Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,598 |
12,485 |
-113 |
-0.9% |
12,515 |
High |
12,598 |
12,516 |
-82 |
-0.7% |
12,720 |
Low |
12,414 |
12,319 |
-95 |
-0.8% |
12,476 |
Close |
12,489 |
12,413 |
-76 |
-0.6% |
12,615 |
Range |
184 |
197 |
13 |
7.1% |
244 |
ATR |
160 |
163 |
3 |
1.7% |
0 |
Volume |
126,772 |
148,502 |
21,730 |
17.1% |
433,193 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,007 |
12,907 |
12,521 |
|
R3 |
12,810 |
12,710 |
12,467 |
|
R2 |
12,613 |
12,613 |
12,449 |
|
R1 |
12,513 |
12,513 |
12,431 |
12,465 |
PP |
12,416 |
12,416 |
12,416 |
12,392 |
S1 |
12,316 |
12,316 |
12,395 |
12,268 |
S2 |
12,219 |
12,219 |
12,377 |
|
S3 |
12,022 |
12,119 |
12,359 |
|
S4 |
11,825 |
11,922 |
12,305 |
|
|
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 |
12,319 |
401 |
3.2% |
165 |
1.3% |
23% |
False |
True |
117,296 |
10 |
12,720 |
11,954 |
766 |
6.2% |
158 |
1.3% |
60% |
False |
False |
116,747 |
20 |
12,720 |
11,767 |
953 |
7.7% |
169 |
1.4% |
68% |
False |
False |
124,035 |
40 |
12,720 |
11,767 |
953 |
7.7% |
154 |
1.2% |
68% |
False |
False |
68,667 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
152 |
1.2% |
62% |
False |
False |
45,808 |
80 |
12,803 |
11,704 |
1,099 |
8.9% |
139 |
1.1% |
65% |
False |
False |
34,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,353 |
2.618 |
13,032 |
1.618 |
12,835 |
1.000 |
12,713 |
0.618 |
12,638 |
HIGH |
12,516 |
0.618 |
12,441 |
0.500 |
12,418 |
0.382 |
12,394 |
LOW |
12,319 |
0.618 |
12,197 |
1.000 |
12,122 |
1.618 |
12,000 |
2.618 |
11,803 |
4.250 |
11,482 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,418 |
12,520 |
PP |
12,416 |
12,484 |
S1 |
12,415 |
12,449 |
|