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 |
1,626.5 |
1,622.8 |
-3.7 |
-0.2% |
1,584.9 |
High |
1,627.5 |
1,629.3 |
1.8 |
0.1% |
1,630.6 |
Low |
1,615.3 |
1,611.9 |
-3.4 |
-0.2% |
1,564.5 |
Close |
1,621.7 |
1,612.4 |
-9.3 |
-0.6% |
1,620.3 |
Range |
12.2 |
17.4 |
5.2 |
42.6% |
66.1 |
ATR |
22.7 |
22.3 |
-0.4 |
-1.7% |
0.0 |
Volume |
5,112 |
6,803 |
1,691 |
33.1% |
44,814 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.1 |
1,658.6 |
1,622.0 |
|
R3 |
1,652.7 |
1,641.2 |
1,617.2 |
|
R2 |
1,635.3 |
1,635.3 |
1,615.6 |
|
R1 |
1,623.8 |
1,623.8 |
1,614.0 |
1,620.9 |
PP |
1,617.9 |
1,617.9 |
1,617.9 |
1,616.4 |
S1 |
1,606.4 |
1,606.4 |
1,610.8 |
1,603.5 |
S2 |
1,600.5 |
1,600.5 |
1,609.2 |
|
S3 |
1,583.1 |
1,589.0 |
1,607.6 |
|
S4 |
1,565.7 |
1,571.6 |
1,602.8 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.4 |
1,778.0 |
1,656.7 |
|
R3 |
1,737.3 |
1,711.9 |
1,638.5 |
|
R2 |
1,671.2 |
1,671.2 |
1,632.4 |
|
R1 |
1,645.8 |
1,645.8 |
1,626.4 |
1,658.5 |
PP |
1,605.1 |
1,605.1 |
1,605.1 |
1,611.5 |
S1 |
1,579.7 |
1,579.7 |
1,614.2 |
1,592.4 |
S2 |
1,539.0 |
1,539.0 |
1,608.2 |
|
S3 |
1,472.9 |
1,513.6 |
1,602.1 |
|
S4 |
1,406.8 |
1,447.5 |
1,583.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,630.6 |
1,581.0 |
49.6 |
3.1% |
19.7 |
1.2% |
63% |
False |
False |
8,727 |
10 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
18.4 |
1.1% |
72% |
False |
False |
6,585 |
20 |
1,630.6 |
1,557.0 |
73.6 |
4.6% |
21.7 |
1.3% |
75% |
False |
False |
4,789 |
40 |
1,644.0 |
1,550.0 |
94.0 |
5.8% |
23.1 |
1.4% |
66% |
False |
False |
3,146 |
60 |
1,645.0 |
1,534.3 |
110.7 |
6.9% |
24.5 |
1.5% |
71% |
False |
False |
2,786 |
80 |
1,685.3 |
1,534.3 |
151.0 |
9.4% |
22.4 |
1.4% |
52% |
False |
False |
2,373 |
100 |
1,719.4 |
1,534.3 |
185.1 |
11.5% |
22.1 |
1.4% |
42% |
False |
False |
2,004 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.0 |
1.3% |
29% |
False |
False |
1,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,703.3 |
2.618 |
1,674.9 |
1.618 |
1,657.5 |
1.000 |
1,646.7 |
0.618 |
1,640.1 |
HIGH |
1,629.3 |
0.618 |
1,622.7 |
0.500 |
1,620.6 |
0.382 |
1,618.5 |
LOW |
1,611.9 |
0.618 |
1,601.1 |
1.000 |
1,594.5 |
1.618 |
1,583.7 |
2.618 |
1,566.3 |
4.250 |
1,538.0 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,620.6 |
1,621.3 |
PP |
1,617.9 |
1,618.3 |
S1 |
1,615.1 |
1,615.4 |
|