Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
10,125 |
10,075 |
-50 |
-0.5% |
9,985 |
High |
10,190 |
10,150 |
-40 |
-0.4% |
10,190 |
Low |
10,100 |
10,055 |
-45 |
-0.4% |
9,465 |
Close |
10,150 |
10,090 |
-60 |
-0.6% |
10,150 |
Range |
90 |
95 |
5 |
5.6% |
725 |
ATR |
162 |
157 |
-5 |
-3.0% |
0 |
Volume |
9,205 |
4,834 |
-4,371 |
-47.5% |
44,476 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,383 |
10,332 |
10,142 |
|
R3 |
10,288 |
10,237 |
10,116 |
|
R2 |
10,193 |
10,193 |
10,108 |
|
R1 |
10,142 |
10,142 |
10,099 |
10,168 |
PP |
10,098 |
10,098 |
10,098 |
10,111 |
S1 |
10,047 |
10,047 |
10,081 |
10,073 |
S2 |
10,003 |
10,003 |
10,073 |
|
S3 |
9,908 |
9,952 |
10,064 |
|
S4 |
9,813 |
9,857 |
10,038 |
|
|
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 |
9,880 |
310 |
3.1% |
110 |
1.1% |
68% |
False |
False |
8,403 |
10 |
10,190 |
9,465 |
725 |
7.2% |
175 |
1.7% |
86% |
False |
False |
9,478 |
20 |
10,255 |
9,465 |
790 |
7.8% |
162 |
1.6% |
79% |
False |
False |
9,063 |
40 |
10,255 |
9,315 |
940 |
9.3% |
156 |
1.5% |
82% |
False |
False |
7,911 |
60 |
10,255 |
9,315 |
940 |
9.3% |
114 |
1.1% |
82% |
False |
False |
5,280 |
80 |
10,255 |
9,315 |
940 |
9.3% |
87 |
0.9% |
82% |
False |
False |
3,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,554 |
2.618 |
10,399 |
1.618 |
10,304 |
1.000 |
10,245 |
0.618 |
10,209 |
HIGH |
10,150 |
0.618 |
10,114 |
0.500 |
10,103 |
0.382 |
10,091 |
LOW |
10,055 |
0.618 |
9,996 |
1.000 |
9,960 |
1.618 |
9,901 |
2.618 |
9,806 |
4.250 |
9,651 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,103 |
10,090 |
PP |
10,098 |
10,090 |
S1 |
10,094 |
10,090 |
|