Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
9,935 |
9,985 |
50 |
0.5% |
10,085 |
High |
10,035 |
10,035 |
0 |
0.0% |
10,120 |
Low |
9,930 |
9,465 |
-465 |
-4.7% |
9,800 |
Close |
10,015 |
9,865 |
-150 |
-1.5% |
10,015 |
Range |
105 |
570 |
465 |
442.9% |
320 |
ATR |
148 |
178 |
30 |
20.4% |
0 |
Volume |
7,682 |
7,292 |
-390 |
-5.1% |
58,099 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,498 |
11,252 |
10,179 |
|
R3 |
10,928 |
10,682 |
10,022 |
|
R2 |
10,358 |
10,358 |
9,970 |
|
R1 |
10,112 |
10,112 |
9,917 |
9,950 |
PP |
9,788 |
9,788 |
9,788 |
9,708 |
S1 |
9,542 |
9,542 |
9,813 |
9,380 |
S2 |
9,218 |
9,218 |
9,761 |
|
S3 |
8,648 |
8,972 |
9,708 |
|
S4 |
8,078 |
8,402 |
9,552 |
|
|
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 |
10,035 |
9,465 |
570 |
5.8% |
239 |
2.4% |
70% |
True |
True |
10,553 |
10 |
10,255 |
9,465 |
790 |
8.0% |
202 |
2.0% |
51% |
False |
True |
10,208 |
20 |
10,255 |
9,345 |
910 |
9.2% |
170 |
1.7% |
57% |
False |
False |
8,869 |
40 |
10,255 |
9,315 |
940 |
9.5% |
147 |
1.5% |
59% |
False |
False |
6,863 |
60 |
10,255 |
9,315 |
940 |
9.5% |
107 |
1.1% |
59% |
False |
False |
4,580 |
80 |
10,255 |
9,315 |
940 |
9.5% |
80 |
0.8% |
59% |
False |
False |
3,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,458 |
2.618 |
11,527 |
1.618 |
10,957 |
1.000 |
10,605 |
0.618 |
10,387 |
HIGH |
10,035 |
0.618 |
9,817 |
0.500 |
9,750 |
0.382 |
9,683 |
LOW |
9,465 |
0.618 |
9,113 |
1.000 |
8,895 |
1.618 |
8,543 |
2.618 |
7,973 |
4.250 |
7,043 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
9,827 |
9,827 |
PP |
9,788 |
9,788 |
S1 |
9,750 |
9,750 |
|