Trading Metrics calculated at close of trading on 08-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,505.0 |
7,524.5 |
19.5 |
0.3% |
7,466.0 |
High |
7,540.0 |
7,547.0 |
7.0 |
0.1% |
7,547.0 |
Low |
7,464.0 |
7,411.0 |
-53.0 |
-0.7% |
7,411.0 |
Close |
7,513.5 |
7,447.5 |
-66.0 |
-0.9% |
7,447.5 |
Range |
76.0 |
136.0 |
60.0 |
78.9% |
136.0 |
ATR |
111.1 |
112.8 |
1.8 |
1.6% |
0.0 |
Volume |
112,888 |
143,758 |
30,870 |
27.3% |
491,279 |
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,876.5 |
7,798.0 |
7,522.3 |
|
R3 |
7,740.5 |
7,662.0 |
7,484.9 |
|
R2 |
7,604.5 |
7,604.5 |
7,472.4 |
|
R1 |
7,526.0 |
7,526.0 |
7,460.0 |
7,497.3 |
PP |
7,468.5 |
7,468.5 |
7,468.5 |
7,454.1 |
S1 |
7,390.0 |
7,390.0 |
7,435.0 |
7,361.3 |
S2 |
7,332.5 |
7,332.5 |
7,422.6 |
|
S3 |
7,196.5 |
7,254.0 |
7,410.1 |
|
S4 |
7,060.5 |
7,118.0 |
7,372.7 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,876.5 |
7,798.0 |
7,522.3 |
|
R3 |
7,740.5 |
7,662.0 |
7,484.9 |
|
R2 |
7,604.5 |
7,604.5 |
7,472.4 |
|
R1 |
7,526.0 |
7,526.0 |
7,460.0 |
7,497.3 |
PP |
7,468.5 |
7,468.5 |
7,468.5 |
7,454.1 |
S1 |
7,390.0 |
7,390.0 |
7,435.0 |
7,361.3 |
S2 |
7,332.5 |
7,332.5 |
7,422.6 |
|
S3 |
7,196.5 |
7,254.0 |
7,410.1 |
|
S4 |
7,060.5 |
7,118.0 |
7,372.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,547.0 |
7,380.0 |
167.0 |
2.2% |
87.7 |
1.2% |
40% |
True |
False |
121,247 |
10 |
7,547.0 |
7,098.0 |
449.0 |
6.0% |
104.9 |
1.4% |
78% |
True |
False |
130,764 |
20 |
7,547.0 |
7,042.5 |
504.5 |
6.8% |
111.7 |
1.5% |
80% |
True |
False |
106,459 |
40 |
7,547.0 |
7,020.0 |
527.0 |
7.1% |
112.2 |
1.5% |
81% |
True |
False |
53,946 |
60 |
7,650.0 |
7,020.0 |
630.0 |
8.5% |
107.8 |
1.4% |
68% |
False |
False |
36,081 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
103.6 |
1.4% |
83% |
False |
False |
27,633 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
101.8 |
1.4% |
83% |
False |
False |
22,275 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
92.1 |
1.2% |
83% |
False |
False |
18,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,125.0 |
2.618 |
7,903.0 |
1.618 |
7,767.0 |
1.000 |
7,683.0 |
0.618 |
7,631.0 |
HIGH |
7,547.0 |
0.618 |
7,495.0 |
0.500 |
7,479.0 |
0.382 |
7,463.0 |
LOW |
7,411.0 |
0.618 |
7,327.0 |
1.000 |
7,275.0 |
1.618 |
7,191.0 |
2.618 |
7,055.0 |
4.250 |
6,833.0 |
|
|
Fisher Pivots for day following 08-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,479.0 |
7,479.0 |
PP |
7,468.5 |
7,468.5 |
S1 |
7,458.0 |
7,458.0 |
|