Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,501.5 |
1,486.8 |
-14.7 |
-1.0% |
1,500.9 |
High |
1,503.0 |
1,518.0 |
15.0 |
1.0% |
1,514.8 |
Low |
1,478.3 |
1,486.2 |
7.9 |
0.5% |
1,478.3 |
Close |
1,482.6 |
1,512.7 |
30.1 |
2.0% |
1,482.6 |
Range |
24.7 |
31.8 |
7.1 |
28.7% |
36.5 |
ATR |
19.2 |
20.4 |
1.2 |
6.0% |
0.0 |
Volume |
129,134 |
145,346 |
16,212 |
12.6% |
560,630 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.0 |
1,588.7 |
1,530.2 |
|
R3 |
1,569.2 |
1,556.9 |
1,521.4 |
|
R2 |
1,537.4 |
1,537.4 |
1,518.5 |
|
R1 |
1,525.1 |
1,525.1 |
1,515.6 |
1,531.3 |
PP |
1,505.6 |
1,505.6 |
1,505.6 |
1,508.7 |
S1 |
1,493.3 |
1,493.3 |
1,509.8 |
1,499.5 |
S2 |
1,473.8 |
1,473.8 |
1,506.9 |
|
S3 |
1,442.0 |
1,461.5 |
1,504.0 |
|
S4 |
1,410.2 |
1,429.7 |
1,495.2 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.4 |
1,578.5 |
1,502.7 |
|
R3 |
1,564.9 |
1,542.0 |
1,492.6 |
|
R2 |
1,528.4 |
1,528.4 |
1,489.3 |
|
R1 |
1,505.5 |
1,505.5 |
1,485.9 |
1,498.7 |
PP |
1,491.9 |
1,491.9 |
1,491.9 |
1,488.5 |
S1 |
1,469.0 |
1,469.0 |
1,479.3 |
1,462.2 |
S2 |
1,455.4 |
1,455.4 |
1,475.9 |
|
S3 |
1,418.9 |
1,432.5 |
1,472.6 |
|
S4 |
1,382.4 |
1,396.0 |
1,462.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,518.0 |
1,478.3 |
39.7 |
2.6% |
19.3 |
1.3% |
87% |
True |
False |
117,397 |
10 |
1,559.3 |
1,478.3 |
81.0 |
5.4% |
20.5 |
1.4% |
42% |
False |
False |
127,581 |
20 |
1,559.3 |
1,478.3 |
81.0 |
5.4% |
18.8 |
1.2% |
42% |
False |
False |
119,186 |
40 |
1,559.3 |
1,472.6 |
86.7 |
5.7% |
19.5 |
1.3% |
46% |
False |
False |
92,490 |
60 |
1,577.7 |
1,446.2 |
131.5 |
8.7% |
20.6 |
1.4% |
51% |
False |
False |
64,044 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.4% |
19.6 |
1.3% |
65% |
False |
False |
48,633 |
100 |
1,577.7 |
1,356.3 |
221.4 |
14.6% |
18.5 |
1.2% |
71% |
False |
False |
39,206 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
18.4 |
1.2% |
75% |
False |
False |
32,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,653.2 |
2.618 |
1,601.3 |
1.618 |
1,569.5 |
1.000 |
1,549.8 |
0.618 |
1,537.7 |
HIGH |
1,518.0 |
0.618 |
1,505.9 |
0.500 |
1,502.1 |
0.382 |
1,498.3 |
LOW |
1,486.2 |
0.618 |
1,466.5 |
1.000 |
1,454.4 |
1.618 |
1,434.7 |
2.618 |
1,402.9 |
4.250 |
1,351.1 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,509.2 |
1,507.9 |
PP |
1,505.6 |
1,503.0 |
S1 |
1,502.1 |
1,498.2 |
|