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 |
4,596.0 |
4,586.0 |
-10.0 |
-0.2% |
4,447.0 |
High |
4,599.0 |
4,602.0 |
3.0 |
0.1% |
4,628.0 |
Low |
4,563.0 |
4,565.0 |
2.0 |
0.0% |
4,441.0 |
Close |
4,591.0 |
4,585.0 |
-6.0 |
-0.1% |
4,586.0 |
Range |
36.0 |
37.0 |
1.0 |
2.8% |
187.0 |
ATR |
54.5 |
53.2 |
-1.2 |
-2.3% |
0.0 |
Volume |
25,023 |
24,426 |
-597 |
-2.4% |
156,472 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,695.0 |
4,677.0 |
4,605.4 |
|
R3 |
4,658.0 |
4,640.0 |
4,595.2 |
|
R2 |
4,621.0 |
4,621.0 |
4,591.8 |
|
R1 |
4,603.0 |
4,603.0 |
4,588.4 |
4,593.5 |
PP |
4,584.0 |
4,584.0 |
4,584.0 |
4,579.3 |
S1 |
4,566.0 |
4,566.0 |
4,581.6 |
4,556.5 |
S2 |
4,547.0 |
4,547.0 |
4,578.2 |
|
S3 |
4,510.0 |
4,529.0 |
4,574.8 |
|
S4 |
4,473.0 |
4,492.0 |
4,564.7 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,112.7 |
5,036.3 |
4,688.9 |
|
R3 |
4,925.7 |
4,849.3 |
4,637.4 |
|
R2 |
4,738.7 |
4,738.7 |
4,620.3 |
|
R1 |
4,662.3 |
4,662.3 |
4,603.1 |
4,700.5 |
PP |
4,551.7 |
4,551.7 |
4,551.7 |
4,570.8 |
S1 |
4,475.3 |
4,475.3 |
4,568.9 |
4,513.5 |
S2 |
4,364.7 |
4,364.7 |
4,551.7 |
|
S3 |
4,177.7 |
4,288.3 |
4,534.6 |
|
S4 |
3,990.7 |
4,101.3 |
4,483.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,638.0 |
4,563.0 |
75.0 |
1.6% |
46.8 |
1.0% |
29% |
False |
False |
26,035 |
10 |
4,638.0 |
4,441.0 |
197.0 |
4.3% |
44.3 |
1.0% |
73% |
False |
False |
28,166 |
20 |
4,638.0 |
4,434.0 |
204.0 |
4.4% |
49.3 |
1.1% |
74% |
False |
False |
33,026 |
40 |
4,756.0 |
4,434.0 |
322.0 |
7.0% |
41.8 |
0.9% |
47% |
False |
False |
16,666 |
60 |
4,970.0 |
4,434.0 |
536.0 |
11.7% |
35.5 |
0.8% |
28% |
False |
False |
11,123 |
80 |
4,970.0 |
4,434.0 |
536.0 |
11.7% |
29.2 |
0.6% |
28% |
False |
False |
8,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,759.3 |
2.618 |
4,698.9 |
1.618 |
4,661.9 |
1.000 |
4,639.0 |
0.618 |
4,624.9 |
HIGH |
4,602.0 |
0.618 |
4,587.9 |
0.500 |
4,583.5 |
0.382 |
4,579.1 |
LOW |
4,565.0 |
0.618 |
4,542.1 |
1.000 |
4,528.0 |
1.618 |
4,505.1 |
2.618 |
4,468.1 |
4.250 |
4,407.8 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4,584.5 |
4,592.5 |
PP |
4,584.0 |
4,590.0 |
S1 |
4,583.5 |
4,587.5 |
|