Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
10,080 |
9,900 |
-180 |
-1.8% |
9,985 |
High |
10,085 |
9,980 |
-105 |
-1.0% |
10,190 |
Low |
9,920 |
9,865 |
-55 |
-0.6% |
9,465 |
Close |
9,930 |
9,870 |
-60 |
-0.6% |
10,150 |
Range |
165 |
115 |
-50 |
-30.3% |
725 |
ATR |
153 |
151 |
-3 |
-1.8% |
0 |
Volume |
8,306 |
8,876 |
570 |
6.9% |
44,476 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,250 |
10,175 |
9,933 |
|
R3 |
10,135 |
10,060 |
9,902 |
|
R2 |
10,020 |
10,020 |
9,891 |
|
R1 |
9,945 |
9,945 |
9,881 |
9,925 |
PP |
9,905 |
9,905 |
9,905 |
9,895 |
S1 |
9,830 |
9,830 |
9,860 |
9,810 |
S2 |
9,790 |
9,790 |
9,849 |
|
S3 |
9,675 |
9,715 |
9,839 |
|
S4 |
9,560 |
9,600 |
9,807 |
|
|
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 |
9,865 |
325 |
3.3% |
111 |
1.1% |
2% |
False |
True |
7,426 |
10 |
10,190 |
9,465 |
725 |
7.3% |
160 |
1.6% |
56% |
False |
False |
8,008 |
20 |
10,255 |
9,465 |
790 |
8.0% |
162 |
1.6% |
51% |
False |
False |
9,159 |
40 |
10,255 |
9,315 |
940 |
9.5% |
154 |
1.6% |
59% |
False |
False |
8,477 |
60 |
10,255 |
9,315 |
940 |
9.5% |
118 |
1.2% |
59% |
False |
False |
5,664 |
80 |
10,255 |
9,315 |
940 |
9.5% |
92 |
0.9% |
59% |
False |
False |
4,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,469 |
2.618 |
10,281 |
1.618 |
10,166 |
1.000 |
10,095 |
0.618 |
10,051 |
HIGH |
9,980 |
0.618 |
9,936 |
0.500 |
9,923 |
0.382 |
9,909 |
LOW |
9,865 |
0.618 |
9,794 |
1.000 |
9,750 |
1.618 |
9,679 |
2.618 |
9,564 |
4.250 |
9,376 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
9,923 |
10,010 |
PP |
9,905 |
9,963 |
S1 |
9,888 |
9,917 |
|