Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,524.5 |
7,410.0 |
-114.5 |
-1.5% |
7,466.0 |
High |
7,547.0 |
7,416.5 |
-130.5 |
-1.7% |
7,547.0 |
Low |
7,411.0 |
7,209.5 |
-201.5 |
-2.7% |
7,411.0 |
Close |
7,447.5 |
7,225.0 |
-222.5 |
-3.0% |
7,447.5 |
Range |
136.0 |
207.0 |
71.0 |
52.2% |
136.0 |
ATR |
112.8 |
121.8 |
8.9 |
7.9% |
0.0 |
Volume |
143,758 |
165,239 |
21,481 |
14.9% |
491,279 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,904.7 |
7,771.8 |
7,338.9 |
|
R3 |
7,697.7 |
7,564.8 |
7,281.9 |
|
R2 |
7,490.7 |
7,490.7 |
7,263.0 |
|
R1 |
7,357.8 |
7,357.8 |
7,244.0 |
7,320.8 |
PP |
7,283.7 |
7,283.7 |
7,283.7 |
7,265.1 |
S1 |
7,150.8 |
7,150.8 |
7,206.0 |
7,113.8 |
S2 |
7,076.7 |
7,076.7 |
7,187.1 |
|
S3 |
6,869.7 |
6,943.8 |
7,168.1 |
|
S4 |
6,662.7 |
6,736.8 |
7,111.2 |
|
|
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 |
7,209.5 |
337.5 |
4.7% |
109.7 |
1.5% |
5% |
False |
True |
131,303 |
10 |
7,547.0 |
7,098.0 |
449.0 |
6.2% |
107.9 |
1.5% |
28% |
False |
False |
129,472 |
20 |
7,547.0 |
7,042.5 |
504.5 |
7.0% |
115.4 |
1.6% |
36% |
False |
False |
114,587 |
40 |
7,547.0 |
7,020.0 |
527.0 |
7.3% |
113.5 |
1.6% |
39% |
False |
False |
58,063 |
60 |
7,650.0 |
7,020.0 |
630.0 |
8.7% |
110.1 |
1.5% |
33% |
False |
False |
38,833 |
80 |
7,650.0 |
6,606.0 |
1,044.0 |
14.4% |
102.5 |
1.4% |
59% |
False |
False |
29,506 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
103.5 |
1.4% |
63% |
False |
False |
23,927 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
92.9 |
1.3% |
63% |
False |
False |
19,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,296.3 |
2.618 |
7,958.4 |
1.618 |
7,751.4 |
1.000 |
7,623.5 |
0.618 |
7,544.4 |
HIGH |
7,416.5 |
0.618 |
7,337.4 |
0.500 |
7,313.0 |
0.382 |
7,288.6 |
LOW |
7,209.5 |
0.618 |
7,081.6 |
1.000 |
7,002.5 |
1.618 |
6,874.6 |
2.618 |
6,667.6 |
4.250 |
6,329.8 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,313.0 |
7,378.3 |
PP |
7,283.7 |
7,327.2 |
S1 |
7,254.3 |
7,276.1 |
|