Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,554.8 |
1,568.0 |
13.2 |
0.8% |
1,486.8 |
High |
1,574.3 |
1,588.9 |
14.6 |
0.9% |
1,546.0 |
Low |
1,541.1 |
1,564.6 |
23.5 |
1.5% |
1,486.2 |
Close |
1,562.3 |
1,585.5 |
23.2 |
1.5% |
1,541.6 |
Range |
33.2 |
24.3 |
-8.9 |
-26.8% |
59.8 |
ATR |
20.8 |
21.2 |
0.4 |
2.0% |
0.0 |
Volume |
164,491 |
188,279 |
23,788 |
14.5% |
525,463 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,652.6 |
1,643.3 |
1,598.9 |
|
R3 |
1,628.3 |
1,619.0 |
1,592.2 |
|
R2 |
1,604.0 |
1,604.0 |
1,590.0 |
|
R1 |
1,594.7 |
1,594.7 |
1,587.7 |
1,599.4 |
PP |
1,579.7 |
1,579.7 |
1,579.7 |
1,582.0 |
S1 |
1,570.4 |
1,570.4 |
1,583.3 |
1,575.1 |
S2 |
1,555.4 |
1,555.4 |
1,581.0 |
|
S3 |
1,531.1 |
1,546.1 |
1,578.8 |
|
S4 |
1,506.8 |
1,521.8 |
1,572.1 |
|
|
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 |
1,588.9 |
1,522.2 |
66.7 |
4.2% |
21.3 |
1.3% |
95% |
True |
False |
147,302 |
10 |
1,588.9 |
1,478.3 |
110.6 |
7.0% |
21.6 |
1.4% |
97% |
True |
False |
136,478 |
20 |
1,588.9 |
1,478.3 |
110.6 |
7.0% |
20.2 |
1.3% |
97% |
True |
False |
130,105 |
40 |
1,588.9 |
1,472.6 |
116.3 |
7.3% |
19.0 |
1.2% |
97% |
True |
False |
112,282 |
60 |
1,588.9 |
1,464.1 |
124.8 |
7.9% |
21.0 |
1.3% |
97% |
True |
False |
77,971 |
80 |
1,588.9 |
1,413.5 |
175.4 |
11.1% |
19.8 |
1.2% |
98% |
True |
False |
59,418 |
100 |
1,588.9 |
1,385.6 |
203.3 |
12.8% |
19.1 |
1.2% |
98% |
True |
False |
47,819 |
120 |
1,588.9 |
1,314.2 |
274.7 |
17.3% |
18.6 |
1.2% |
99% |
True |
False |
40,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,692.2 |
2.618 |
1,652.5 |
1.618 |
1,628.2 |
1.000 |
1,613.2 |
0.618 |
1,603.9 |
HIGH |
1,588.9 |
0.618 |
1,579.6 |
0.500 |
1,576.8 |
0.382 |
1,573.9 |
LOW |
1,564.6 |
0.618 |
1,549.6 |
1.000 |
1,540.3 |
1.618 |
1,525.3 |
2.618 |
1,501.0 |
4.250 |
1,461.3 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,582.6 |
1,578.7 |
PP |
1,579.7 |
1,571.8 |
S1 |
1,576.8 |
1,565.0 |
|