Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4,472.0 |
4,472.0 |
0.0 |
0.0% |
4,638.0 |
High |
4,507.0 |
4,488.0 |
-19.0 |
-0.4% |
4,642.0 |
Low |
4,463.0 |
4,439.0 |
-24.0 |
-0.5% |
4,563.0 |
Close |
4,488.0 |
4,467.0 |
-21.0 |
-0.5% |
4,640.0 |
Range |
44.0 |
49.0 |
5.0 |
11.4% |
79.0 |
ATR |
57.9 |
57.3 |
-0.6 |
-1.1% |
0.0 |
Volume |
35,302 |
32,559 |
-2,743 |
-7.8% |
127,022 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.7 |
4,588.3 |
4,494.0 |
|
R3 |
4,562.7 |
4,539.3 |
4,480.5 |
|
R2 |
4,513.7 |
4,513.7 |
4,476.0 |
|
R1 |
4,490.3 |
4,490.3 |
4,471.5 |
4,477.5 |
PP |
4,464.7 |
4,464.7 |
4,464.7 |
4,458.3 |
S1 |
4,441.3 |
4,441.3 |
4,462.5 |
4,428.5 |
S2 |
4,415.7 |
4,415.7 |
4,458.0 |
|
S3 |
4,366.7 |
4,392.3 |
4,453.5 |
|
S4 |
4,317.7 |
4,343.3 |
4,440.1 |
|
|
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 |
4,439.0 |
203.0 |
4.5% |
48.0 |
1.1% |
14% |
False |
True |
31,773 |
10 |
4,642.0 |
4,439.0 |
203.0 |
4.5% |
47.4 |
1.1% |
14% |
False |
True |
28,904 |
20 |
4,642.0 |
4,434.0 |
208.0 |
4.7% |
47.3 |
1.1% |
16% |
False |
False |
29,590 |
40 |
4,756.0 |
4,434.0 |
322.0 |
7.2% |
44.5 |
1.0% |
10% |
False |
False |
20,626 |
60 |
4,920.0 |
4,434.0 |
486.0 |
10.9% |
37.0 |
0.8% |
7% |
False |
False |
13,770 |
80 |
4,970.0 |
4,434.0 |
536.0 |
12.0% |
30.8 |
0.7% |
6% |
False |
False |
10,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,696.3 |
2.618 |
4,616.3 |
1.618 |
4,567.3 |
1.000 |
4,537.0 |
0.618 |
4,518.3 |
HIGH |
4,488.0 |
0.618 |
4,469.3 |
0.500 |
4,463.5 |
0.382 |
4,457.7 |
LOW |
4,439.0 |
0.618 |
4,408.7 |
1.000 |
4,390.0 |
1.618 |
4,359.7 |
2.618 |
4,310.7 |
4.250 |
4,230.8 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4,465.8 |
4,483.0 |
PP |
4,464.7 |
4,477.7 |
S1 |
4,463.5 |
4,472.3 |
|