Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
9,865 |
9,875 |
10 |
0.1% |
9,625 |
High |
9,940 |
10,020 |
80 |
0.8% |
10,020 |
Low |
9,805 |
9,855 |
50 |
0.5% |
9,585 |
Close |
9,900 |
10,000 |
100 |
1.0% |
10,000 |
Range |
135 |
165 |
30 |
22.2% |
435 |
ATR |
132 |
135 |
2 |
1.8% |
0 |
Volume |
9,566 |
6,440 |
-3,126 |
-32.7% |
37,173 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,453 |
10,392 |
10,091 |
|
R3 |
10,288 |
10,227 |
10,046 |
|
R2 |
10,123 |
10,123 |
10,030 |
|
R1 |
10,062 |
10,062 |
10,015 |
10,093 |
PP |
9,958 |
9,958 |
9,958 |
9,974 |
S1 |
9,897 |
9,897 |
9,985 |
9,928 |
S2 |
9,793 |
9,793 |
9,970 |
|
S3 |
9,628 |
9,732 |
9,955 |
|
S4 |
9,463 |
9,567 |
9,909 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,173 |
11,022 |
10,239 |
|
R3 |
10,738 |
10,587 |
10,120 |
|
R2 |
10,303 |
10,303 |
10,080 |
|
R1 |
10,152 |
10,152 |
10,040 |
10,228 |
PP |
9,868 |
9,868 |
9,868 |
9,906 |
S1 |
9,717 |
9,717 |
9,960 |
9,793 |
S2 |
9,433 |
9,433 |
9,920 |
|
S3 |
8,998 |
9,282 |
9,881 |
|
S4 |
8,563 |
8,847 |
9,761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,020 |
9,585 |
435 |
4.4% |
135 |
1.4% |
95% |
True |
False |
7,434 |
10 |
10,020 |
9,345 |
675 |
6.8% |
139 |
1.4% |
97% |
True |
False |
7,530 |
20 |
10,020 |
9,315 |
705 |
7.1% |
150 |
1.5% |
97% |
True |
False |
8,492 |
40 |
10,020 |
9,315 |
705 |
7.1% |
102 |
1.0% |
97% |
True |
False |
4,316 |
60 |
10,020 |
9,315 |
705 |
7.1% |
73 |
0.7% |
97% |
True |
False |
2,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,721 |
2.618 |
10,452 |
1.618 |
10,287 |
1.000 |
10,185 |
0.618 |
10,122 |
HIGH |
10,020 |
0.618 |
9,957 |
0.500 |
9,938 |
0.382 |
9,918 |
LOW |
9,855 |
0.618 |
9,753 |
1.000 |
9,690 |
1.618 |
9,588 |
2.618 |
9,423 |
4.250 |
9,154 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
9,979 |
9,963 |
PP |
9,958 |
9,925 |
S1 |
9,938 |
9,888 |
|