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 |
1,320.00 |
1,326.75 |
6.75 |
0.5% |
1,344.50 |
High |
1,332.25 |
1,351.75 |
19.50 |
1.5% |
1,368.75 |
Low |
1,314.25 |
1,321.25 |
7.00 |
0.5% |
1,333.00 |
Close |
1,327.75 |
1,347.75 |
20.00 |
1.5% |
1,351.25 |
Range |
18.00 |
30.50 |
12.50 |
69.4% |
35.75 |
ATR |
18.58 |
19.43 |
0.85 |
4.6% |
0.00 |
Volume |
1,262 |
1,959 |
697 |
55.2% |
9,569 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.75 |
1,420.25 |
1,364.50 |
|
R3 |
1,401.25 |
1,389.75 |
1,356.25 |
|
R2 |
1,370.75 |
1,370.75 |
1,353.25 |
|
R1 |
1,359.25 |
1,359.25 |
1,350.50 |
1,365.00 |
PP |
1,340.25 |
1,340.25 |
1,340.25 |
1,343.00 |
S1 |
1,328.75 |
1,328.75 |
1,345.00 |
1,334.50 |
S2 |
1,309.75 |
1,309.75 |
1,342.25 |
|
S3 |
1,279.25 |
1,298.25 |
1,339.25 |
|
S4 |
1,248.75 |
1,267.75 |
1,331.00 |
|
|
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 |
1,364.75 |
1,314.25 |
50.50 |
3.7% |
21.75 |
1.6% |
66% |
False |
False |
1,521 |
10 |
1,368.75 |
1,314.25 |
54.50 |
4.0% |
19.00 |
1.4% |
61% |
False |
False |
1,940 |
20 |
1,368.75 |
1,300.50 |
68.25 |
5.1% |
19.00 |
1.4% |
69% |
False |
False |
1,841 |
40 |
1,368.75 |
1,250.00 |
118.75 |
8.8% |
19.50 |
1.5% |
82% |
False |
False |
1,345 |
60 |
1,388.50 |
1,250.00 |
138.50 |
10.3% |
18.50 |
1.4% |
71% |
False |
False |
1,045 |
80 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
16.25 |
1.2% |
67% |
False |
False |
835 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
14.25 |
1.1% |
63% |
False |
False |
692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,481.50 |
2.618 |
1,431.50 |
1.618 |
1,401.00 |
1.000 |
1,382.25 |
0.618 |
1,370.50 |
HIGH |
1,351.75 |
0.618 |
1,340.00 |
0.500 |
1,336.50 |
0.382 |
1,333.00 |
LOW |
1,321.25 |
0.618 |
1,302.50 |
1.000 |
1,290.75 |
1.618 |
1,272.00 |
2.618 |
1,241.50 |
4.250 |
1,191.50 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,344.00 |
1,342.75 |
PP |
1,340.25 |
1,338.00 |
S1 |
1,336.50 |
1,333.00 |
|