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 |
4,518.0 |
4,472.0 |
-46.0 |
-1.0% |
4,638.0 |
High |
4,527.0 |
4,507.0 |
-20.0 |
-0.4% |
4,642.0 |
Low |
4,459.0 |
4,463.0 |
4.0 |
0.1% |
4,563.0 |
Close |
4,465.0 |
4,488.0 |
23.0 |
0.5% |
4,640.0 |
Range |
68.0 |
44.0 |
-24.0 |
-35.3% |
79.0 |
ATR |
59.0 |
57.9 |
-1.1 |
-1.8% |
0.0 |
Volume |
39,985 |
35,302 |
-4,683 |
-11.7% |
127,022 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,618.0 |
4,597.0 |
4,512.2 |
|
R3 |
4,574.0 |
4,553.0 |
4,500.1 |
|
R2 |
4,530.0 |
4,530.0 |
4,496.1 |
|
R1 |
4,509.0 |
4,509.0 |
4,492.0 |
4,519.5 |
PP |
4,486.0 |
4,486.0 |
4,486.0 |
4,491.3 |
S1 |
4,465.0 |
4,465.0 |
4,484.0 |
4,475.5 |
S2 |
4,442.0 |
4,442.0 |
4,479.9 |
|
S3 |
4,398.0 |
4,421.0 |
4,475.9 |
|
S4 |
4,354.0 |
4,377.0 |
4,463.8 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,852.0 |
4,825.0 |
4,683.5 |
|
R3 |
4,773.0 |
4,746.0 |
4,661.7 |
|
R2 |
4,694.0 |
4,694.0 |
4,654.5 |
|
R1 |
4,667.0 |
4,667.0 |
4,647.2 |
4,680.5 |
PP |
4,615.0 |
4,615.0 |
4,615.0 |
4,621.8 |
S1 |
4,588.0 |
4,588.0 |
4,632.8 |
4,601.5 |
S2 |
4,536.0 |
4,536.0 |
4,625.5 |
|
S3 |
4,457.0 |
4,509.0 |
4,618.3 |
|
S4 |
4,378.0 |
4,430.0 |
4,596.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,642.0 |
4,459.0 |
183.0 |
4.1% |
45.6 |
1.0% |
16% |
False |
False |
30,146 |
10 |
4,642.0 |
4,459.0 |
183.0 |
4.1% |
48.9 |
1.1% |
16% |
False |
False |
29,828 |
20 |
4,642.0 |
4,434.0 |
208.0 |
4.6% |
48.0 |
1.1% |
26% |
False |
False |
29,808 |
40 |
4,756.0 |
4,434.0 |
322.0 |
7.2% |
43.9 |
1.0% |
17% |
False |
False |
19,819 |
60 |
4,920.0 |
4,434.0 |
486.0 |
10.8% |
36.8 |
0.8% |
11% |
False |
False |
13,228 |
80 |
4,970.0 |
4,434.0 |
536.0 |
11.9% |
30.5 |
0.7% |
10% |
False |
False |
9,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,694.0 |
2.618 |
4,622.2 |
1.618 |
4,578.2 |
1.000 |
4,551.0 |
0.618 |
4,534.2 |
HIGH |
4,507.0 |
0.618 |
4,490.2 |
0.500 |
4,485.0 |
0.382 |
4,479.8 |
LOW |
4,463.0 |
0.618 |
4,435.8 |
1.000 |
4,419.0 |
1.618 |
4,391.8 |
2.618 |
4,347.8 |
4.250 |
4,276.0 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4,487.0 |
4,526.0 |
PP |
4,486.0 |
4,513.3 |
S1 |
4,485.0 |
4,500.7 |
|