Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
9,900 |
9,875 |
-25 |
-0.3% |
10,075 |
High |
9,980 |
9,930 |
-50 |
-0.5% |
10,155 |
Low |
9,865 |
9,765 |
-100 |
-1.0% |
9,765 |
Close |
9,870 |
9,830 |
-40 |
-0.4% |
9,830 |
Range |
115 |
165 |
50 |
43.5% |
390 |
ATR |
151 |
152 |
1 |
0.7% |
0 |
Volume |
8,876 |
8,953 |
77 |
0.9% |
36,881 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,337 |
10,248 |
9,921 |
|
R3 |
10,172 |
10,083 |
9,876 |
|
R2 |
10,007 |
10,007 |
9,860 |
|
R1 |
9,918 |
9,918 |
9,845 |
9,880 |
PP |
9,842 |
9,842 |
9,842 |
9,823 |
S1 |
9,753 |
9,753 |
9,815 |
9,715 |
S2 |
9,677 |
9,677 |
9,800 |
|
S3 |
9,512 |
9,588 |
9,785 |
|
S4 |
9,347 |
9,423 |
9,739 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,087 |
10,848 |
10,045 |
|
R3 |
10,697 |
10,458 |
9,937 |
|
R2 |
10,307 |
10,307 |
9,902 |
|
R1 |
10,068 |
10,068 |
9,866 |
9,993 |
PP |
9,917 |
9,917 |
9,917 |
9,879 |
S1 |
9,678 |
9,678 |
9,794 |
9,603 |
S2 |
9,527 |
9,527 |
9,759 |
|
S3 |
9,137 |
9,288 |
9,723 |
|
S4 |
8,747 |
8,898 |
9,616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,155 |
9,765 |
390 |
4.0% |
126 |
1.3% |
17% |
False |
True |
7,376 |
10 |
10,190 |
9,465 |
725 |
7.4% |
166 |
1.7% |
50% |
False |
False |
8,135 |
20 |
10,255 |
9,465 |
790 |
8.0% |
163 |
1.7% |
46% |
False |
False |
9,129 |
40 |
10,255 |
9,315 |
940 |
9.6% |
157 |
1.6% |
55% |
False |
False |
8,690 |
60 |
10,255 |
9,315 |
940 |
9.6% |
121 |
1.2% |
55% |
False |
False |
5,813 |
80 |
10,255 |
9,315 |
940 |
9.6% |
94 |
1.0% |
55% |
False |
False |
4,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,631 |
2.618 |
10,362 |
1.618 |
10,197 |
1.000 |
10,095 |
0.618 |
10,032 |
HIGH |
9,930 |
0.618 |
9,867 |
0.500 |
9,848 |
0.382 |
9,828 |
LOW |
9,765 |
0.618 |
9,663 |
1.000 |
9,600 |
1.618 |
9,498 |
2.618 |
9,333 |
4.250 |
9,064 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
9,848 |
9,925 |
PP |
9,842 |
9,893 |
S1 |
9,836 |
9,862 |
|