Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,516.2 |
1,529.7 |
13.5 |
0.9% |
1,500.9 |
High |
1,534.5 |
1,534.9 |
0.4 |
0.0% |
1,514.8 |
Low |
1,510.3 |
1,522.2 |
11.9 |
0.8% |
1,478.3 |
Close |
1,529.2 |
1,530.6 |
1.4 |
0.1% |
1,482.6 |
Range |
24.2 |
12.7 |
-11.5 |
-47.5% |
36.5 |
ATR |
20.6 |
20.1 |
-0.6 |
-2.7% |
0.0 |
Volume |
134,544 |
106,982 |
-27,562 |
-20.5% |
560,630 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,567.3 |
1,561.7 |
1,537.6 |
|
R3 |
1,554.6 |
1,549.0 |
1,534.1 |
|
R2 |
1,541.9 |
1,541.9 |
1,532.9 |
|
R1 |
1,536.3 |
1,536.3 |
1,531.8 |
1,539.1 |
PP |
1,529.2 |
1,529.2 |
1,529.2 |
1,530.7 |
S1 |
1,523.6 |
1,523.6 |
1,529.4 |
1,526.4 |
S2 |
1,516.5 |
1,516.5 |
1,528.3 |
|
S3 |
1,503.8 |
1,510.9 |
1,527.1 |
|
S4 |
1,491.1 |
1,498.2 |
1,523.6 |
|
|
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 |
1,534.9 |
1,478.3 |
56.6 |
3.7% |
21.8 |
1.4% |
92% |
True |
False |
128,211 |
10 |
1,549.6 |
1,478.3 |
71.3 |
4.7% |
21.5 |
1.4% |
73% |
False |
False |
130,124 |
20 |
1,559.3 |
1,478.3 |
81.0 |
5.3% |
19.2 |
1.3% |
65% |
False |
False |
120,725 |
40 |
1,559.3 |
1,472.6 |
86.7 |
5.7% |
19.5 |
1.3% |
67% |
False |
False |
97,775 |
60 |
1,577.7 |
1,446.2 |
131.5 |
8.6% |
20.7 |
1.4% |
64% |
False |
False |
67,909 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.7 |
1.3% |
75% |
False |
False |
51,612 |
100 |
1,577.7 |
1,358.0 |
219.7 |
14.4% |
18.6 |
1.2% |
79% |
False |
False |
41,587 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
18.4 |
1.2% |
82% |
False |
False |
34,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,588.9 |
2.618 |
1,568.1 |
1.618 |
1,555.4 |
1.000 |
1,547.6 |
0.618 |
1,542.7 |
HIGH |
1,534.9 |
0.618 |
1,530.0 |
0.500 |
1,528.6 |
0.382 |
1,527.1 |
LOW |
1,522.2 |
0.618 |
1,514.4 |
1.000 |
1,509.5 |
1.618 |
1,501.7 |
2.618 |
1,489.0 |
4.250 |
1,468.2 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,529.9 |
1,523.9 |
PP |
1,529.2 |
1,517.2 |
S1 |
1,528.6 |
1,510.6 |
|