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 |
1,379.25 |
1,380.00 |
0.75 |
0.1% |
1,355.50 |
High |
1,387.50 |
1,386.50 |
-1.00 |
-0.1% |
1,385.00 |
Low |
1,375.75 |
1,371.00 |
-4.75 |
-0.3% |
1,321.25 |
Close |
1,380.50 |
1,374.50 |
-6.00 |
-0.4% |
1,382.50 |
Range |
11.75 |
15.50 |
3.75 |
31.9% |
63.75 |
ATR |
20.56 |
20.20 |
-0.36 |
-1.8% |
0.00 |
Volume |
1,483,220 |
1,774,239 |
291,019 |
19.6% |
10,799,322 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.75 |
1,414.75 |
1,383.00 |
|
R3 |
1,408.25 |
1,399.25 |
1,378.75 |
|
R2 |
1,392.75 |
1,392.75 |
1,377.25 |
|
R1 |
1,383.75 |
1,383.75 |
1,376.00 |
1,380.50 |
PP |
1,377.25 |
1,377.25 |
1,377.25 |
1,375.75 |
S1 |
1,368.25 |
1,368.25 |
1,373.00 |
1,365.00 |
S2 |
1,361.75 |
1,361.75 |
1,371.75 |
|
S3 |
1,346.25 |
1,352.75 |
1,370.25 |
|
S4 |
1,330.75 |
1,337.25 |
1,366.00 |
|
|
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% |
21.75 |
1.6% |
80% |
False |
False |
1,973,703 |
10 |
1,387.50 |
1,321.25 |
66.25 |
4.8% |
20.00 |
1.5% |
80% |
False |
False |
1,939,650 |
20 |
1,387.50 |
1,319.75 |
67.75 |
4.9% |
19.00 |
1.4% |
81% |
False |
False |
1,697,057 |
40 |
1,387.50 |
1,260.75 |
126.75 |
9.2% |
20.75 |
1.5% |
90% |
False |
False |
1,822,885 |
60 |
1,387.50 |
1,255.50 |
132.00 |
9.6% |
21.00 |
1.5% |
90% |
False |
False |
1,218,481 |
80 |
1,405.00 |
1,255.50 |
149.50 |
10.9% |
20.25 |
1.5% |
80% |
False |
False |
914,268 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.5% |
19.00 |
1.4% |
75% |
False |
False |
731,666 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.5% |
17.50 |
1.3% |
75% |
False |
False |
609,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.50 |
2.618 |
1,427.00 |
1.618 |
1,411.50 |
1.000 |
1,402.00 |
0.618 |
1,396.00 |
HIGH |
1,386.50 |
0.618 |
1,380.50 |
0.500 |
1,378.75 |
0.382 |
1,377.00 |
LOW |
1,371.00 |
0.618 |
1,361.50 |
1.000 |
1,355.50 |
1.618 |
1,346.00 |
2.618 |
1,330.50 |
4.250 |
1,305.00 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,378.75 |
1,373.00 |
PP |
1,377.25 |
1,371.50 |
S1 |
1,376.00 |
1,370.00 |
|