Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,217.0 |
7,207.5 |
-9.5 |
-0.1% |
7,410.0 |
High |
7,274.0 |
7,212.5 |
-61.5 |
-0.8% |
7,416.5 |
Low |
7,157.0 |
7,106.5 |
-50.5 |
-0.7% |
7,014.5 |
Close |
7,254.0 |
7,143.5 |
-110.5 |
-1.5% |
7,254.0 |
Range |
117.0 |
106.0 |
-11.0 |
-9.4% |
402.0 |
ATR |
127.2 |
128.6 |
1.5 |
1.1% |
0.0 |
Volume |
139,626 |
144,616 |
4,990 |
3.6% |
820,196 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,472.2 |
7,413.8 |
7,201.8 |
|
R3 |
7,366.2 |
7,307.8 |
7,172.7 |
|
R2 |
7,260.2 |
7,260.2 |
7,162.9 |
|
R1 |
7,201.8 |
7,201.8 |
7,153.2 |
7,178.0 |
PP |
7,154.2 |
7,154.2 |
7,154.2 |
7,142.3 |
S1 |
7,095.8 |
7,095.8 |
7,133.8 |
7,072.0 |
S2 |
7,048.2 |
7,048.2 |
7,124.1 |
|
S3 |
6,942.2 |
6,989.8 |
7,114.4 |
|
S4 |
6,836.2 |
6,883.8 |
7,085.2 |
|
|
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 |
7,301.5 |
7,014.5 |
287.0 |
4.0% |
136.3 |
1.9% |
45% |
False |
False |
159,914 |
10 |
7,547.0 |
7,014.5 |
532.5 |
7.5% |
123.0 |
1.7% |
24% |
False |
False |
145,609 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.5% |
119.0 |
1.7% |
24% |
False |
False |
140,283 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.5% |
116.3 |
1.6% |
24% |
False |
False |
77,949 |
60 |
7,650.0 |
7,014.5 |
635.5 |
8.9% |
113.2 |
1.6% |
20% |
False |
False |
52,136 |
80 |
7,650.0 |
6,830.0 |
820.0 |
11.5% |
104.8 |
1.5% |
38% |
False |
False |
39,162 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
106.2 |
1.5% |
56% |
False |
False |
31,918 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
96.9 |
1.4% |
56% |
False |
False |
26,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,663.0 |
2.618 |
7,490.0 |
1.618 |
7,384.0 |
1.000 |
7,318.5 |
0.618 |
7,278.0 |
HIGH |
7,212.5 |
0.618 |
7,172.0 |
0.500 |
7,159.5 |
0.382 |
7,147.0 |
LOW |
7,106.5 |
0.618 |
7,041.0 |
1.000 |
7,000.5 |
1.618 |
6,935.0 |
2.618 |
6,829.0 |
4.250 |
6,656.0 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,159.5 |
7,198.3 |
PP |
7,154.2 |
7,180.0 |
S1 |
7,148.8 |
7,161.8 |
|