Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,430 |
12,389 |
-41 |
-0.3% |
12,598 |
High |
12,528 |
12,459 |
-69 |
-0.6% |
12,598 |
Low |
12,336 |
12,329 |
-7 |
-0.1% |
12,319 |
Close |
12,382 |
12,452 |
70 |
0.6% |
12,452 |
Range |
192 |
130 |
-62 |
-32.3% |
279 |
ATR |
165 |
163 |
-3 |
-1.5% |
0 |
Volume |
144,650 |
125,423 |
-19,227 |
-13.3% |
665,601 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,803 |
12,758 |
12,524 |
|
R3 |
12,673 |
12,628 |
12,488 |
|
R2 |
12,543 |
12,543 |
12,476 |
|
R1 |
12,498 |
12,498 |
12,464 |
12,521 |
PP |
12,413 |
12,413 |
12,413 |
12,425 |
S1 |
12,368 |
12,368 |
12,440 |
12,391 |
S2 |
12,283 |
12,283 |
12,428 |
|
S3 |
12,153 |
12,238 |
12,416 |
|
S4 |
12,023 |
12,108 |
12,381 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,293 |
13,152 |
12,606 |
|
R3 |
13,014 |
12,873 |
12,529 |
|
R2 |
12,735 |
12,735 |
12,503 |
|
R1 |
12,594 |
12,594 |
12,478 |
12,525 |
PP |
12,456 |
12,456 |
12,456 |
12,422 |
S1 |
12,315 |
12,315 |
12,427 |
12,246 |
S2 |
12,177 |
12,177 |
12,401 |
|
S3 |
11,898 |
12,036 |
12,375 |
|
S4 |
11,619 |
11,757 |
12,299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,598 |
12,319 |
279 |
2.2% |
175 |
1.4% |
48% |
False |
False |
133,120 |
10 |
12,720 |
12,319 |
401 |
3.2% |
161 |
1.3% |
33% |
False |
False |
122,077 |
20 |
12,720 |
11,803 |
917 |
7.4% |
166 |
1.3% |
71% |
False |
False |
119,408 |
40 |
12,720 |
11,767 |
953 |
7.7% |
155 |
1.2% |
72% |
False |
False |
78,412 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
151 |
1.2% |
66% |
False |
False |
52,308 |
80 |
12,803 |
11,767 |
1,036 |
8.3% |
142 |
1.1% |
66% |
False |
False |
39,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,012 |
2.618 |
12,799 |
1.618 |
12,669 |
1.000 |
12,589 |
0.618 |
12,539 |
HIGH |
12,459 |
0.618 |
12,409 |
0.500 |
12,394 |
0.382 |
12,379 |
LOW |
12,329 |
0.618 |
12,249 |
1.000 |
12,199 |
1.618 |
12,119 |
2.618 |
11,989 |
4.250 |
11,777 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,433 |
12,449 |
PP |
12,413 |
12,445 |
S1 |
12,394 |
12,442 |
|