Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,528 |
12,572 |
44 |
0.4% |
11,882 |
High |
12,586 |
12,698 |
112 |
0.9% |
12,534 |
Low |
12,478 |
12,572 |
94 |
0.8% |
11,818 |
Close |
12,569 |
12,681 |
112 |
0.9% |
12,514 |
Range |
108 |
126 |
18 |
16.7% |
716 |
ATR |
154 |
153 |
-2 |
-1.2% |
0 |
Volume |
97,687 |
90,617 |
-7,070 |
-7.2% |
563,605 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,028 |
12,981 |
12,750 |
|
R3 |
12,902 |
12,855 |
12,716 |
|
R2 |
12,776 |
12,776 |
12,704 |
|
R1 |
12,729 |
12,729 |
12,693 |
12,753 |
PP |
12,650 |
12,650 |
12,650 |
12,662 |
S1 |
12,603 |
12,603 |
12,670 |
12,627 |
S2 |
12,524 |
12,524 |
12,658 |
|
S3 |
12,398 |
12,477 |
12,646 |
|
S4 |
12,272 |
12,351 |
12,612 |
|
|
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 |
12,698 |
12,198 |
500 |
3.9% |
137 |
1.1% |
97% |
True |
False |
108,006 |
10 |
12,698 |
11,803 |
895 |
7.1% |
164 |
1.3% |
98% |
True |
False |
115,331 |
20 |
12,698 |
11,767 |
931 |
7.3% |
162 |
1.3% |
98% |
True |
False |
116,829 |
40 |
12,698 |
11,767 |
931 |
7.3% |
153 |
1.2% |
98% |
True |
False |
58,718 |
60 |
12,803 |
11,767 |
1,036 |
8.2% |
149 |
1.2% |
88% |
False |
False |
39,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,234 |
2.618 |
13,028 |
1.618 |
12,902 |
1.000 |
12,824 |
0.618 |
12,776 |
HIGH |
12,698 |
0.618 |
12,650 |
0.500 |
12,635 |
0.382 |
12,620 |
LOW |
12,572 |
0.618 |
12,494 |
1.000 |
12,446 |
1.618 |
12,368 |
2.618 |
12,242 |
4.250 |
12,037 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,666 |
12,650 |
PP |
12,650 |
12,618 |
S1 |
12,635 |
12,587 |
|