Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,466.0 |
7,490.5 |
24.5 |
0.3% |
7,119.0 |
High |
7,499.0 |
7,495.0 |
-4.0 |
-0.1% |
7,477.0 |
Low |
7,445.5 |
7,419.0 |
-26.5 |
-0.4% |
7,098.0 |
Close |
7,460.0 |
7,470.0 |
10.0 |
0.1% |
7,469.0 |
Range |
53.5 |
76.0 |
22.5 |
42.1% |
379.0 |
ATR |
116.7 |
113.8 |
-2.9 |
-2.5% |
0.0 |
Volume |
110,083 |
124,550 |
14,467 |
13.1% |
638,206 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,689.3 |
7,655.7 |
7,511.8 |
|
R3 |
7,613.3 |
7,579.7 |
7,490.9 |
|
R2 |
7,537.3 |
7,537.3 |
7,483.9 |
|
R1 |
7,503.7 |
7,503.7 |
7,477.0 |
7,482.5 |
PP |
7,461.3 |
7,461.3 |
7,461.3 |
7,450.8 |
S1 |
7,427.7 |
7,427.7 |
7,463.0 |
7,406.5 |
S2 |
7,385.3 |
7,385.3 |
7,456.1 |
|
S3 |
7,309.3 |
7,351.7 |
7,449.1 |
|
S4 |
7,233.3 |
7,275.7 |
7,428.2 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,485.0 |
8,356.0 |
7,677.5 |
|
R3 |
8,106.0 |
7,977.0 |
7,573.2 |
|
R2 |
7,727.0 |
7,727.0 |
7,538.5 |
|
R1 |
7,598.0 |
7,598.0 |
7,503.7 |
7,662.5 |
PP |
7,348.0 |
7,348.0 |
7,348.0 |
7,380.3 |
S1 |
7,219.0 |
7,219.0 |
7,434.3 |
7,283.5 |
S2 |
6,969.0 |
6,969.0 |
7,399.5 |
|
S3 |
6,590.0 |
6,840.0 |
7,364.8 |
|
S4 |
6,211.0 |
6,461.0 |
7,260.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,499.0 |
7,223.5 |
275.5 |
3.7% |
90.9 |
1.2% |
89% |
False |
False |
122,930 |
10 |
7,499.0 |
7,098.0 |
401.0 |
5.4% |
103.1 |
1.4% |
93% |
False |
False |
132,485 |
20 |
7,499.0 |
7,020.0 |
479.0 |
6.4% |
113.2 |
1.5% |
94% |
False |
False |
93,805 |
40 |
7,604.0 |
7,020.0 |
584.0 |
7.8% |
113.2 |
1.5% |
77% |
False |
False |
47,540 |
60 |
7,650.0 |
7,020.0 |
630.0 |
8.4% |
106.5 |
1.4% |
71% |
False |
False |
31,809 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
104.9 |
1.4% |
85% |
False |
False |
24,569 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
100.0 |
1.3% |
85% |
False |
False |
19,709 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
90.5 |
1.2% |
85% |
False |
False |
16,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,818.0 |
2.618 |
7,694.0 |
1.618 |
7,618.0 |
1.000 |
7,571.0 |
0.618 |
7,542.0 |
HIGH |
7,495.0 |
0.618 |
7,466.0 |
0.500 |
7,457.0 |
0.382 |
7,448.0 |
LOW |
7,419.0 |
0.618 |
7,372.0 |
1.000 |
7,343.0 |
1.618 |
7,296.0 |
2.618 |
7,220.0 |
4.250 |
7,096.0 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,465.7 |
7,459.8 |
PP |
7,461.3 |
7,449.7 |
S1 |
7,457.0 |
7,439.5 |
|