Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,413 |
12,430 |
17 |
0.1% |
12,515 |
High |
12,555 |
12,528 |
-27 |
-0.2% |
12,720 |
Low |
12,385 |
12,336 |
-49 |
-0.4% |
12,476 |
Close |
12,425 |
12,382 |
-43 |
-0.3% |
12,615 |
Range |
170 |
192 |
22 |
12.9% |
244 |
ATR |
163 |
165 |
2 |
1.3% |
0 |
Volume |
120,254 |
144,650 |
24,396 |
20.3% |
433,193 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,991 |
12,879 |
12,488 |
|
R3 |
12,799 |
12,687 |
12,435 |
|
R2 |
12,607 |
12,607 |
12,417 |
|
R1 |
12,495 |
12,495 |
12,400 |
12,455 |
PP |
12,415 |
12,415 |
12,415 |
12,396 |
S1 |
12,303 |
12,303 |
12,365 |
12,263 |
S2 |
12,223 |
12,223 |
12,347 |
|
S3 |
12,031 |
12,111 |
12,329 |
|
S4 |
11,839 |
11,919 |
12,277 |
|
|
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% |
191 |
1.5% |
16% |
False |
False |
132,616 |
10 |
12,720 |
12,198 |
522 |
4.2% |
164 |
1.3% |
35% |
False |
False |
120,311 |
20 |
12,720 |
11,767 |
953 |
7.7% |
167 |
1.3% |
65% |
False |
False |
121,505 |
40 |
12,720 |
11,767 |
953 |
7.7% |
155 |
1.2% |
65% |
False |
False |
75,282 |
60 |
12,803 |
11,767 |
1,036 |
8.4% |
152 |
1.2% |
59% |
False |
False |
50,220 |
80 |
12,803 |
11,767 |
1,036 |
8.4% |
141 |
1.1% |
59% |
False |
False |
37,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,344 |
2.618 |
13,031 |
1.618 |
12,839 |
1.000 |
12,720 |
0.618 |
12,647 |
HIGH |
12,528 |
0.618 |
12,455 |
0.500 |
12,432 |
0.382 |
12,409 |
LOW |
12,336 |
0.618 |
12,217 |
1.000 |
12,144 |
1.618 |
12,025 |
2.618 |
11,833 |
4.250 |
11,520 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,432 |
12,437 |
PP |
12,415 |
12,419 |
S1 |
12,399 |
12,400 |
|