Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,532.5 |
1,545.0 |
12.5 |
0.8% |
1,486.8 |
High |
1,546.0 |
1,557.6 |
11.6 |
0.8% |
1,546.0 |
Low |
1,525.0 |
1,542.1 |
17.1 |
1.1% |
1,486.2 |
Close |
1,541.6 |
1,549.2 |
7.6 |
0.5% |
1,541.6 |
Range |
21.0 |
15.5 |
-5.5 |
-26.2% |
59.8 |
ATR |
20.1 |
19.8 |
-0.3 |
-1.5% |
0.0 |
Volume |
138,591 |
138,169 |
-422 |
-0.3% |
525,463 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.1 |
1,588.2 |
1,557.7 |
|
R3 |
1,580.6 |
1,572.7 |
1,553.5 |
|
R2 |
1,565.1 |
1,565.1 |
1,552.0 |
|
R1 |
1,557.2 |
1,557.2 |
1,550.6 |
1,561.2 |
PP |
1,549.6 |
1,549.6 |
1,549.6 |
1,551.6 |
S1 |
1,541.7 |
1,541.7 |
1,547.8 |
1,545.7 |
S2 |
1,534.1 |
1,534.1 |
1,546.4 |
|
S3 |
1,518.6 |
1,526.2 |
1,544.9 |
|
S4 |
1,503.1 |
1,510.7 |
1,540.7 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.0 |
1,682.6 |
1,574.5 |
|
R3 |
1,644.2 |
1,622.8 |
1,558.0 |
|
R2 |
1,584.4 |
1,584.4 |
1,552.6 |
|
R1 |
1,563.0 |
1,563.0 |
1,547.1 |
1,573.7 |
PP |
1,524.6 |
1,524.6 |
1,524.6 |
1,530.0 |
S1 |
1,503.2 |
1,503.2 |
1,536.1 |
1,513.9 |
S2 |
1,464.8 |
1,464.8 |
1,530.6 |
|
S3 |
1,405.0 |
1,443.4 |
1,525.2 |
|
S4 |
1,345.2 |
1,383.6 |
1,508.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,557.6 |
1,486.2 |
71.4 |
4.6% |
21.0 |
1.4% |
88% |
True |
False |
132,726 |
10 |
1,557.6 |
1,478.3 |
79.3 |
5.1% |
18.5 |
1.2% |
89% |
True |
False |
122,426 |
20 |
1,559.3 |
1,478.3 |
81.0 |
5.2% |
19.2 |
1.2% |
88% |
False |
False |
123,351 |
40 |
1,559.3 |
1,472.6 |
86.7 |
5.6% |
18.8 |
1.2% |
88% |
False |
False |
104,171 |
60 |
1,577.7 |
1,454.7 |
123.0 |
7.9% |
20.7 |
1.3% |
77% |
False |
False |
72,349 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.1% |
19.5 |
1.3% |
85% |
False |
False |
55,038 |
100 |
1,577.7 |
1,374.5 |
203.2 |
13.1% |
18.7 |
1.2% |
86% |
False |
False |
44,313 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.0% |
18.4 |
1.2% |
89% |
False |
False |
37,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,623.5 |
2.618 |
1,598.2 |
1.618 |
1,582.7 |
1.000 |
1,573.1 |
0.618 |
1,567.2 |
HIGH |
1,557.6 |
0.618 |
1,551.7 |
0.500 |
1,549.9 |
0.382 |
1,548.0 |
LOW |
1,542.1 |
0.618 |
1,532.5 |
1.000 |
1,526.6 |
1.618 |
1,517.0 |
2.618 |
1,501.5 |
4.250 |
1,476.2 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,549.9 |
1,546.1 |
PP |
1,549.6 |
1,543.0 |
S1 |
1,549.4 |
1,539.9 |
|