Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,347.75 |
1,373.50 |
25.75 |
1.9% |
1,349.50 |
High |
1,377.50 |
1,380.00 |
2.50 |
0.2% |
1,377.50 |
Low |
1,346.50 |
1,369.25 |
22.75 |
1.7% |
1,314.25 |
Close |
1,375.50 |
1,373.25 |
-2.25 |
-0.2% |
1,375.50 |
Range |
31.00 |
10.75 |
-20.25 |
-65.3% |
63.25 |
ATR |
20.26 |
19.58 |
-0.68 |
-3.4% |
0.00 |
Volume |
1,715 |
2,307 |
592 |
34.5% |
7,877 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.50 |
1,400.50 |
1,379.25 |
|
R3 |
1,395.75 |
1,389.75 |
1,376.25 |
|
R2 |
1,385.00 |
1,385.00 |
1,375.25 |
|
R1 |
1,379.00 |
1,379.00 |
1,374.25 |
1,376.50 |
PP |
1,374.25 |
1,374.25 |
1,374.25 |
1,373.00 |
S1 |
1,368.25 |
1,368.25 |
1,372.25 |
1,366.00 |
S2 |
1,363.50 |
1,363.50 |
1,371.25 |
|
S3 |
1,352.75 |
1,357.50 |
1,370.25 |
|
S4 |
1,342.00 |
1,346.75 |
1,367.25 |
|
|
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 |
1,380.00 |
1,314.25 |
65.75 |
4.8% |
22.50 |
1.6% |
90% |
True |
False |
1,821 |
10 |
1,380.00 |
1,314.25 |
65.75 |
4.8% |
19.75 |
1.4% |
90% |
True |
False |
1,732 |
20 |
1,380.00 |
1,313.25 |
66.75 |
4.9% |
18.00 |
1.3% |
90% |
True |
False |
1,903 |
40 |
1,380.00 |
1,250.00 |
130.00 |
9.5% |
19.25 |
1.4% |
95% |
True |
False |
1,435 |
60 |
1,380.00 |
1,250.00 |
130.00 |
9.5% |
18.75 |
1.4% |
95% |
True |
False |
1,082 |
80 |
1,396.75 |
1,250.00 |
146.75 |
10.7% |
16.50 |
1.2% |
84% |
False |
False |
884 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.2% |
14.75 |
1.1% |
80% |
False |
False |
732 |
120 |
1,404.00 |
1,250.00 |
154.00 |
11.2% |
12.50 |
0.9% |
80% |
False |
False |
611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.75 |
2.618 |
1,408.25 |
1.618 |
1,397.50 |
1.000 |
1,390.75 |
0.618 |
1,386.75 |
HIGH |
1,380.00 |
0.618 |
1,376.00 |
0.500 |
1,374.50 |
0.382 |
1,373.25 |
LOW |
1,369.25 |
0.618 |
1,362.50 |
1.000 |
1,358.50 |
1.618 |
1,351.75 |
2.618 |
1,341.00 |
4.250 |
1,323.50 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,374.50 |
1,365.75 |
PP |
1,374.25 |
1,358.25 |
S1 |
1,373.75 |
1,350.50 |
|