Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,335.50 |
1,320.00 |
-15.50 |
-1.2% |
1,344.50 |
High |
1,338.75 |
1,332.25 |
-6.50 |
-0.5% |
1,368.75 |
Low |
1,317.00 |
1,314.25 |
-2.75 |
-0.2% |
1,333.00 |
Close |
1,322.50 |
1,327.75 |
5.25 |
0.4% |
1,351.25 |
Range |
21.75 |
18.00 |
-3.75 |
-17.2% |
35.75 |
ATR |
18.62 |
18.58 |
-0.04 |
-0.2% |
0.00 |
Volume |
1,862 |
1,262 |
-600 |
-32.2% |
9,569 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.75 |
1,371.25 |
1,337.75 |
|
R3 |
1,360.75 |
1,353.25 |
1,332.75 |
|
R2 |
1,342.75 |
1,342.75 |
1,331.00 |
|
R1 |
1,335.25 |
1,335.25 |
1,329.50 |
1,339.00 |
PP |
1,324.75 |
1,324.75 |
1,324.75 |
1,326.50 |
S1 |
1,317.25 |
1,317.25 |
1,326.00 |
1,321.00 |
S2 |
1,306.75 |
1,306.75 |
1,324.50 |
|
S3 |
1,288.75 |
1,299.25 |
1,322.75 |
|
S4 |
1,270.75 |
1,281.25 |
1,317.75 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.25 |
1,440.50 |
1,371.00 |
|
R3 |
1,422.50 |
1,404.75 |
1,361.00 |
|
R2 |
1,386.75 |
1,386.75 |
1,357.75 |
|
R1 |
1,369.00 |
1,369.00 |
1,354.50 |
1,378.00 |
PP |
1,351.00 |
1,351.00 |
1,351.00 |
1,355.50 |
S1 |
1,333.25 |
1,333.25 |
1,348.00 |
1,342.00 |
S2 |
1,315.25 |
1,315.25 |
1,344.75 |
|
S3 |
1,279.50 |
1,297.50 |
1,341.50 |
|
S4 |
1,243.75 |
1,261.75 |
1,331.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,368.75 |
1,314.25 |
54.50 |
4.1% |
17.50 |
1.3% |
25% |
False |
True |
1,591 |
10 |
1,368.75 |
1,313.25 |
55.50 |
4.2% |
17.75 |
1.3% |
26% |
False |
False |
2,111 |
20 |
1,368.75 |
1,300.50 |
68.25 |
5.1% |
18.25 |
1.4% |
40% |
False |
False |
1,829 |
40 |
1,368.75 |
1,250.00 |
118.75 |
8.9% |
19.25 |
1.5% |
65% |
False |
False |
1,308 |
60 |
1,396.75 |
1,250.00 |
146.75 |
11.1% |
18.00 |
1.4% |
53% |
False |
False |
1,033 |
80 |
1,400.75 |
1,250.00 |
150.75 |
11.4% |
16.00 |
1.2% |
52% |
False |
False |
812 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.6% |
14.00 |
1.1% |
50% |
False |
False |
672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.75 |
2.618 |
1,379.25 |
1.618 |
1,361.25 |
1.000 |
1,350.25 |
0.618 |
1,343.25 |
HIGH |
1,332.25 |
0.618 |
1,325.25 |
0.500 |
1,323.25 |
0.382 |
1,321.25 |
LOW |
1,314.25 |
0.618 |
1,303.25 |
1.000 |
1,296.25 |
1.618 |
1,285.25 |
2.618 |
1,267.25 |
4.250 |
1,237.75 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,326.25 |
1,332.00 |
PP |
1,324.75 |
1,330.50 |
S1 |
1,323.25 |
1,329.00 |
|