Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
9,890 |
10,020 |
130 |
1.3% |
10,085 |
High |
10,025 |
10,075 |
50 |
0.5% |
10,120 |
Low |
9,880 |
10,005 |
125 |
1.3% |
9,800 |
Close |
10,010 |
10,075 |
65 |
0.6% |
10,015 |
Range |
145 |
70 |
-75 |
-51.7% |
320 |
ATR |
177 |
169 |
-8 |
-4.3% |
0 |
Volume |
8,765 |
8,109 |
-656 |
-7.5% |
58,099 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,262 |
10,238 |
10,114 |
|
R3 |
10,192 |
10,168 |
10,094 |
|
R2 |
10,122 |
10,122 |
10,088 |
|
R1 |
10,098 |
10,098 |
10,082 |
10,110 |
PP |
10,052 |
10,052 |
10,052 |
10,058 |
S1 |
10,028 |
10,028 |
10,069 |
10,040 |
S2 |
9,982 |
9,982 |
10,062 |
|
S3 |
9,912 |
9,958 |
10,056 |
|
S4 |
9,842 |
9,888 |
10,037 |
|
|
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 |
10,075 |
9,465 |
610 |
6.1% |
202 |
2.0% |
100% |
True |
False |
8,179 |
10 |
10,255 |
9,465 |
790 |
7.8% |
206 |
2.0% |
77% |
False |
False |
10,078 |
20 |
10,255 |
9,465 |
790 |
7.8% |
168 |
1.7% |
77% |
False |
False |
9,143 |
40 |
10,255 |
9,315 |
940 |
9.3% |
151 |
1.5% |
81% |
False |
False |
7,285 |
60 |
10,255 |
9,315 |
940 |
9.3% |
110 |
1.1% |
81% |
False |
False |
4,861 |
80 |
10,255 |
9,315 |
940 |
9.3% |
83 |
0.8% |
81% |
False |
False |
3,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,373 |
2.618 |
10,258 |
1.618 |
10,188 |
1.000 |
10,145 |
0.618 |
10,118 |
HIGH |
10,075 |
0.618 |
10,048 |
0.500 |
10,040 |
0.382 |
10,032 |
LOW |
10,005 |
0.618 |
9,962 |
1.000 |
9,935 |
1.618 |
9,892 |
2.618 |
9,822 |
4.250 |
9,708 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,063 |
9,973 |
PP |
10,052 |
9,872 |
S1 |
10,040 |
9,770 |
|