Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
9,875 |
10,000 |
125 |
1.3% |
9,625 |
High |
10,020 |
10,030 |
10 |
0.1% |
10,020 |
Low |
9,855 |
9,965 |
110 |
1.1% |
9,585 |
Close |
10,000 |
10,015 |
15 |
0.2% |
10,000 |
Range |
165 |
65 |
-100 |
-60.6% |
435 |
ATR |
135 |
130 |
-5 |
-3.7% |
0 |
Volume |
6,440 |
8,828 |
2,388 |
37.1% |
37,173 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,198 |
10,172 |
10,051 |
|
R3 |
10,133 |
10,107 |
10,033 |
|
R2 |
10,068 |
10,068 |
10,027 |
|
R1 |
10,042 |
10,042 |
10,021 |
10,055 |
PP |
10,003 |
10,003 |
10,003 |
10,010 |
S1 |
9,977 |
9,977 |
10,009 |
9,990 |
S2 |
9,938 |
9,938 |
10,003 |
|
S3 |
9,873 |
9,912 |
9,997 |
|
S4 |
9,808 |
9,847 |
9,979 |
|
|
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 |
10,030 |
9,645 |
385 |
3.8% |
127 |
1.3% |
96% |
True |
False |
7,828 |
10 |
10,030 |
9,395 |
635 |
6.3% |
136 |
1.4% |
98% |
True |
False |
8,072 |
20 |
10,030 |
9,315 |
715 |
7.1% |
146 |
1.5% |
98% |
True |
False |
8,138 |
40 |
10,030 |
9,315 |
715 |
7.1% |
104 |
1.0% |
98% |
True |
False |
4,537 |
60 |
10,030 |
9,315 |
715 |
7.1% |
74 |
0.7% |
98% |
True |
False |
3,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,306 |
2.618 |
10,200 |
1.618 |
10,135 |
1.000 |
10,095 |
0.618 |
10,070 |
HIGH |
10,030 |
0.618 |
10,005 |
0.500 |
9,998 |
0.382 |
9,990 |
LOW |
9,965 |
0.618 |
9,925 |
1.000 |
9,900 |
1.618 |
9,860 |
2.618 |
9,795 |
4.250 |
9,689 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,009 |
9,983 |
PP |
10,003 |
9,950 |
S1 |
9,998 |
9,918 |
|