Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,359.0 |
7,288.0 |
-71.0 |
-1.0% |
7,207.5 |
High |
7,373.5 |
7,384.5 |
11.0 |
0.1% |
7,373.5 |
Low |
7,281.5 |
7,274.5 |
-7.0 |
-0.1% |
7,106.5 |
Close |
7,336.5 |
7,370.5 |
34.0 |
0.5% |
7,336.5 |
Range |
92.0 |
110.0 |
18.0 |
19.6% |
267.0 |
ATR |
127.3 |
126.0 |
-1.2 |
-1.0% |
0.0 |
Volume |
112,669 |
114,840 |
2,171 |
1.9% |
728,324 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,673.2 |
7,631.8 |
7,431.0 |
|
R3 |
7,563.2 |
7,521.8 |
7,400.8 |
|
R2 |
7,453.2 |
7,453.2 |
7,390.7 |
|
R1 |
7,411.8 |
7,411.8 |
7,380.6 |
7,432.5 |
PP |
7,343.2 |
7,343.2 |
7,343.2 |
7,353.5 |
S1 |
7,301.8 |
7,301.8 |
7,360.4 |
7,322.5 |
S2 |
7,233.2 |
7,233.2 |
7,350.3 |
|
S3 |
7,123.2 |
7,191.8 |
7,340.3 |
|
S4 |
7,013.2 |
7,081.8 |
7,310.0 |
|
|
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 |
7,384.5 |
7,151.0 |
233.5 |
3.2% |
119.0 |
1.6% |
94% |
True |
False |
139,709 |
10 |
7,384.5 |
7,014.5 |
370.0 |
5.0% |
127.7 |
1.7% |
96% |
True |
False |
149,812 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.2% |
117.8 |
1.6% |
67% |
False |
False |
139,642 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.2% |
117.8 |
1.6% |
67% |
False |
False |
95,133 |
60 |
7,650.0 |
7,014.5 |
635.5 |
8.6% |
117.1 |
1.6% |
56% |
False |
False |
63,746 |
80 |
7,650.0 |
7,014.5 |
635.5 |
8.6% |
106.6 |
1.4% |
56% |
False |
False |
47,875 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.8% |
108.1 |
1.5% |
76% |
False |
False |
38,899 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.8% |
99.7 |
1.4% |
76% |
False |
False |
32,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,852.0 |
2.618 |
7,672.5 |
1.618 |
7,562.5 |
1.000 |
7,494.5 |
0.618 |
7,452.5 |
HIGH |
7,384.5 |
0.618 |
7,342.5 |
0.500 |
7,329.5 |
0.382 |
7,316.5 |
LOW |
7,274.5 |
0.618 |
7,206.5 |
1.000 |
7,164.5 |
1.618 |
7,096.5 |
2.618 |
6,986.5 |
4.250 |
6,807.0 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,356.8 |
7,337.2 |
PP |
7,343.2 |
7,303.8 |
S1 |
7,329.5 |
7,270.5 |
|