Trading Metrics calculated at close of trading on 02-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
7,260.0 |
6,957.0 |
-303.0 |
-4.2% |
7,288.0 |
High |
7,299.0 |
6,972.5 |
-326.5 |
-4.5% |
7,399.0 |
Low |
6,860.0 |
6,714.5 |
-145.5 |
-2.1% |
7,078.5 |
Close |
6,975.5 |
6,716.0 |
-259.5 |
-3.7% |
7,145.0 |
Range |
439.0 |
258.0 |
-181.0 |
-41.2% |
320.5 |
ATR |
149.2 |
157.2 |
8.0 |
5.4% |
0.0 |
Volume |
215,239 |
224,110 |
8,871 |
4.1% |
685,405 |
|
Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,575.0 |
7,403.5 |
6,857.9 |
|
R3 |
7,317.0 |
7,145.5 |
6,787.0 |
|
R2 |
7,059.0 |
7,059.0 |
6,763.3 |
|
R1 |
6,887.5 |
6,887.5 |
6,739.7 |
6,844.3 |
PP |
6,801.0 |
6,801.0 |
6,801.0 |
6,779.4 |
S1 |
6,629.5 |
6,629.5 |
6,692.4 |
6,586.3 |
S2 |
6,543.0 |
6,543.0 |
6,668.7 |
|
S3 |
6,285.0 |
6,371.5 |
6,645.1 |
|
S4 |
6,027.0 |
6,113.5 |
6,574.1 |
|
|
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 |
7,362.0 |
6,714.5 |
647.5 |
9.6% |
215.9 |
3.2% |
0% |
False |
True |
177,412 |
10 |
7,399.0 |
6,714.5 |
684.5 |
10.2% |
165.1 |
2.5% |
0% |
False |
True |
156,948 |
20 |
7,547.0 |
6,714.5 |
832.5 |
12.4% |
146.6 |
2.2% |
0% |
False |
True |
152,723 |
40 |
7,547.0 |
6,714.5 |
832.5 |
12.4% |
130.1 |
1.9% |
0% |
False |
True |
120,166 |
60 |
7,604.0 |
6,714.5 |
889.5 |
13.2% |
124.8 |
1.9% |
0% |
False |
True |
80,530 |
80 |
7,650.0 |
6,714.5 |
935.5 |
13.9% |
116.3 |
1.7% |
0% |
False |
True |
60,483 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
17.3% |
113.0 |
1.7% |
20% |
False |
False |
48,966 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
17.3% |
107.7 |
1.6% |
20% |
False |
False |
40,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,069.0 |
2.618 |
7,647.9 |
1.618 |
7,389.9 |
1.000 |
7,230.5 |
0.618 |
7,131.9 |
HIGH |
6,972.5 |
0.618 |
6,873.9 |
0.500 |
6,843.5 |
0.382 |
6,813.1 |
LOW |
6,714.5 |
0.618 |
6,555.1 |
1.000 |
6,456.5 |
1.618 |
6,297.1 |
2.618 |
6,039.1 |
4.250 |
5,618.0 |
|
|
Fisher Pivots for day following 02-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
6,843.5 |
7,006.8 |
PP |
6,801.0 |
6,909.8 |
S1 |
6,758.5 |
6,812.9 |
|