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 |
1,627.5 |
1,625.6 |
-1.9 |
-0.1% |
1,587.3 |
High |
1,630.0 |
1,631.6 |
1.6 |
0.1% |
1,633.3 |
Low |
1,617.6 |
1,614.2 |
-3.4 |
-0.2% |
1,566.8 |
Close |
1,624.0 |
1,614.6 |
-9.4 |
-0.6% |
1,622.7 |
Range |
12.4 |
17.4 |
5.0 |
40.3% |
66.5 |
ATR |
23.0 |
22.6 |
-0.4 |
-1.7% |
0.0 |
Volume |
118,267 |
116,135 |
-2,132 |
-1.8% |
191,041 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.3 |
1,660.9 |
1,624.2 |
|
R3 |
1,654.9 |
1,643.5 |
1,619.4 |
|
R2 |
1,637.5 |
1,637.5 |
1,617.8 |
|
R1 |
1,626.1 |
1,626.1 |
1,616.2 |
1,623.1 |
PP |
1,620.1 |
1,620.1 |
1,620.1 |
1,618.7 |
S1 |
1,608.7 |
1,608.7 |
1,613.0 |
1,605.7 |
S2 |
1,602.7 |
1,602.7 |
1,611.4 |
|
S3 |
1,585.3 |
1,591.3 |
1,609.8 |
|
S4 |
1,567.9 |
1,573.9 |
1,605.0 |
|
|
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 |
1,582.6 |
50.7 |
3.1% |
20.2 |
1.2% |
63% |
False |
False |
78,156 |
10 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
18.7 |
1.2% |
72% |
False |
False |
46,340 |
20 |
1,633.3 |
1,559.5 |
73.8 |
4.6% |
22.0 |
1.4% |
75% |
False |
False |
30,179 |
40 |
1,646.4 |
1,552.0 |
94.4 |
5.8% |
23.7 |
1.5% |
66% |
False |
False |
17,067 |
60 |
1,649.2 |
1,535.4 |
113.8 |
7.0% |
25.4 |
1.6% |
70% |
False |
False |
13,572 |
80 |
1,687.4 |
1,535.4 |
152.0 |
9.4% |
23.6 |
1.5% |
52% |
False |
False |
10,937 |
100 |
1,725.2 |
1,535.4 |
189.8 |
11.8% |
23.9 |
1.5% |
42% |
False |
False |
9,231 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.4% |
24.3 |
1.5% |
30% |
False |
False |
8,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,705.6 |
2.618 |
1,677.2 |
1.618 |
1,659.8 |
1.000 |
1,649.0 |
0.618 |
1,642.4 |
HIGH |
1,631.6 |
0.618 |
1,625.0 |
0.500 |
1,622.9 |
0.382 |
1,620.8 |
LOW |
1,614.2 |
0.618 |
1,603.4 |
1.000 |
1,596.8 |
1.618 |
1,586.0 |
2.618 |
1,568.6 |
4.250 |
1,540.3 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,622.9 |
1,623.8 |
PP |
1,620.1 |
1,620.7 |
S1 |
1,617.4 |
1,617.7 |
|