Trading Metrics calculated at close of trading on 01-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,875 |
9,880 |
5 |
0.1% |
10,075 |
High |
9,930 |
10,050 |
120 |
1.2% |
10,155 |
Low |
9,765 |
9,750 |
-15 |
-0.2% |
9,765 |
Close |
9,830 |
9,825 |
-5 |
-0.1% |
9,830 |
Range |
165 |
300 |
135 |
81.8% |
390 |
ATR |
152 |
162 |
11 |
7.0% |
0 |
Volume |
8,953 |
13,651 |
4,698 |
52.5% |
36,881 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,775 |
10,600 |
9,990 |
|
R3 |
10,475 |
10,300 |
9,908 |
|
R2 |
10,175 |
10,175 |
9,880 |
|
R1 |
10,000 |
10,000 |
9,853 |
9,938 |
PP |
9,875 |
9,875 |
9,875 |
9,844 |
S1 |
9,700 |
9,700 |
9,798 |
9,638 |
S2 |
9,575 |
9,575 |
9,770 |
|
S3 |
9,275 |
9,400 |
9,743 |
|
S4 |
8,975 |
9,100 |
9,660 |
|
|
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 |
9,750 |
405 |
4.1% |
167 |
1.7% |
19% |
False |
True |
9,139 |
10 |
10,190 |
9,750 |
440 |
4.5% |
139 |
1.4% |
17% |
False |
True |
8,771 |
20 |
10,255 |
9,465 |
790 |
8.0% |
170 |
1.7% |
46% |
False |
False |
9,489 |
40 |
10,255 |
9,315 |
940 |
9.6% |
160 |
1.6% |
54% |
False |
False |
8,990 |
60 |
10,255 |
9,315 |
940 |
9.6% |
125 |
1.3% |
54% |
False |
False |
6,041 |
80 |
10,255 |
9,315 |
940 |
9.6% |
97 |
1.0% |
54% |
False |
False |
4,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,325 |
2.618 |
10,836 |
1.618 |
10,536 |
1.000 |
10,350 |
0.618 |
10,236 |
HIGH |
10,050 |
0.618 |
9,936 |
0.500 |
9,900 |
0.382 |
9,865 |
LOW |
9,750 |
0.618 |
9,565 |
1.000 |
9,450 |
1.618 |
9,265 |
2.618 |
8,965 |
4.250 |
8,475 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,900 |
9,900 |
PP |
9,875 |
9,875 |
S1 |
9,850 |
9,850 |
|