Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,260.5 |
7,359.0 |
98.5 |
1.4% |
7,207.5 |
High |
7,344.5 |
7,373.5 |
29.0 |
0.4% |
7,373.5 |
Low |
7,156.5 |
7,281.5 |
125.0 |
1.7% |
7,106.5 |
Close |
7,331.5 |
7,336.5 |
5.0 |
0.1% |
7,336.5 |
Range |
188.0 |
92.0 |
-96.0 |
-51.1% |
267.0 |
ATR |
130.0 |
127.3 |
-2.7 |
-2.1% |
0.0 |
Volume |
192,512 |
112,669 |
-79,843 |
-41.5% |
728,324 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,606.5 |
7,563.5 |
7,387.1 |
|
R3 |
7,514.5 |
7,471.5 |
7,361.8 |
|
R2 |
7,422.5 |
7,422.5 |
7,353.4 |
|
R1 |
7,379.5 |
7,379.5 |
7,344.9 |
7,355.0 |
PP |
7,330.5 |
7,330.5 |
7,330.5 |
7,318.3 |
S1 |
7,287.5 |
7,287.5 |
7,328.1 |
7,263.0 |
S2 |
7,238.5 |
7,238.5 |
7,319.6 |
|
S3 |
7,146.5 |
7,195.5 |
7,311.2 |
|
S4 |
7,054.5 |
7,103.5 |
7,285.9 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,073.2 |
7,971.8 |
7,483.4 |
|
R3 |
7,806.2 |
7,704.8 |
7,409.9 |
|
R2 |
7,539.2 |
7,539.2 |
7,385.5 |
|
R1 |
7,437.8 |
7,437.8 |
7,361.0 |
7,488.5 |
PP |
7,272.2 |
7,272.2 |
7,272.2 |
7,297.5 |
S1 |
7,170.8 |
7,170.8 |
7,312.0 |
7,221.5 |
S2 |
7,005.2 |
7,005.2 |
7,287.6 |
|
S3 |
6,738.2 |
6,903.8 |
7,263.1 |
|
S4 |
6,471.2 |
6,636.8 |
7,189.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,373.5 |
7,106.5 |
267.0 |
3.6% |
118.2 |
1.6% |
86% |
True |
False |
145,664 |
10 |
7,416.5 |
7,014.5 |
402.0 |
5.5% |
137.4 |
1.9% |
80% |
False |
False |
154,852 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.3% |
121.1 |
1.7% |
60% |
False |
False |
142,808 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.3% |
117.3 |
1.6% |
60% |
False |
False |
92,349 |
60 |
7,650.0 |
7,014.5 |
635.5 |
8.7% |
116.2 |
1.6% |
51% |
False |
False |
61,834 |
80 |
7,650.0 |
7,014.5 |
635.5 |
8.7% |
106.2 |
1.4% |
51% |
False |
False |
46,442 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
107.0 |
1.5% |
73% |
False |
False |
37,752 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
98.9 |
1.3% |
73% |
False |
False |
31,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,764.5 |
2.618 |
7,614.4 |
1.618 |
7,522.4 |
1.000 |
7,465.5 |
0.618 |
7,430.4 |
HIGH |
7,373.5 |
0.618 |
7,338.4 |
0.500 |
7,327.5 |
0.382 |
7,316.6 |
LOW |
7,281.5 |
0.618 |
7,224.6 |
1.000 |
7,189.5 |
1.618 |
7,132.6 |
2.618 |
7,040.6 |
4.250 |
6,890.5 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,333.5 |
7,312.7 |
PP |
7,330.5 |
7,288.8 |
S1 |
7,327.5 |
7,265.0 |
|