Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,220.0 |
7,217.0 |
-3.0 |
0.0% |
7,410.0 |
High |
7,290.0 |
7,274.0 |
-16.0 |
-0.2% |
7,416.5 |
Low |
7,176.0 |
7,157.0 |
-19.0 |
-0.3% |
7,014.5 |
Close |
7,197.5 |
7,254.0 |
56.5 |
0.8% |
7,254.0 |
Range |
114.0 |
117.0 |
3.0 |
2.6% |
402.0 |
ATR |
128.0 |
127.2 |
-0.8 |
-0.6% |
0.0 |
Volume |
145,656 |
139,626 |
-6,030 |
-4.1% |
820,196 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,579.3 |
7,533.7 |
7,318.4 |
|
R3 |
7,462.3 |
7,416.7 |
7,286.2 |
|
R2 |
7,345.3 |
7,345.3 |
7,275.5 |
|
R1 |
7,299.7 |
7,299.7 |
7,264.7 |
7,322.5 |
PP |
7,228.3 |
7,228.3 |
7,228.3 |
7,239.8 |
S1 |
7,182.7 |
7,182.7 |
7,243.3 |
7,205.5 |
S2 |
7,111.3 |
7,111.3 |
7,232.6 |
|
S3 |
6,994.3 |
7,065.7 |
7,221.8 |
|
S4 |
6,877.3 |
6,948.7 |
7,189.7 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,434.3 |
8,246.2 |
7,475.1 |
|
R3 |
8,032.3 |
7,844.2 |
7,364.6 |
|
R2 |
7,630.3 |
7,630.3 |
7,327.7 |
|
R1 |
7,442.2 |
7,442.2 |
7,290.9 |
7,335.3 |
PP |
7,228.3 |
7,228.3 |
7,228.3 |
7,174.9 |
S1 |
7,040.2 |
7,040.2 |
7,217.2 |
6,933.3 |
S2 |
6,826.3 |
6,826.3 |
7,180.3 |
|
S3 |
6,424.3 |
6,638.2 |
7,143.5 |
|
S4 |
6,022.3 |
6,236.2 |
7,032.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,416.5 |
7,014.5 |
402.0 |
5.5% |
156.5 |
2.2% |
60% |
False |
False |
164,039 |
10 |
7,547.0 |
7,014.5 |
532.5 |
7.3% |
122.1 |
1.7% |
45% |
False |
False |
142,643 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.3% |
123.3 |
1.7% |
45% |
False |
False |
142,452 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.3% |
118.0 |
1.6% |
45% |
False |
False |
74,351 |
60 |
7,650.0 |
7,014.5 |
635.5 |
8.8% |
114.0 |
1.6% |
38% |
False |
False |
49,735 |
80 |
7,650.0 |
6,765.5 |
884.5 |
12.2% |
104.7 |
1.4% |
55% |
False |
False |
37,357 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.0% |
106.6 |
1.5% |
66% |
False |
False |
30,473 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.0% |
96.5 |
1.3% |
66% |
False |
False |
25,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,771.3 |
2.618 |
7,580.3 |
1.618 |
7,463.3 |
1.000 |
7,391.0 |
0.618 |
7,346.3 |
HIGH |
7,274.0 |
0.618 |
7,229.3 |
0.500 |
7,215.5 |
0.382 |
7,201.7 |
LOW |
7,157.0 |
0.618 |
7,084.7 |
1.000 |
7,040.0 |
1.618 |
6,967.7 |
2.618 |
6,850.7 |
4.250 |
6,659.8 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,241.2 |
7,245.8 |
PP |
7,228.3 |
7,237.5 |
S1 |
7,215.5 |
7,229.3 |
|