Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,485 |
12,413 |
-72 |
-0.6% |
12,515 |
High |
12,516 |
12,555 |
39 |
0.3% |
12,720 |
Low |
12,319 |
12,385 |
66 |
0.5% |
12,476 |
Close |
12,413 |
12,425 |
12 |
0.1% |
12,615 |
Range |
197 |
170 |
-27 |
-13.7% |
244 |
ATR |
163 |
163 |
1 |
0.3% |
0 |
Volume |
148,502 |
120,254 |
-28,248 |
-19.0% |
433,193 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,965 |
12,865 |
12,519 |
|
R3 |
12,795 |
12,695 |
12,472 |
|
R2 |
12,625 |
12,625 |
12,456 |
|
R1 |
12,525 |
12,525 |
12,441 |
12,575 |
PP |
12,455 |
12,455 |
12,455 |
12,480 |
S1 |
12,355 |
12,355 |
12,410 |
12,405 |
S2 |
12,285 |
12,285 |
12,394 |
|
S3 |
12,115 |
12,185 |
12,378 |
|
S4 |
11,945 |
12,015 |
12,332 |
|
|
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% |
178 |
1.4% |
26% |
False |
False |
121,809 |
10 |
12,720 |
12,107 |
613 |
4.9% |
156 |
1.3% |
52% |
False |
False |
118,299 |
20 |
12,720 |
11,767 |
953 |
7.7% |
169 |
1.4% |
69% |
False |
False |
123,687 |
40 |
12,720 |
11,767 |
953 |
7.7% |
155 |
1.2% |
69% |
False |
False |
71,673 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
153 |
1.2% |
64% |
False |
False |
47,811 |
80 |
12,803 |
11,740 |
1,063 |
8.6% |
141 |
1.1% |
64% |
False |
False |
35,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,278 |
2.618 |
13,000 |
1.618 |
12,830 |
1.000 |
12,725 |
0.618 |
12,660 |
HIGH |
12,555 |
0.618 |
12,490 |
0.500 |
12,470 |
0.382 |
12,450 |
LOW |
12,385 |
0.618 |
12,280 |
1.000 |
12,215 |
1.618 |
12,110 |
2.618 |
11,940 |
4.250 |
11,663 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,470 |
12,459 |
PP |
12,455 |
12,447 |
S1 |
12,440 |
12,436 |
|