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 |
9,915 |
9,820 |
-95 |
-1.0% |
10,000 |
High |
9,985 |
10,035 |
50 |
0.5% |
10,255 |
Low |
9,800 |
9,820 |
20 |
0.2% |
9,965 |
Close |
9,835 |
9,950 |
115 |
1.2% |
10,070 |
Range |
185 |
215 |
30 |
16.2% |
290 |
ATR |
149 |
153 |
5 |
3.2% |
0 |
Volume |
17,904 |
10,837 |
-7,067 |
-39.5% |
36,689 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,580 |
10,480 |
10,068 |
|
R3 |
10,365 |
10,265 |
10,009 |
|
R2 |
10,150 |
10,150 |
9,990 |
|
R1 |
10,050 |
10,050 |
9,970 |
10,100 |
PP |
9,935 |
9,935 |
9,935 |
9,960 |
S1 |
9,835 |
9,835 |
9,930 |
9,885 |
S2 |
9,720 |
9,720 |
9,911 |
|
S3 |
9,505 |
9,620 |
9,891 |
|
S4 |
9,290 |
9,405 |
9,832 |
|
|
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 |
9,800 |
455 |
4.6% |
209 |
2.1% |
33% |
False |
False |
11,976 |
10 |
10,255 |
9,755 |
500 |
5.0% |
164 |
1.6% |
39% |
False |
False |
10,414 |
20 |
10,255 |
9,315 |
940 |
9.4% |
156 |
1.6% |
68% |
False |
False |
8,780 |
40 |
10,255 |
9,315 |
940 |
9.4% |
128 |
1.3% |
68% |
False |
False |
6,266 |
60 |
10,255 |
9,315 |
940 |
9.4% |
94 |
0.9% |
68% |
False |
False |
4,179 |
80 |
10,255 |
9,315 |
940 |
9.4% |
70 |
0.7% |
68% |
False |
False |
3,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,949 |
2.618 |
10,598 |
1.618 |
10,383 |
1.000 |
10,250 |
0.618 |
10,168 |
HIGH |
10,035 |
0.618 |
9,953 |
0.500 |
9,928 |
0.382 |
9,902 |
LOW |
9,820 |
0.618 |
9,687 |
1.000 |
9,605 |
1.618 |
9,472 |
2.618 |
9,257 |
4.250 |
8,906 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
9,943 |
9,960 |
PP |
9,935 |
9,957 |
S1 |
9,928 |
9,953 |
|