372.00 |
1,321.25 |
50.75 |
3.7% |
22.50 |
1.7% |
66% |
False |
False |
2,020,742 |
10 |
1,376.00 |
1,321.25 |
54.75 |
4.0% |
19.50 |
1.4% |
61% |
False |
False |
1,891,873 |
20 |
1,376.00 |
1,306.75 |
69.25 |
5.1% |
19.75 |
1.5% |
69% |
False |
False |
1,732,597 |
40 |
1,376.00 |
1,255.50 |
120.50 |
8.9% |
21.25 |
1.6% |
82% |
False |
False |
1,681,674 |
60 |
1,397.25 |
1,255.50 |
141.75 |
10.5% |
21.00 |
1.6% |
70% |
False |
False |
1,122,694 |
80 |
1,405.00 |
1,255.50 |
149.50 |
11.0% |
20.00 |
1.5% |
66% |
False |
False |
842,400 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
18.75 |
1.4% |
63% |
False |
False |
674,140 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
17.25 |
1.3% |
63% |
False |
False |
561,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.50 |
2.618 |
1,440.00 |
1.618 |
1,409.00 |
1.000 |
1,389.75 |
0.618 |
1,378.00 |
HIGH |
1,358.75 |
0.618 |
1,347.00 |
0.500 |
1,343.25 |
0.382 |
1,339.50 |
LOW |
1,327.75 |
0.618 |
1,308.50 |
1.000 |
1,296.75 |
1.618 |
1,277.50 |
2.618 |
1,246.50 |
4.250 |
1,196.00 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,351.00 |
1,349.75 |
PP |
1,347.00 |
1,345.00 |
S1 |
1,343.25 |
1,340.00 |
|