Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,545.0 |
1,554.8 |
9.8 |
0.6% |
1,486.8 |
High |
1,557.6 |
1,574.3 |
16.7 |
1.1% |
1,546.0 |
Low |
1,542.1 |
1,541.1 |
-1.0 |
-0.1% |
1,486.2 |
Close |
1,549.2 |
1,562.3 |
13.1 |
0.8% |
1,541.6 |
Range |
15.5 |
33.2 |
17.7 |
114.2% |
59.8 |
ATR |
19.8 |
20.8 |
1.0 |
4.8% |
0.0 |
Volume |
138,169 |
164,491 |
26,322 |
19.1% |
525,463 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.8 |
1,643.8 |
1,580.6 |
|
R3 |
1,625.6 |
1,610.6 |
1,571.4 |
|
R2 |
1,592.4 |
1,592.4 |
1,568.4 |
|
R1 |
1,577.4 |
1,577.4 |
1,565.3 |
1,584.9 |
PP |
1,559.2 |
1,559.2 |
1,559.2 |
1,563.0 |
S1 |
1,544.2 |
1,544.2 |
1,559.3 |
1,551.7 |
S2 |
1,526.0 |
1,526.0 |
1,556.2 |
|
S3 |
1,492.8 |
1,511.0 |
1,553.2 |
|
S4 |
1,459.6 |
1,477.8 |
1,544.0 |
|
|
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 |
1,574.3 |
1,510.3 |
64.0 |
4.1% |
21.3 |
1.4% |
81% |
True |
False |
136,555 |
10 |
1,574.3 |
1,478.3 |
96.0 |
6.1% |
20.3 |
1.3% |
88% |
True |
False |
126,976 |
20 |
1,574.3 |
1,478.3 |
96.0 |
6.1% |
19.7 |
1.3% |
88% |
True |
False |
125,978 |
40 |
1,574.3 |
1,472.6 |
101.7 |
6.5% |
18.8 |
1.2% |
88% |
True |
False |
107,813 |
60 |
1,577.7 |
1,464.1 |
113.6 |
7.3% |
20.9 |
1.3% |
86% |
False |
False |
74,872 |
80 |
1,577.7 |
1,411.0 |
166.7 |
10.7% |
19.7 |
1.3% |
91% |
False |
False |
57,089 |
100 |
1,577.7 |
1,380.5 |
197.2 |
12.6% |
19.0 |
1.2% |
92% |
False |
False |
45,951 |
120 |
1,577.7 |
1,314.2 |
263.5 |
16.9% |
18.6 |
1.2% |
94% |
False |
False |
38,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,715.4 |
2.618 |
1,661.2 |
1.618 |
1,628.0 |
1.000 |
1,607.5 |
0.618 |
1,594.8 |
HIGH |
1,574.3 |
0.618 |
1,561.6 |
0.500 |
1,557.7 |
0.382 |
1,553.8 |
LOW |
1,541.1 |
0.618 |
1,520.6 |
1.000 |
1,507.9 |
1.618 |
1,487.4 |
2.618 |
1,454.2 |
4.250 |
1,400.0 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,560.8 |
1,558.1 |
PP |
1,559.2 |
1,553.9 |
S1 |
1,557.7 |
1,549.7 |
|