Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
10,055 |
10,125 |
70 |
0.7% |
9,985 |
High |
10,140 |
10,190 |
50 |
0.5% |
10,190 |
Low |
9,990 |
10,100 |
110 |
1.1% |
9,465 |
Close |
10,120 |
10,150 |
30 |
0.3% |
10,150 |
Range |
150 |
90 |
-60 |
-40.0% |
725 |
ATR |
168 |
162 |
-6 |
-3.3% |
0 |
Volume |
11,105 |
9,205 |
-1,900 |
-17.1% |
44,476 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,417 |
10,373 |
10,200 |
|
R3 |
10,327 |
10,283 |
10,175 |
|
R2 |
10,237 |
10,237 |
10,167 |
|
R1 |
10,193 |
10,193 |
10,158 |
10,215 |
PP |
10,147 |
10,147 |
10,147 |
10,158 |
S1 |
10,103 |
10,103 |
10,142 |
10,125 |
S2 |
10,057 |
10,057 |
10,134 |
|
S3 |
9,967 |
10,013 |
10,125 |
|
S4 |
9,877 |
9,923 |
10,101 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,110 |
11,855 |
10,549 |
|
R3 |
11,385 |
11,130 |
10,350 |
|
R2 |
10,660 |
10,660 |
10,283 |
|
R1 |
10,405 |
10,405 |
10,217 |
10,533 |
PP |
9,935 |
9,935 |
9,935 |
9,999 |
S1 |
9,680 |
9,680 |
10,084 |
9,808 |
S2 |
9,210 |
9,210 |
10,017 |
|
S3 |
8,485 |
8,955 |
9,951 |
|
S4 |
7,760 |
8,230 |
9,751 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,190 |
9,465 |
725 |
7.1% |
205 |
2.0% |
94% |
True |
False |
8,895 |
10 |
10,190 |
9,465 |
725 |
7.1% |
189 |
1.9% |
94% |
True |
False |
10,257 |
20 |
10,255 |
9,465 |
790 |
7.8% |
165 |
1.6% |
87% |
False |
False |
9,341 |
40 |
10,255 |
9,315 |
940 |
9.3% |
155 |
1.5% |
89% |
False |
False |
7,791 |
60 |
10,255 |
9,315 |
940 |
9.3% |
114 |
1.1% |
89% |
False |
False |
5,199 |
80 |
10,255 |
9,315 |
940 |
9.3% |
86 |
0.8% |
89% |
False |
False |
3,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,573 |
2.618 |
10,426 |
1.618 |
10,336 |
1.000 |
10,280 |
0.618 |
10,246 |
HIGH |
10,190 |
0.618 |
10,156 |
0.500 |
10,145 |
0.382 |
10,135 |
LOW |
10,100 |
0.618 |
10,045 |
1.000 |
10,010 |
1.618 |
9,955 |
2.618 |
9,865 |
4.250 |
9,718 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,148 |
10,130 |
PP |
10,147 |
10,110 |
S1 |
10,145 |
10,090 |
|