Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,486.8 |
1,516.2 |
29.4 |
2.0% |
1,500.9 |
High |
1,518.0 |
1,534.5 |
16.5 |
1.1% |
1,514.8 |
Low |
1,486.2 |
1,510.3 |
24.1 |
1.6% |
1,478.3 |
Close |
1,512.7 |
1,529.2 |
16.5 |
1.1% |
1,482.6 |
Range |
31.8 |
24.2 |
-7.6 |
-23.9% |
36.5 |
ATR |
20.4 |
20.6 |
0.3 |
1.3% |
0.0 |
Volume |
145,346 |
134,544 |
-10,802 |
-7.4% |
560,630 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,597.3 |
1,587.4 |
1,542.5 |
|
R3 |
1,573.1 |
1,563.2 |
1,535.9 |
|
R2 |
1,548.9 |
1,548.9 |
1,533.6 |
|
R1 |
1,539.0 |
1,539.0 |
1,531.4 |
1,544.0 |
PP |
1,524.7 |
1,524.7 |
1,524.7 |
1,527.1 |
S1 |
1,514.8 |
1,514.8 |
1,527.0 |
1,519.8 |
S2 |
1,500.5 |
1,500.5 |
1,524.8 |
|
S3 |
1,476.3 |
1,490.6 |
1,522.5 |
|
S4 |
1,452.1 |
1,466.4 |
1,515.9 |
|
|
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 |
1,534.5 |
1,478.3 |
56.2 |
3.7% |
21.9 |
1.4% |
91% |
True |
False |
125,653 |
10 |
1,559.3 |
1,478.3 |
81.0 |
5.3% |
22.0 |
1.4% |
63% |
False |
False |
132,345 |
20 |
1,559.3 |
1,478.3 |
81.0 |
5.3% |
19.3 |
1.3% |
63% |
False |
False |
120,703 |
40 |
1,559.3 |
1,472.6 |
86.7 |
5.7% |
19.5 |
1.3% |
65% |
False |
False |
95,453 |
60 |
1,577.7 |
1,446.2 |
131.5 |
8.6% |
20.7 |
1.4% |
63% |
False |
False |
66,155 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.7 |
1.3% |
74% |
False |
False |
50,284 |
100 |
1,577.7 |
1,357.5 |
220.2 |
14.4% |
18.6 |
1.2% |
78% |
False |
False |
40,529 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
18.5 |
1.2% |
82% |
False |
False |
33,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,637.4 |
2.618 |
1,597.9 |
1.618 |
1,573.7 |
1.000 |
1,558.7 |
0.618 |
1,549.5 |
HIGH |
1,534.5 |
0.618 |
1,525.3 |
0.500 |
1,522.4 |
0.382 |
1,519.5 |
LOW |
1,510.3 |
0.618 |
1,495.3 |
1.000 |
1,486.1 |
1.618 |
1,471.1 |
2.618 |
1,446.9 |
4.250 |
1,407.5 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,526.9 |
1,521.6 |
PP |
1,524.7 |
1,514.0 |
S1 |
1,522.4 |
1,506.4 |
|