Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,255.0 |
7,260.5 |
5.5 |
0.1% |
7,410.0 |
High |
7,282.0 |
7,344.5 |
62.5 |
0.9% |
7,416.5 |
Low |
7,182.5 |
7,156.5 |
-26.0 |
-0.4% |
7,014.5 |
Close |
7,238.0 |
7,331.5 |
93.5 |
1.3% |
7,254.0 |
Range |
99.5 |
188.0 |
88.5 |
88.9% |
402.0 |
ATR |
125.5 |
130.0 |
4.5 |
3.6% |
0.0 |
Volume |
139,546 |
192,512 |
52,966 |
38.0% |
820,196 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,841.5 |
7,774.5 |
7,434.9 |
|
R3 |
7,653.5 |
7,586.5 |
7,383.2 |
|
R2 |
7,465.5 |
7,465.5 |
7,366.0 |
|
R1 |
7,398.5 |
7,398.5 |
7,348.7 |
7,432.0 |
PP |
7,277.5 |
7,277.5 |
7,277.5 |
7,294.3 |
S1 |
7,210.5 |
7,210.5 |
7,314.3 |
7,244.0 |
S2 |
7,089.5 |
7,089.5 |
7,297.0 |
|
S3 |
6,901.5 |
7,022.5 |
7,279.8 |
|
S4 |
6,713.5 |
6,834.5 |
7,228.1 |
|
|
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 |
7,344.5 |
7,106.5 |
238.0 |
3.2% |
123.2 |
1.7% |
95% |
True |
False |
151,056 |
10 |
7,547.0 |
7,014.5 |
532.5 |
7.3% |
141.8 |
1.9% |
60% |
False |
False |
157,960 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.3% |
123.2 |
1.7% |
60% |
False |
False |
144,752 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.3% |
118.1 |
1.6% |
60% |
False |
False |
89,597 |
60 |
7,650.0 |
7,014.5 |
635.5 |
8.7% |
115.9 |
1.6% |
50% |
False |
False |
59,958 |
80 |
7,650.0 |
6,919.5 |
730.5 |
10.0% |
106.1 |
1.4% |
56% |
False |
False |
45,035 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
107.9 |
1.5% |
73% |
False |
False |
36,626 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
98.8 |
1.3% |
73% |
False |
False |
30,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,143.5 |
2.618 |
7,836.7 |
1.618 |
7,648.7 |
1.000 |
7,532.5 |
0.618 |
7,460.7 |
HIGH |
7,344.5 |
0.618 |
7,272.7 |
0.500 |
7,250.5 |
0.382 |
7,228.3 |
LOW |
7,156.5 |
0.618 |
7,040.3 |
1.000 |
6,968.5 |
1.618 |
6,852.3 |
2.618 |
6,664.3 |
4.250 |
6,357.5 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,304.5 |
7,303.6 |
PP |
7,277.5 |
7,275.7 |
S1 |
7,250.5 |
7,247.8 |
|