Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,318.00 |
1,310.75 |
-7.25 |
-0.6% |
1,334.50 |
High |
1,323.25 |
1,327.75 |
4.50 |
0.3% |
1,354.50 |
Low |
1,295.25 |
1,307.25 |
12.00 |
0.9% |
1,326.50 |
Close |
1,310.75 |
1,312.25 |
1.50 |
0.1% |
1,341.75 |
Range |
28.00 |
20.50 |
-7.50 |
-26.8% |
28.00 |
ATR |
19.96 |
20.00 |
0.04 |
0.2% |
0.00 |
Volume |
2,888,474 |
2,315,093 |
-573,381 |
-19.9% |
7,701,777 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.25 |
1,365.25 |
1,323.50 |
|
R3 |
1,356.75 |
1,344.75 |
1,318.00 |
|
R2 |
1,336.25 |
1,336.25 |
1,316.00 |
|
R1 |
1,324.25 |
1,324.25 |
1,314.25 |
1,330.25 |
PP |
1,315.75 |
1,315.75 |
1,315.75 |
1,318.75 |
S1 |
1,303.75 |
1,303.75 |
1,310.25 |
1,309.75 |
S2 |
1,295.25 |
1,295.25 |
1,308.50 |
|
S3 |
1,274.75 |
1,283.25 |
1,306.50 |
|
S4 |
1,254.25 |
1,262.75 |
1,301.00 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.00 |
1,411.25 |
1,357.25 |
|
R3 |
1,397.00 |
1,383.25 |
1,349.50 |
|
R2 |
1,369.00 |
1,369.00 |
1,347.00 |
|
R1 |
1,355.25 |
1,355.25 |
1,344.25 |
1,362.00 |
PP |
1,341.00 |
1,341.00 |
1,341.00 |
1,344.25 |
S1 |
1,327.25 |
1,327.25 |
1,339.25 |
1,334.00 |
S2 |
1,313.00 |
1,313.00 |
1,336.50 |
|
S3 |
1,285.00 |
1,299.25 |
1,334.00 |
|
S4 |
1,257.00 |
1,271.25 |
1,326.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,354.50 |
1,295.25 |
59.25 |
4.5% |
23.75 |
1.8% |
29% |
False |
False |
2,312,263 |
10 |
1,354.50 |
1,291.50 |
63.00 |
4.8% |
19.50 |
1.5% |
33% |
False |
False |
2,164,247 |
20 |
1,354.50 |
1,252.25 |
102.25 |
7.8% |
20.50 |
1.6% |
59% |
False |
False |
2,270,397 |
40 |
1,354.50 |
1,252.25 |
102.25 |
7.8% |
18.50 |
1.4% |
59% |
False |
False |
1,365,571 |
60 |
1,367.50 |
1,252.25 |
115.25 |
8.8% |
17.75 |
1.4% |
52% |
False |
False |
910,973 |
80 |
1,367.50 |
1,252.25 |
115.25 |
8.8% |
16.50 |
1.3% |
52% |
False |
False |
683,534 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
17.75 |
1.4% |
58% |
False |
False |
546,849 |
120 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
16.75 |
1.3% |
58% |
False |
False |
455,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.00 |
2.618 |
1,381.50 |
1.618 |
1,361.00 |
1.000 |
1,348.25 |
0.618 |
1,340.50 |
HIGH |
1,327.75 |
0.618 |
1,320.00 |
0.500 |
1,317.50 |
0.382 |
1,315.00 |
LOW |
1,307.25 |
0.618 |
1,294.50 |
1.000 |
1,286.75 |
1.618 |
1,274.00 |
2.618 |
1,253.50 |
4.250 |
1,220.00 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,317.50 |
1,317.50 |
PP |
1,315.75 |
1,315.75 |
S1 |
1,314.00 |
1,314.00 |
|