Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,201.0 |
7,090.5 |
-110.5 |
-1.5% |
7,288.0 |
High |
7,221.0 |
7,206.5 |
-14.5 |
-0.2% |
7,399.0 |
Low |
7,125.5 |
7,078.5 |
-47.0 |
-0.7% |
7,078.5 |
Close |
7,144.0 |
7,145.0 |
1.0 |
0.0% |
7,145.0 |
Range |
95.5 |
128.0 |
32.5 |
34.0% |
320.5 |
ATR |
126.8 |
126.9 |
0.1 |
0.1% |
0.0 |
Volume |
158,861 |
145,910 |
-12,951 |
-8.2% |
685,405 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,527.3 |
7,464.2 |
7,215.4 |
|
R3 |
7,399.3 |
7,336.2 |
7,180.2 |
|
R2 |
7,271.3 |
7,271.3 |
7,168.5 |
|
R1 |
7,208.2 |
7,208.2 |
7,156.7 |
7,239.8 |
PP |
7,143.3 |
7,143.3 |
7,143.3 |
7,159.1 |
S1 |
7,080.2 |
7,080.2 |
7,133.3 |
7,111.8 |
S2 |
7,015.3 |
7,015.3 |
7,121.5 |
|
S3 |
6,887.3 |
6,952.2 |
7,109.8 |
|
S4 |
6,759.3 |
6,824.2 |
7,074.6 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,169.0 |
7,977.5 |
7,321.3 |
|
R3 |
7,848.5 |
7,657.0 |
7,233.1 |
|
R2 |
7,528.0 |
7,528.0 |
7,203.8 |
|
R1 |
7,336.5 |
7,336.5 |
7,174.4 |
7,272.0 |
PP |
7,207.5 |
7,207.5 |
7,207.5 |
7,175.3 |
S1 |
7,016.0 |
7,016.0 |
7,115.6 |
6,951.5 |
S2 |
6,887.0 |
6,887.0 |
7,086.2 |
|
S3 |
6,566.5 |
6,695.5 |
7,056.9 |
|
S4 |
6,246.0 |
6,375.0 |
6,968.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,399.0 |
7,078.5 |
320.5 |
4.5% |
114.8 |
1.6% |
21% |
False |
True |
137,081 |
10 |
7,399.0 |
7,078.5 |
320.5 |
4.5% |
116.5 |
1.6% |
21% |
False |
True |
141,372 |
20 |
7,547.0 |
7,014.5 |
532.5 |
7.5% |
119.3 |
1.7% |
25% |
False |
False |
142,008 |
40 |
7,547.0 |
7,014.5 |
532.5 |
7.5% |
117.7 |
1.6% |
25% |
False |
False |
109,202 |
60 |
7,604.0 |
7,014.5 |
589.5 |
8.3% |
117.1 |
1.6% |
22% |
False |
False |
73,217 |
80 |
7,650.0 |
7,014.5 |
635.5 |
8.9% |
109.4 |
1.5% |
21% |
False |
False |
54,995 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
107.9 |
1.5% |
57% |
False |
False |
44,595 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.3% |
102.6 |
1.4% |
57% |
False |
False |
37,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,750.5 |
2.618 |
7,541.6 |
1.618 |
7,413.6 |
1.000 |
7,334.5 |
0.618 |
7,285.6 |
HIGH |
7,206.5 |
0.618 |
7,157.6 |
0.500 |
7,142.5 |
0.382 |
7,127.4 |
LOW |
7,078.5 |
0.618 |
6,999.4 |
1.000 |
6,950.5 |
1.618 |
6,871.4 |
2.618 |
6,743.4 |
4.250 |
6,534.5 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
7,144.2 |
7,220.3 |
PP |
7,143.3 |
7,195.2 |
S1 |
7,142.5 |
7,170.1 |
|