Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,354.75 |
1,379.25 |
24.50 |
1.8% |
1,355.50 |
High |
1,385.00 |
1,387.50 |
2.50 |
0.2% |
1,385.00 |
Low |
1,352.75 |
1,375.75 |
23.00 |
1.7% |
1,321.25 |
Close |
1,382.50 |
1,380.50 |
-2.00 |
-0.1% |
1,382.50 |
Range |
32.25 |
11.75 |
-20.50 |
-63.6% |
63.75 |
ATR |
21.24 |
20.56 |
-0.68 |
-3.2% |
0.00 |
Volume |
2,495,264 |
1,483,220 |
-1,012,044 |
-40.6% |
10,799,322 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.50 |
1,410.25 |
1,387.00 |
|
R3 |
1,404.75 |
1,398.50 |
1,383.75 |
|
R2 |
1,393.00 |
1,393.00 |
1,382.75 |
|
R1 |
1,386.75 |
1,386.75 |
1,381.50 |
1,390.00 |
PP |
1,381.25 |
1,381.25 |
1,381.25 |
1,382.75 |
S1 |
1,375.00 |
1,375.00 |
1,379.50 |
1,378.00 |
S2 |
1,369.50 |
1,369.50 |
1,378.25 |
|
S3 |
1,357.75 |
1,363.25 |
1,377.25 |
|
S4 |
1,346.00 |
1,351.50 |
1,374.00 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.25 |
1,532.00 |
1,417.50 |
|
R3 |
1,490.50 |
1,468.25 |
1,400.00 |
|
R2 |
1,426.75 |
1,426.75 |
1,394.25 |
|
R1 |
1,404.50 |
1,404.50 |
1,388.25 |
1,415.50 |
PP |
1,363.00 |
1,363.00 |
1,363.00 |
1,368.50 |
S1 |
1,340.75 |
1,340.75 |
1,376.75 |
1,352.00 |
S2 |
1,299.25 |
1,299.25 |
1,370.75 |
|
S3 |
1,235.50 |
1,277.00 |
1,365.00 |
|
S4 |
1,171.75 |
1,213.25 |
1,347.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,387.50 |
1,321.25 |
66.25 |
4.8% |
23.25 |
1.7% |
89% |
True |
False |
2,040,902 |
10 |
1,387.50 |
1,321.25 |
66.25 |
4.8% |
20.50 |
1.5% |
89% |
True |
False |
1,959,274 |
20 |
1,387.50 |
1,319.75 |
67.75 |
4.9% |
18.75 |
1.4% |
90% |
True |
False |
1,692,743 |
40 |
1,387.50 |
1,255.50 |
132.00 |
9.6% |
21.00 |
1.5% |
95% |
True |
False |
1,780,392 |
60 |
1,387.50 |
1,255.50 |
132.00 |
9.6% |
21.25 |
1.5% |
95% |
True |
False |
1,188,956 |
80 |
1,405.00 |
1,255.50 |
149.50 |
10.8% |
20.25 |
1.5% |
84% |
False |
False |
892,106 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.4% |
19.00 |
1.4% |
79% |
False |
False |
713,924 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.4% |
17.50 |
1.3% |
79% |
False |
False |
594,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.50 |
2.618 |
1,418.25 |
1.618 |
1,406.50 |
1.000 |
1,399.25 |
0.618 |
1,394.75 |
HIGH |
1,387.50 |
0.618 |
1,383.00 |
0.500 |
1,381.50 |
0.382 |
1,380.25 |
LOW |
1,375.75 |
0.618 |
1,368.50 |
1.000 |
1,364.00 |
1.618 |
1,356.75 |
2.618 |
1,345.00 |
4.250 |
1,325.75 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,381.50 |
1,373.00 |
PP |
1,381.25 |
1,365.25 |
S1 |
1,381.00 |
1,357.50 |
|