Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
10,075 |
10,080 |
5 |
0.0% |
9,985 |
High |
10,150 |
10,155 |
5 |
0.0% |
10,190 |
Low |
10,055 |
10,065 |
10 |
0.1% |
9,465 |
Close |
10,090 |
10,070 |
-20 |
-0.2% |
10,150 |
Range |
95 |
90 |
-5 |
-5.3% |
725 |
ATR |
157 |
152 |
-5 |
-3.1% |
0 |
Volume |
4,834 |
5,912 |
1,078 |
22.3% |
44,476 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,367 |
10,308 |
10,120 |
|
R3 |
10,277 |
10,218 |
10,095 |
|
R2 |
10,187 |
10,187 |
10,087 |
|
R1 |
10,128 |
10,128 |
10,078 |
10,113 |
PP |
10,097 |
10,097 |
10,097 |
10,089 |
S1 |
10,038 |
10,038 |
10,062 |
10,023 |
S2 |
10,007 |
10,007 |
10,054 |
|
S3 |
9,917 |
9,948 |
10,045 |
|
S4 |
9,827 |
9,858 |
10,021 |
|
|
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 |
9,990 |
200 |
2.0% |
99 |
1.0% |
40% |
False |
False |
7,833 |
10 |
10,190 |
9,465 |
725 |
7.2% |
165 |
1.6% |
83% |
False |
False |
8,279 |
20 |
10,255 |
9,465 |
790 |
7.8% |
161 |
1.6% |
77% |
False |
False |
9,016 |
40 |
10,255 |
9,315 |
940 |
9.3% |
157 |
1.6% |
80% |
False |
False |
8,059 |
60 |
10,255 |
9,315 |
940 |
9.3% |
113 |
1.1% |
80% |
False |
False |
5,378 |
80 |
10,255 |
9,315 |
940 |
9.3% |
88 |
0.9% |
80% |
False |
False |
4,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,538 |
2.618 |
10,391 |
1.618 |
10,301 |
1.000 |
10,245 |
0.618 |
10,211 |
HIGH |
10,155 |
0.618 |
10,121 |
0.500 |
10,110 |
0.382 |
10,100 |
LOW |
10,065 |
0.618 |
10,010 |
1.000 |
9,975 |
1.618 |
9,920 |
2.618 |
9,830 |
4.250 |
9,683 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,110 |
10,123 |
PP |
10,097 |
10,105 |
S1 |
10,083 |
10,088 |
|