Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,163.0 |
7,180.5 |
17.5 |
0.2% |
7,466.0 |
High |
7,225.0 |
7,301.5 |
76.5 |
1.1% |
7,547.0 |
Low |
7,014.5 |
7,167.5 |
153.0 |
2.2% |
7,411.0 |
Close |
7,160.5 |
7,243.5 |
83.0 |
1.2% |
7,447.5 |
Range |
210.5 |
134.0 |
-76.5 |
-36.3% |
136.0 |
ATR |
128.1 |
129.0 |
0.9 |
0.7% |
0.0 |
Volume |
215,371 |
154,304 |
-61,067 |
-28.4% |
491,279 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,639.5 |
7,575.5 |
7,317.2 |
|
R3 |
7,505.5 |
7,441.5 |
7,280.4 |
|
R2 |
7,371.5 |
7,371.5 |
7,268.1 |
|
R1 |
7,307.5 |
7,307.5 |
7,255.8 |
7,339.5 |
PP |
7,237.5 |
7,237.5 |
7,237.5 |
7,253.5 |
S1 |
7,173.5 |
7,173.5 |
7,231.2 |
7,205.5 |
S2 |
7,103.5 |
7,103.5 |
7,218.9 |
|
S3 |
6,969.5 |
7,039.5 |
7,206.7 |
|
S4 |
6,835.5 |
6,905.5 |
7,169.8 |
|
|
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 |
7,014.5 |
532.5 |
7.4% |
152.7 |
2.1% |
43% |
False |
False |
158,312 |
10 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
121.8 |
1.7% |
43% |
False |
False |
140,621 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
123.4 |
1.7% |
43% |
False |
False |
132,450 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
116.5 |
1.6% |
43% |
False |
False |
67,265 |
60 |
7,650.0 |
7,014.5 |
635.5 |
8.8% |
113.8 |
1.6% |
36% |
False |
False |
44,989 |
80 |
7,650.0 |
6,765.5 |
884.5 |
12.2% |
103.7 |
1.4% |
54% |
False |
False |
33,796 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
106.1 |
1.5% |
65% |
False |
False |
27,621 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
95.4 |
1.3% |
65% |
False |
False |
23,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,871.0 |
2.618 |
7,652.3 |
1.618 |
7,518.3 |
1.000 |
7,435.5 |
0.618 |
7,384.3 |
HIGH |
7,301.5 |
0.618 |
7,250.3 |
0.500 |
7,234.5 |
0.382 |
7,218.7 |
LOW |
7,167.5 |
0.618 |
7,084.7 |
1.000 |
7,033.5 |
1.618 |
6,950.7 |
2.618 |
6,816.7 |
4.250 |
6,598.0 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,240.5 |
7,234.2 |
PP |
7,237.5 |
7,224.8 |
S1 |
7,234.5 |
7,215.5 |
|