Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,180.5 |
7,220.0 |
39.5 |
0.6% |
7,466.0 |
High |
7,301.5 |
7,290.0 |
-11.5 |
-0.2% |
7,547.0 |
Low |
7,167.5 |
7,176.0 |
8.5 |
0.1% |
7,411.0 |
Close |
7,243.5 |
7,197.5 |
-46.0 |
-0.6% |
7,447.5 |
Range |
134.0 |
114.0 |
-20.0 |
-14.9% |
136.0 |
ATR |
129.0 |
128.0 |
-1.1 |
-0.8% |
0.0 |
Volume |
154,304 |
145,656 |
-8,648 |
-5.6% |
491,279 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,563.2 |
7,494.3 |
7,260.2 |
|
R3 |
7,449.2 |
7,380.3 |
7,228.9 |
|
R2 |
7,335.2 |
7,335.2 |
7,218.4 |
|
R1 |
7,266.3 |
7,266.3 |
7,208.0 |
7,243.8 |
PP |
7,221.2 |
7,221.2 |
7,221.2 |
7,209.9 |
S1 |
7,152.3 |
7,152.3 |
7,187.1 |
7,129.8 |
S2 |
7,107.2 |
7,107.2 |
7,176.6 |
|
S3 |
6,993.2 |
7,038.3 |
7,166.2 |
|
S4 |
6,879.2 |
6,924.3 |
7,134.8 |
|
|
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% |
160.3 |
2.2% |
34% |
False |
False |
164,865 |
10 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
121.1 |
1.7% |
34% |
False |
False |
140,038 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
122.5 |
1.7% |
34% |
False |
False |
138,069 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
117.6 |
1.6% |
34% |
False |
False |
70,889 |
60 |
7,650.0 |
7,014.5 |
635.5 |
8.8% |
112.9 |
1.6% |
29% |
False |
False |
47,410 |
80 |
7,650.0 |
6,765.5 |
884.5 |
12.3% |
104.0 |
1.4% |
49% |
False |
False |
35,612 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
106.1 |
1.5% |
61% |
False |
False |
29,078 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
95.8 |
1.3% |
61% |
False |
False |
24,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,774.5 |
2.618 |
7,588.5 |
1.618 |
7,474.5 |
1.000 |
7,404.0 |
0.618 |
7,360.5 |
HIGH |
7,290.0 |
0.618 |
7,246.5 |
0.500 |
7,233.0 |
0.382 |
7,219.5 |
LOW |
7,176.0 |
0.618 |
7,105.5 |
1.000 |
7,062.0 |
1.618 |
6,991.5 |
2.618 |
6,877.5 |
4.250 |
6,691.5 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,233.0 |
7,184.3 |
PP |
7,221.2 |
7,171.2 |
S1 |
7,209.3 |
7,158.0 |
|