Trading Metrics calculated at close of trading on 08-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
10,080 |
10,250 |
170 |
1.7% |
10,000 |
High |
10,220 |
10,255 |
35 |
0.3% |
10,255 |
Low |
10,050 |
10,020 |
-30 |
-0.3% |
9,965 |
Close |
10,220 |
10,070 |
-150 |
-1.5% |
10,070 |
Range |
170 |
235 |
65 |
38.2% |
290 |
ATR |
131 |
139 |
7 |
5.7% |
0 |
Volume |
7,640 |
10,876 |
3,236 |
42.4% |
36,689 |
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,820 |
10,680 |
10,199 |
|
R3 |
10,585 |
10,445 |
10,135 |
|
R2 |
10,350 |
10,350 |
10,113 |
|
R1 |
10,210 |
10,210 |
10,092 |
10,163 |
PP |
10,115 |
10,115 |
10,115 |
10,091 |
S1 |
9,975 |
9,975 |
10,049 |
9,928 |
S2 |
9,880 |
9,880 |
10,027 |
|
S3 |
9,645 |
9,740 |
10,006 |
|
S4 |
9,410 |
9,505 |
9,941 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,967 |
10,808 |
10,230 |
|
R3 |
10,677 |
10,518 |
10,150 |
|
R2 |
10,387 |
10,387 |
10,123 |
|
R1 |
10,228 |
10,228 |
10,097 |
10,308 |
PP |
10,097 |
10,097 |
10,097 |
10,136 |
S1 |
9,938 |
9,938 |
10,044 |
10,018 |
S2 |
9,807 |
9,807 |
10,017 |
|
S3 |
9,517 |
9,648 |
9,990 |
|
S4 |
9,227 |
9,358 |
9,911 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,255 |
9,855 |
400 |
4.0% |
149 |
1.5% |
54% |
True |
False |
8,625 |
10 |
10,255 |
9,585 |
670 |
6.7% |
140 |
1.4% |
72% |
True |
False |
8,425 |
20 |
10,255 |
9,315 |
940 |
9.3% |
149 |
1.5% |
80% |
True |
False |
7,704 |
40 |
10,255 |
9,315 |
940 |
9.3% |
117 |
1.2% |
80% |
True |
False |
5,232 |
60 |
10,255 |
9,315 |
940 |
9.3% |
83 |
0.8% |
80% |
True |
False |
3,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,254 |
2.618 |
10,870 |
1.618 |
10,635 |
1.000 |
10,490 |
0.618 |
10,400 |
HIGH |
10,255 |
0.618 |
10,165 |
0.500 |
10,138 |
0.382 |
10,110 |
LOW |
10,020 |
0.618 |
9,875 |
1.000 |
9,785 |
1.618 |
9,640 |
2.618 |
9,405 |
4.250 |
9,021 |
|
|
Fisher Pivots for day following 08-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,138 |
10,123 |
PP |
10,115 |
10,105 |
S1 |
10,093 |
10,088 |
|