Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
9,940 |
9,935 |
-5 |
-0.1% |
10,085 |
High |
10,010 |
10,035 |
25 |
0.2% |
10,120 |
Low |
9,890 |
9,930 |
40 |
0.4% |
9,800 |
Close |
9,940 |
10,015 |
75 |
0.8% |
10,015 |
Range |
120 |
105 |
-15 |
-12.5% |
320 |
ATR |
151 |
148 |
-3 |
-2.2% |
0 |
Volume |
9,051 |
7,682 |
-1,369 |
-15.1% |
58,099 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,308 |
10,267 |
10,073 |
|
R3 |
10,203 |
10,162 |
10,044 |
|
R2 |
10,098 |
10,098 |
10,034 |
|
R1 |
10,057 |
10,057 |
10,025 |
10,078 |
PP |
9,993 |
9,993 |
9,993 |
10,004 |
S1 |
9,952 |
9,952 |
10,006 |
9,973 |
S2 |
9,888 |
9,888 |
9,996 |
|
S3 |
9,783 |
9,847 |
9,986 |
|
S4 |
9,678 |
9,742 |
9,957 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,938 |
10,797 |
10,191 |
|
R3 |
10,618 |
10,477 |
10,103 |
|
R2 |
10,298 |
10,298 |
10,074 |
|
R1 |
10,157 |
10,157 |
10,044 |
10,068 |
PP |
9,978 |
9,978 |
9,978 |
9,934 |
S1 |
9,837 |
9,837 |
9,986 |
9,748 |
S2 |
9,658 |
9,658 |
9,956 |
|
S3 |
9,338 |
9,517 |
9,927 |
|
S4 |
9,018 |
9,197 |
9,839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,120 |
9,800 |
320 |
3.2% |
173 |
1.7% |
67% |
False |
False |
11,619 |
10 |
10,255 |
9,800 |
455 |
4.5% |
161 |
1.6% |
47% |
False |
False |
10,122 |
20 |
10,255 |
9,315 |
940 |
9.4% |
149 |
1.5% |
74% |
False |
False |
8,859 |
40 |
10,255 |
9,315 |
940 |
9.4% |
132 |
1.3% |
74% |
False |
False |
6,682 |
60 |
10,255 |
9,315 |
940 |
9.4% |
97 |
1.0% |
74% |
False |
False |
4,458 |
80 |
10,255 |
9,315 |
940 |
9.4% |
73 |
0.7% |
74% |
False |
False |
3,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,481 |
2.618 |
10,310 |
1.618 |
10,205 |
1.000 |
10,140 |
0.618 |
10,100 |
HIGH |
10,035 |
0.618 |
9,995 |
0.500 |
9,983 |
0.382 |
9,970 |
LOW |
9,930 |
0.618 |
9,865 |
1.000 |
9,825 |
1.618 |
9,760 |
2.618 |
9,655 |
4.250 |
9,484 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,004 |
9,986 |
PP |
9,993 |
9,957 |
S1 |
9,983 |
9,928 |
|