Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,345 |
12,515 |
170 |
1.4% |
11,882 |
High |
12,534 |
12,559 |
25 |
0.2% |
12,534 |
Low |
12,330 |
12,476 |
146 |
1.2% |
11,818 |
Close |
12,514 |
12,533 |
19 |
0.2% |
12,514 |
Range |
204 |
83 |
-121 |
-59.3% |
716 |
ATR |
164 |
158 |
-6 |
-3.5% |
0 |
Volume |
121,985 |
121,985 |
0 |
0.0% |
563,605 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,772 |
12,735 |
12,579 |
|
R3 |
12,689 |
12,652 |
12,556 |
|
R2 |
12,606 |
12,606 |
12,548 |
|
R1 |
12,569 |
12,569 |
12,541 |
12,588 |
PP |
12,523 |
12,523 |
12,523 |
12,532 |
S1 |
12,486 |
12,486 |
12,526 |
12,505 |
S2 |
12,440 |
12,440 |
12,518 |
|
S3 |
12,357 |
12,403 |
12,510 |
|
S4 |
12,274 |
12,320 |
12,487 |
|
|
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 |
12,559 |
11,954 |
605 |
4.8% |
152 |
1.2% |
96% |
True |
False |
116,198 |
10 |
12,559 |
11,803 |
756 |
6.0% |
167 |
1.3% |
97% |
True |
False |
118,052 |
20 |
12,559 |
11,767 |
792 |
6.3% |
160 |
1.3% |
97% |
True |
False |
107,825 |
40 |
12,667 |
11,767 |
900 |
7.2% |
153 |
1.2% |
85% |
False |
False |
54,017 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
148 |
1.2% |
74% |
False |
False |
36,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,912 |
2.618 |
12,776 |
1.618 |
12,693 |
1.000 |
12,642 |
0.618 |
12,610 |
HIGH |
12,559 |
0.618 |
12,527 |
0.500 |
12,518 |
0.382 |
12,508 |
LOW |
12,476 |
0.618 |
12,425 |
1.000 |
12,393 |
1.618 |
12,342 |
2.618 |
12,259 |
4.250 |
12,123 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,528 |
12,482 |
PP |
12,523 |
12,430 |
S1 |
12,518 |
12,379 |
|