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 |
7,490.5 |
7,505.0 |
14.5 |
0.2% |
7,119.0 |
High |
7,495.0 |
7,540.0 |
45.0 |
0.6% |
7,477.0 |
Low |
7,419.0 |
7,464.0 |
45.0 |
0.6% |
7,098.0 |
Close |
7,470.0 |
7,513.5 |
43.5 |
0.6% |
7,469.0 |
Range |
76.0 |
76.0 |
0.0 |
0.0% |
379.0 |
ATR |
113.8 |
111.1 |
-2.7 |
-2.4% |
0.0 |
Volume |
124,550 |
112,888 |
-11,662 |
-9.4% |
638,206 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,733.8 |
7,699.7 |
7,555.3 |
|
R3 |
7,657.8 |
7,623.7 |
7,534.4 |
|
R2 |
7,581.8 |
7,581.8 |
7,527.4 |
|
R1 |
7,547.7 |
7,547.7 |
7,520.5 |
7,564.8 |
PP |
7,505.8 |
7,505.8 |
7,505.8 |
7,514.4 |
S1 |
7,471.7 |
7,471.7 |
7,506.5 |
7,488.8 |
S2 |
7,429.8 |
7,429.8 |
7,499.6 |
|
S3 |
7,353.8 |
7,395.7 |
7,492.6 |
|
S4 |
7,277.8 |
7,319.7 |
7,471.7 |
|
|
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 |
7,540.0 |
7,309.0 |
231.0 |
3.1% |
81.8 |
1.1% |
89% |
True |
False |
115,211 |
10 |
7,540.0 |
7,098.0 |
442.0 |
5.9% |
104.6 |
1.4% |
94% |
True |
False |
131,544 |
20 |
7,540.0 |
7,042.5 |
497.5 |
6.6% |
112.4 |
1.5% |
95% |
True |
False |
99,385 |
40 |
7,540.0 |
7,020.0 |
520.0 |
6.9% |
111.9 |
1.5% |
95% |
True |
False |
50,359 |
60 |
7,650.0 |
7,020.0 |
630.0 |
8.4% |
106.7 |
1.4% |
78% |
False |
False |
33,688 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.5% |
104.8 |
1.4% |
88% |
False |
False |
25,966 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.5% |
100.5 |
1.3% |
88% |
False |
False |
20,837 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.5% |
90.9 |
1.2% |
88% |
False |
False |
17,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,863.0 |
2.618 |
7,739.0 |
1.618 |
7,663.0 |
1.000 |
7,616.0 |
0.618 |
7,587.0 |
HIGH |
7,540.0 |
0.618 |
7,511.0 |
0.500 |
7,502.0 |
0.382 |
7,493.0 |
LOW |
7,464.0 |
0.618 |
7,417.0 |
1.000 |
7,388.0 |
1.618 |
7,341.0 |
2.618 |
7,265.0 |
4.250 |
7,141.0 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,509.7 |
7,502.2 |
PP |
7,505.8 |
7,490.8 |
S1 |
7,502.0 |
7,479.5 |
|