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 |
1,584.1 |
1,584.9 |
0.8 |
0.1% |
1,592.6 |
High |
1,588.8 |
1,584.9 |
-3.9 |
-0.2% |
1,600.1 |
Low |
1,574.8 |
1,564.5 |
-10.3 |
-0.7% |
1,570.0 |
Close |
1,585.0 |
1,579.7 |
-5.3 |
-0.3% |
1,585.0 |
Range |
14.0 |
20.4 |
6.4 |
45.7% |
30.1 |
ATR |
24.4 |
24.1 |
-0.3 |
-1.1% |
0.0 |
Volume |
4,302 |
7,063 |
2,761 |
64.2% |
12,135 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.6 |
1,629.0 |
1,590.9 |
|
R3 |
1,617.2 |
1,608.6 |
1,585.3 |
|
R2 |
1,596.8 |
1,596.8 |
1,583.4 |
|
R1 |
1,588.2 |
1,588.2 |
1,581.6 |
1,582.3 |
PP |
1,576.4 |
1,576.4 |
1,576.4 |
1,573.4 |
S1 |
1,567.8 |
1,567.8 |
1,577.8 |
1,561.9 |
S2 |
1,556.0 |
1,556.0 |
1,576.0 |
|
S3 |
1,535.6 |
1,547.4 |
1,574.1 |
|
S4 |
1,515.2 |
1,527.0 |
1,568.5 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.3 |
1,660.3 |
1,601.6 |
|
R3 |
1,645.2 |
1,630.2 |
1,593.3 |
|
R2 |
1,615.1 |
1,615.1 |
1,590.5 |
|
R1 |
1,600.1 |
1,600.1 |
1,587.8 |
1,592.6 |
PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,581.3 |
S1 |
1,570.0 |
1,570.0 |
1,582.2 |
1,562.5 |
S2 |
1,554.9 |
1,554.9 |
1,579.5 |
|
S3 |
1,524.8 |
1,539.9 |
1,576.7 |
|
S4 |
1,494.7 |
1,509.8 |
1,568.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,600.1 |
1,564.5 |
35.6 |
2.3% |
19.2 |
1.2% |
43% |
False |
True |
3,677 |
10 |
1,603.5 |
1,557.0 |
46.5 |
2.9% |
21.6 |
1.4% |
49% |
False |
False |
3,715 |
20 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
23.8 |
1.5% |
39% |
False |
False |
2,976 |
40 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
25.6 |
1.6% |
41% |
False |
False |
2,412 |
60 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
24.0 |
1.5% |
32% |
False |
False |
2,082 |
80 |
1,686.3 |
1,534.3 |
152.0 |
9.6% |
22.5 |
1.4% |
30% |
False |
False |
1,789 |
100 |
1,731.2 |
1,534.3 |
196.9 |
12.5% |
21.7 |
1.4% |
23% |
False |
False |
1,573 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
20.9 |
1.3% |
17% |
False |
False |
1,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.6 |
2.618 |
1,638.3 |
1.618 |
1,617.9 |
1.000 |
1,605.3 |
0.618 |
1,597.5 |
HIGH |
1,584.9 |
0.618 |
1,577.1 |
0.500 |
1,574.7 |
0.382 |
1,572.3 |
LOW |
1,564.5 |
0.618 |
1,551.9 |
1.000 |
1,544.1 |
1.618 |
1,531.5 |
2.618 |
1,511.1 |
4.250 |
1,477.8 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,578.0 |
1,579.4 |
PP |
1,576.4 |
1,579.1 |
S1 |
1,574.7 |
1,578.9 |
|