Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
9,995 |
10,080 |
85 |
0.9% |
9,625 |
High |
10,100 |
10,220 |
120 |
1.2% |
10,020 |
Low |
9,990 |
10,050 |
60 |
0.6% |
9,585 |
Close |
10,070 |
10,220 |
150 |
1.5% |
10,000 |
Range |
110 |
170 |
60 |
54.5% |
435 |
ATR |
128 |
131 |
3 |
2.3% |
0 |
Volume |
9,345 |
7,640 |
-1,705 |
-18.2% |
37,173 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,673 |
10,617 |
10,314 |
|
R3 |
10,503 |
10,447 |
10,267 |
|
R2 |
10,333 |
10,333 |
10,251 |
|
R1 |
10,277 |
10,277 |
10,236 |
10,305 |
PP |
10,163 |
10,163 |
10,163 |
10,178 |
S1 |
10,107 |
10,107 |
10,205 |
10,135 |
S2 |
9,993 |
9,993 |
10,189 |
|
S3 |
9,823 |
9,937 |
10,173 |
|
S4 |
9,653 |
9,767 |
10,127 |
|
|
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 |
10,220 |
9,805 |
415 |
4.1% |
129 |
1.3% |
100% |
True |
False |
8,363 |
10 |
10,220 |
9,505 |
715 |
7.0% |
131 |
1.3% |
100% |
True |
False |
8,228 |
20 |
10,220 |
9,315 |
905 |
8.9% |
146 |
1.4% |
100% |
True |
False |
7,837 |
40 |
10,220 |
9,315 |
905 |
8.9% |
111 |
1.1% |
100% |
True |
False |
4,961 |
60 |
10,220 |
9,315 |
905 |
8.9% |
79 |
0.8% |
100% |
True |
False |
3,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,943 |
2.618 |
10,665 |
1.618 |
10,495 |
1.000 |
10,390 |
0.618 |
10,325 |
HIGH |
10,220 |
0.618 |
10,155 |
0.500 |
10,135 |
0.382 |
10,115 |
LOW |
10,050 |
0.618 |
9,945 |
1.000 |
9,880 |
1.618 |
9,775 |
2.618 |
9,605 |
4.250 |
9,328 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,192 |
10,178 |
PP |
10,163 |
10,135 |
S1 |
10,135 |
10,093 |
|