Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
10,020 |
10,055 |
35 |
0.3% |
10,085 |
High |
10,075 |
10,140 |
65 |
0.6% |
10,120 |
Low |
10,005 |
9,990 |
-15 |
-0.1% |
9,800 |
Close |
10,075 |
10,120 |
45 |
0.4% |
10,015 |
Range |
70 |
150 |
80 |
114.3% |
320 |
ATR |
169 |
168 |
-1 |
-0.8% |
0 |
Volume |
8,109 |
11,105 |
2,996 |
36.9% |
58,099 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,533 |
10,477 |
10,203 |
|
R3 |
10,383 |
10,327 |
10,161 |
|
R2 |
10,233 |
10,233 |
10,148 |
|
R1 |
10,177 |
10,177 |
10,134 |
10,205 |
PP |
10,083 |
10,083 |
10,083 |
10,098 |
S1 |
10,027 |
10,027 |
10,106 |
10,055 |
S2 |
9,933 |
9,933 |
10,093 |
|
S3 |
9,783 |
9,877 |
10,079 |
|
S4 |
9,633 |
9,727 |
10,038 |
|
|
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 |
10,140 |
9,465 |
675 |
6.7% |
208 |
2.1% |
97% |
True |
False |
8,590 |
10 |
10,255 |
9,465 |
790 |
7.8% |
204 |
2.0% |
83% |
False |
False |
10,424 |
20 |
10,255 |
9,465 |
790 |
7.8% |
167 |
1.7% |
83% |
False |
False |
9,326 |
40 |
10,255 |
9,315 |
940 |
9.3% |
154 |
1.5% |
86% |
False |
False |
7,561 |
60 |
10,255 |
9,315 |
940 |
9.3% |
113 |
1.1% |
86% |
False |
False |
5,046 |
80 |
10,255 |
9,315 |
940 |
9.3% |
85 |
0.8% |
86% |
False |
False |
3,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,778 |
2.618 |
10,533 |
1.618 |
10,383 |
1.000 |
10,290 |
0.618 |
10,233 |
HIGH |
10,140 |
0.618 |
10,083 |
0.500 |
10,065 |
0.382 |
10,047 |
LOW |
9,990 |
0.618 |
9,897 |
1.000 |
9,840 |
1.618 |
9,747 |
2.618 |
9,597 |
4.250 |
9,353 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,102 |
10,083 |
PP |
10,083 |
10,047 |
S1 |
10,065 |
10,010 |
|