Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,610.1 |
1,620.5 |
10.4 |
0.6% |
1,587.3 |
High |
1,626.2 |
1,633.3 |
7.1 |
0.4% |
1,633.3 |
Low |
1,604.9 |
1,615.4 |
10.5 |
0.7% |
1,566.8 |
Close |
1,619.8 |
1,622.7 |
2.9 |
0.2% |
1,622.7 |
Range |
21.3 |
17.9 |
-3.4 |
-16.0% |
66.5 |
ATR |
24.3 |
23.8 |
-0.5 |
-1.9% |
0.0 |
Volume |
58,760 |
64,146 |
5,386 |
9.2% |
191,041 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.5 |
1,668.0 |
1,632.5 |
|
R3 |
1,659.6 |
1,650.1 |
1,627.6 |
|
R2 |
1,641.7 |
1,641.7 |
1,626.0 |
|
R1 |
1,632.2 |
1,632.2 |
1,624.3 |
1,637.0 |
PP |
1,623.8 |
1,623.8 |
1,623.8 |
1,626.2 |
S1 |
1,614.3 |
1,614.3 |
1,621.1 |
1,619.1 |
S2 |
1,605.9 |
1,605.9 |
1,619.4 |
|
S3 |
1,588.0 |
1,596.4 |
1,617.8 |
|
S4 |
1,570.1 |
1,578.5 |
1,612.9 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.1 |
1,781.4 |
1,659.3 |
|
R3 |
1,740.6 |
1,714.9 |
1,641.0 |
|
R2 |
1,674.1 |
1,674.1 |
1,634.9 |
|
R1 |
1,648.4 |
1,648.4 |
1,628.8 |
1,661.3 |
PP |
1,607.6 |
1,607.6 |
1,607.6 |
1,614.0 |
S1 |
1,581.9 |
1,581.9 |
1,616.6 |
1,594.8 |
S2 |
1,541.1 |
1,541.1 |
1,610.5 |
|
S3 |
1,474.6 |
1,515.4 |
1,604.4 |
|
S4 |
1,408.1 |
1,448.9 |
1,586.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
21.5 |
1.3% |
84% |
True |
False |
38,208 |
10 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
20.2 |
1.2% |
84% |
True |
False |
25,352 |
20 |
1,633.3 |
1,557.3 |
76.0 |
4.7% |
23.9 |
1.5% |
86% |
True |
False |
19,427 |
40 |
1,646.4 |
1,551.0 |
95.4 |
5.9% |
25.6 |
1.6% |
75% |
False |
False |
11,454 |
60 |
1,659.1 |
1,535.4 |
123.7 |
7.6% |
25.6 |
1.6% |
71% |
False |
False |
9,844 |
80 |
1,687.4 |
1,535.4 |
152.0 |
9.4% |
23.8 |
1.5% |
57% |
False |
False |
8,090 |
100 |
1,725.2 |
1,535.4 |
189.8 |
11.7% |
23.9 |
1.5% |
46% |
False |
False |
6,939 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.6 |
1.5% |
33% |
False |
False |
6,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,709.4 |
2.618 |
1,680.2 |
1.618 |
1,662.3 |
1.000 |
1,651.2 |
0.618 |
1,644.4 |
HIGH |
1,633.3 |
0.618 |
1,626.5 |
0.500 |
1,624.4 |
0.382 |
1,622.2 |
LOW |
1,615.4 |
0.618 |
1,604.3 |
1.000 |
1,597.5 |
1.618 |
1,586.4 |
2.618 |
1,568.5 |
4.250 |
1,539.3 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,624.4 |
1,617.8 |
PP |
1,623.8 |
1,612.9 |
S1 |
1,623.3 |
1,608.0 |
|