Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,207.5 |
7,154.0 |
-53.5 |
-0.7% |
7,410.0 |
High |
7,212.5 |
7,256.5 |
44.0 |
0.6% |
7,416.5 |
Low |
7,106.5 |
7,151.0 |
44.5 |
0.6% |
7,014.5 |
Close |
7,143.5 |
7,208.0 |
64.5 |
0.9% |
7,254.0 |
Range |
106.0 |
105.5 |
-0.5 |
-0.5% |
402.0 |
ATR |
128.6 |
127.5 |
-1.1 |
-0.9% |
0.0 |
Volume |
144,616 |
138,981 |
-5,635 |
-3.9% |
820,196 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,521.7 |
7,470.3 |
7,266.0 |
|
R3 |
7,416.2 |
7,364.8 |
7,237.0 |
|
R2 |
7,310.7 |
7,310.7 |
7,227.3 |
|
R1 |
7,259.3 |
7,259.3 |
7,217.7 |
7,285.0 |
PP |
7,205.2 |
7,205.2 |
7,205.2 |
7,218.0 |
S1 |
7,153.8 |
7,153.8 |
7,198.3 |
7,179.5 |
S2 |
7,099.7 |
7,099.7 |
7,188.7 |
|
S3 |
6,994.2 |
7,048.3 |
7,179.0 |
|
S4 |
6,888.7 |
6,942.8 |
7,150.0 |
|
|
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 |
7,106.5 |
195.0 |
2.7% |
115.3 |
1.6% |
52% |
False |
False |
144,636 |
10 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
128.2 |
1.8% |
36% |
False |
False |
148,498 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
118.9 |
1.6% |
36% |
False |
False |
140,667 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.4% |
116.2 |
1.6% |
36% |
False |
False |
81,402 |
60 |
7,650.0 |
7,014.5 |
635.5 |
8.8% |
114.4 |
1.6% |
30% |
False |
False |
54,433 |
80 |
7,650.0 |
6,919.5 |
730.5 |
10.1% |
104.0 |
1.4% |
39% |
False |
False |
40,891 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
107.0 |
1.5% |
62% |
False |
False |
33,307 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
97.6 |
1.4% |
62% |
False |
False |
27,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,704.9 |
2.618 |
7,532.7 |
1.618 |
7,427.2 |
1.000 |
7,362.0 |
0.618 |
7,321.7 |
HIGH |
7,256.5 |
0.618 |
7,216.2 |
0.500 |
7,203.8 |
0.382 |
7,191.3 |
LOW |
7,151.0 |
0.618 |
7,085.8 |
1.000 |
7,045.5 |
1.618 |
6,980.3 |
2.618 |
6,874.8 |
4.250 |
6,702.6 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,206.6 |
7,202.1 |
PP |
7,205.2 |
7,196.2 |
S1 |
7,203.8 |
7,190.3 |
|