Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,212 |
12,345 |
133 |
1.1% |
11,882 |
High |
12,363 |
12,534 |
171 |
1.4% |
12,534 |
Low |
12,198 |
12,330 |
132 |
1.1% |
11,818 |
Close |
12,345 |
12,514 |
169 |
1.4% |
12,514 |
Range |
165 |
204 |
39 |
23.6% |
716 |
ATR |
161 |
164 |
3 |
1.9% |
0 |
Volume |
107,760 |
121,985 |
14,225 |
13.2% |
563,605 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,071 |
12,997 |
12,626 |
|
R3 |
12,867 |
12,793 |
12,570 |
|
R2 |
12,663 |
12,663 |
12,552 |
|
R1 |
12,589 |
12,589 |
12,533 |
12,626 |
PP |
12,459 |
12,459 |
12,459 |
12,478 |
S1 |
12,385 |
12,385 |
12,495 |
12,422 |
S2 |
12,255 |
12,255 |
12,477 |
|
S3 |
12,051 |
12,181 |
12,458 |
|
S4 |
11,847 |
11,977 |
12,402 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,437 |
14,191 |
12,908 |
|
R3 |
13,721 |
13,475 |
12,711 |
|
R2 |
13,005 |
13,005 |
12,645 |
|
R1 |
12,759 |
12,759 |
12,580 |
12,882 |
PP |
12,289 |
12,289 |
12,289 |
12,350 |
S1 |
12,043 |
12,043 |
12,448 |
12,166 |
S2 |
11,573 |
11,573 |
12,383 |
|
S3 |
10,857 |
11,327 |
12,317 |
|
S4 |
10,141 |
10,611 |
12,120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,534 |
11,818 |
716 |
5.7% |
178 |
1.4% |
97% |
True |
False |
112,721 |
10 |
12,534 |
11,803 |
731 |
5.8% |
177 |
1.4% |
97% |
True |
False |
115,770 |
20 |
12,534 |
11,767 |
767 |
6.1% |
160 |
1.3% |
97% |
True |
False |
101,747 |
40 |
12,667 |
11,767 |
900 |
7.2% |
155 |
1.2% |
83% |
False |
False |
50,973 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
149 |
1.2% |
72% |
False |
False |
34,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,401 |
2.618 |
13,068 |
1.618 |
12,864 |
1.000 |
12,738 |
0.618 |
12,660 |
HIGH |
12,534 |
0.618 |
12,456 |
0.500 |
12,432 |
0.382 |
12,408 |
LOW |
12,330 |
0.618 |
12,204 |
1.000 |
12,126 |
1.618 |
12,000 |
2.618 |
11,796 |
4.250 |
11,463 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,487 |
12,450 |
PP |
12,459 |
12,385 |
S1 |
12,432 |
12,321 |
|