Trading Metrics calculated at close of trading on 08-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,572 |
12,677 |
105 |
0.8% |
12,515 |
High |
12,698 |
12,720 |
22 |
0.2% |
12,720 |
Low |
12,572 |
12,510 |
-62 |
-0.5% |
12,476 |
Close |
12,681 |
12,615 |
-66 |
-0.5% |
12,615 |
Range |
126 |
210 |
84 |
66.7% |
244 |
ATR |
153 |
157 |
4 |
2.7% |
0 |
Volume |
90,617 |
122,904 |
32,287 |
35.6% |
433,193 |
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,245 |
13,140 |
12,731 |
|
R3 |
13,035 |
12,930 |
12,673 |
|
R2 |
12,825 |
12,825 |
12,654 |
|
R1 |
12,720 |
12,720 |
12,634 |
12,668 |
PP |
12,615 |
12,615 |
12,615 |
12,589 |
S1 |
12,510 |
12,510 |
12,596 |
12,458 |
S2 |
12,405 |
12,405 |
12,577 |
|
S3 |
12,195 |
12,300 |
12,557 |
|
S4 |
11,985 |
12,090 |
12,500 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,336 |
13,219 |
12,749 |
|
R3 |
13,092 |
12,975 |
12,682 |
|
R2 |
12,848 |
12,848 |
12,660 |
|
R1 |
12,731 |
12,731 |
12,637 |
12,790 |
PP |
12,604 |
12,604 |
12,604 |
12,633 |
S1 |
12,487 |
12,487 |
12,593 |
12,546 |
S2 |
12,360 |
12,360 |
12,570 |
|
S3 |
12,116 |
12,243 |
12,548 |
|
S4 |
11,872 |
11,999 |
12,481 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,720 |
12,330 |
390 |
3.1% |
146 |
1.2% |
73% |
True |
False |
111,035 |
10 |
12,720 |
11,818 |
902 |
7.2% |
162 |
1.3% |
88% |
True |
False |
109,478 |
20 |
12,720 |
11,767 |
953 |
7.6% |
165 |
1.3% |
89% |
True |
False |
121,016 |
40 |
12,720 |
11,767 |
953 |
7.6% |
154 |
1.2% |
89% |
True |
False |
61,789 |
60 |
12,803 |
11,767 |
1,036 |
8.2% |
150 |
1.2% |
82% |
False |
False |
41,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,613 |
2.618 |
13,270 |
1.618 |
13,060 |
1.000 |
12,930 |
0.618 |
12,850 |
HIGH |
12,720 |
0.618 |
12,640 |
0.500 |
12,615 |
0.382 |
12,590 |
LOW |
12,510 |
0.618 |
12,380 |
1.000 |
12,300 |
1.618 |
12,170 |
2.618 |
11,960 |
4.250 |
11,618 |
|
|
Fisher Pivots for day following 08-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,615 |
12,610 |
PP |
12,615 |
12,604 |
S1 |
12,615 |
12,599 |
|