Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
10,080 |
10,080 |
0 |
0.0% |
9,985 |
High |
10,155 |
10,085 |
-70 |
-0.7% |
10,190 |
Low |
10,065 |
9,920 |
-145 |
-1.4% |
9,465 |
Close |
10,070 |
9,930 |
-140 |
-1.4% |
10,150 |
Range |
90 |
165 |
75 |
83.3% |
725 |
ATR |
152 |
153 |
1 |
0.6% |
0 |
Volume |
5,912 |
8,306 |
2,394 |
40.5% |
44,476 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,473 |
10,367 |
10,021 |
|
R3 |
10,308 |
10,202 |
9,976 |
|
R2 |
10,143 |
10,143 |
9,960 |
|
R1 |
10,037 |
10,037 |
9,945 |
10,008 |
PP |
9,978 |
9,978 |
9,978 |
9,964 |
S1 |
9,872 |
9,872 |
9,915 |
9,843 |
S2 |
9,813 |
9,813 |
9,900 |
|
S3 |
9,648 |
9,707 |
9,885 |
|
S4 |
9,483 |
9,542 |
9,839 |
|
|
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 |
9,920 |
270 |
2.7% |
118 |
1.2% |
4% |
False |
True |
7,872 |
10 |
10,190 |
9,465 |
725 |
7.3% |
160 |
1.6% |
64% |
False |
False |
8,026 |
20 |
10,255 |
9,465 |
790 |
8.0% |
162 |
1.6% |
59% |
False |
False |
9,220 |
40 |
10,255 |
9,315 |
940 |
9.5% |
155 |
1.6% |
65% |
False |
False |
8,263 |
60 |
10,255 |
9,315 |
940 |
9.5% |
116 |
1.2% |
65% |
False |
False |
5,516 |
80 |
10,255 |
9,315 |
940 |
9.5% |
90 |
0.9% |
65% |
False |
False |
4,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,786 |
2.618 |
10,517 |
1.618 |
10,352 |
1.000 |
10,250 |
0.618 |
10,187 |
HIGH |
10,085 |
0.618 |
10,022 |
0.500 |
10,003 |
0.382 |
9,983 |
LOW |
9,920 |
0.618 |
9,818 |
1.000 |
9,755 |
1.618 |
9,653 |
2.618 |
9,488 |
4.250 |
9,219 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
10,003 |
10,038 |
PP |
9,978 |
10,002 |
S1 |
9,954 |
9,966 |
|