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 |
1,326.75 |
1,347.75 |
21.00 |
1.6% |
1,349.50 |
High |
1,351.75 |
1,377.50 |
25.75 |
1.9% |
1,377.50 |
Low |
1,321.25 |
1,346.50 |
25.25 |
1.9% |
1,314.25 |
Close |
1,347.75 |
1,375.50 |
27.75 |
2.1% |
1,375.50 |
Range |
30.50 |
31.00 |
0.50 |
1.6% |
63.25 |
ATR |
19.43 |
20.26 |
0.83 |
4.3% |
0.00 |
Volume |
1,959 |
1,715 |
-244 |
-12.5% |
7,877 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.50 |
1,448.50 |
1,392.50 |
|
R3 |
1,428.50 |
1,417.50 |
1,384.00 |
|
R2 |
1,397.50 |
1,397.50 |
1,381.25 |
|
R1 |
1,386.50 |
1,386.50 |
1,378.25 |
1,392.00 |
PP |
1,366.50 |
1,366.50 |
1,366.50 |
1,369.25 |
S1 |
1,355.50 |
1,355.50 |
1,372.75 |
1,361.00 |
S2 |
1,335.50 |
1,335.50 |
1,369.75 |
|
S3 |
1,304.50 |
1,324.50 |
1,367.00 |
|
S4 |
1,273.50 |
1,293.50 |
1,358.50 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.50 |
1,523.75 |
1,410.25 |
|
R3 |
1,482.25 |
1,460.50 |
1,393.00 |
|
R2 |
1,419.00 |
1,419.00 |
1,387.00 |
|
R1 |
1,397.25 |
1,397.25 |
1,381.25 |
1,408.00 |
PP |
1,355.75 |
1,355.75 |
1,355.75 |
1,361.25 |
S1 |
1,334.00 |
1,334.00 |
1,369.75 |
1,345.00 |
S2 |
1,292.50 |
1,292.50 |
1,364.00 |
|
S3 |
1,229.25 |
1,270.75 |
1,358.00 |
|
S4 |
1,166.00 |
1,207.50 |
1,340.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,377.50 |
1,314.25 |
63.25 |
4.6% |
25.00 |
1.8% |
97% |
True |
False |
1,575 |
10 |
1,377.50 |
1,314.25 |
63.25 |
4.6% |
19.50 |
1.4% |
97% |
True |
False |
1,744 |
20 |
1,377.50 |
1,309.75 |
67.75 |
4.9% |
19.50 |
1.4% |
97% |
True |
False |
1,877 |
40 |
1,377.50 |
1,250.00 |
127.50 |
9.3% |
19.75 |
1.4% |
98% |
True |
False |
1,378 |
60 |
1,384.00 |
1,250.00 |
134.00 |
9.7% |
18.75 |
1.4% |
94% |
False |
False |
1,050 |
80 |
1,396.75 |
1,250.00 |
146.75 |
10.7% |
16.25 |
1.2% |
86% |
False |
False |
856 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.2% |
14.50 |
1.1% |
81% |
False |
False |
709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,509.25 |
2.618 |
1,458.75 |
1.618 |
1,427.75 |
1.000 |
1,408.50 |
0.618 |
1,396.75 |
HIGH |
1,377.50 |
0.618 |
1,365.75 |
0.500 |
1,362.00 |
0.382 |
1,358.25 |
LOW |
1,346.50 |
0.618 |
1,327.25 |
1.000 |
1,315.50 |
1.618 |
1,296.25 |
2.618 |
1,265.25 |
4.250 |
1,214.75 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,371.00 |
1,365.50 |
PP |
1,366.50 |
1,355.75 |
S1 |
1,362.00 |
1,346.00 |
|