Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,515 |
12,528 |
13 |
0.1% |
11,882 |
High |
12,559 |
12,586 |
27 |
0.2% |
12,534 |
Low |
12,476 |
12,478 |
2 |
0.0% |
11,818 |
Close |
12,533 |
12,569 |
36 |
0.3% |
12,514 |
Range |
83 |
108 |
25 |
30.1% |
716 |
ATR |
158 |
154 |
-4 |
-2.3% |
0 |
Volume |
121,985 |
97,687 |
-24,298 |
-19.9% |
563,605 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,868 |
12,827 |
12,629 |
|
R3 |
12,760 |
12,719 |
12,599 |
|
R2 |
12,652 |
12,652 |
12,589 |
|
R1 |
12,611 |
12,611 |
12,579 |
12,632 |
PP |
12,544 |
12,544 |
12,544 |
12,555 |
S1 |
12,503 |
12,503 |
12,559 |
12,524 |
S2 |
12,436 |
12,436 |
12,549 |
|
S3 |
12,328 |
12,395 |
12,539 |
|
S4 |
12,220 |
12,287 |
12,510 |
|
|
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 |
12,586 |
12,107 |
479 |
3.8% |
135 |
1.1% |
96% |
True |
False |
114,789 |
10 |
12,586 |
11,803 |
783 |
6.2% |
163 |
1.3% |
98% |
True |
False |
116,499 |
20 |
12,586 |
11,767 |
819 |
6.5% |
160 |
1.3% |
98% |
True |
False |
112,669 |
40 |
12,667 |
11,767 |
900 |
7.2% |
153 |
1.2% |
89% |
False |
False |
56,456 |
60 |
12,803 |
11,767 |
1,036 |
8.2% |
148 |
1.2% |
77% |
False |
False |
37,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,045 |
2.618 |
12,869 |
1.618 |
12,761 |
1.000 |
12,694 |
0.618 |
12,653 |
HIGH |
12,586 |
0.618 |
12,545 |
0.500 |
12,532 |
0.382 |
12,519 |
LOW |
12,478 |
0.618 |
12,411 |
1.000 |
12,370 |
1.618 |
12,303 |
2.618 |
12,195 |
4.250 |
12,019 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,557 |
12,532 |
PP |
12,544 |
12,495 |
S1 |
12,532 |
12,458 |
|