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 |
1,584.7 |
1,610.1 |
25.4 |
1.6% |
1,598.2 |
High |
1,614.5 |
1,626.2 |
11.7 |
0.7% |
1,603.3 |
Low |
1,582.6 |
1,604.9 |
22.3 |
1.4% |
1,572.0 |
Close |
1,612.7 |
1,619.8 |
7.1 |
0.4% |
1,587.4 |
Range |
31.9 |
21.3 |
-10.6 |
-33.2% |
31.3 |
ATR |
24.5 |
24.3 |
-0.2 |
-0.9% |
0.0 |
Volume |
33,476 |
58,760 |
25,284 |
75.5% |
62,479 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.9 |
1,671.6 |
1,631.5 |
|
R3 |
1,659.6 |
1,650.3 |
1,625.7 |
|
R2 |
1,638.3 |
1,638.3 |
1,623.7 |
|
R1 |
1,629.0 |
1,629.0 |
1,621.8 |
1,633.7 |
PP |
1,617.0 |
1,617.0 |
1,617.0 |
1,619.3 |
S1 |
1,607.7 |
1,607.7 |
1,617.8 |
1,612.4 |
S2 |
1,595.7 |
1,595.7 |
1,615.9 |
|
S3 |
1,574.4 |
1,586.4 |
1,613.9 |
|
S4 |
1,553.1 |
1,565.1 |
1,608.1 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.5 |
1,665.7 |
1,604.6 |
|
R3 |
1,650.2 |
1,634.4 |
1,596.0 |
|
R2 |
1,618.9 |
1,618.9 |
1,593.1 |
|
R1 |
1,603.1 |
1,603.1 |
1,590.3 |
1,595.4 |
PP |
1,587.6 |
1,587.6 |
1,587.6 |
1,583.7 |
S1 |
1,571.8 |
1,571.8 |
1,584.5 |
1,564.1 |
S2 |
1,556.3 |
1,556.3 |
1,581.7 |
|
S3 |
1,525.0 |
1,540.5 |
1,578.8 |
|
S4 |
1,493.7 |
1,509.2 |
1,570.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,626.2 |
1,566.8 |
59.4 |
3.7% |
20.6 |
1.3% |
89% |
True |
False |
28,378 |
10 |
1,626.2 |
1,566.8 |
59.4 |
3.7% |
21.4 |
1.3% |
89% |
True |
False |
21,303 |
20 |
1,630.1 |
1,552.0 |
78.1 |
4.8% |
24.6 |
1.5% |
87% |
False |
False |
16,391 |
40 |
1,646.4 |
1,551.0 |
95.4 |
5.9% |
25.6 |
1.6% |
72% |
False |
False |
10,059 |
60 |
1,669.9 |
1,535.4 |
134.5 |
8.3% |
25.6 |
1.6% |
63% |
False |
False |
8,903 |
80 |
1,688.2 |
1,535.4 |
152.8 |
9.4% |
24.1 |
1.5% |
55% |
False |
False |
7,311 |
100 |
1,725.2 |
1,535.4 |
189.8 |
11.7% |
24.1 |
1.5% |
44% |
False |
False |
6,319 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.6 |
1.5% |
32% |
False |
False |
5,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.7 |
2.618 |
1,682.0 |
1.618 |
1,660.7 |
1.000 |
1,647.5 |
0.618 |
1,639.4 |
HIGH |
1,626.2 |
0.618 |
1,618.1 |
0.500 |
1,615.6 |
0.382 |
1,613.0 |
LOW |
1,604.9 |
0.618 |
1,591.7 |
1.000 |
1,583.6 |
1.618 |
1,570.4 |
2.618 |
1,549.1 |
4.250 |
1,514.4 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.4 |
1,613.0 |
PP |
1,617.0 |
1,606.2 |
S1 |
1,615.6 |
1,599.5 |
|