Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,389 |
12,453 |
64 |
0.5% |
12,598 |
High |
12,459 |
12,453 |
-6 |
0.0% |
12,598 |
Low |
12,329 |
12,239 |
-90 |
-0.7% |
12,319 |
Close |
12,452 |
12,328 |
-124 |
-1.0% |
12,452 |
Range |
130 |
214 |
84 |
64.6% |
279 |
ATR |
163 |
166 |
4 |
2.3% |
0 |
Volume |
125,423 |
109,135 |
-16,288 |
-13.0% |
665,601 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,982 |
12,869 |
12,446 |
|
R3 |
12,768 |
12,655 |
12,387 |
|
R2 |
12,554 |
12,554 |
12,367 |
|
R1 |
12,441 |
12,441 |
12,348 |
12,391 |
PP |
12,340 |
12,340 |
12,340 |
12,315 |
S1 |
12,227 |
12,227 |
12,309 |
12,177 |
S2 |
12,126 |
12,126 |
12,289 |
|
S3 |
11,912 |
12,013 |
12,269 |
|
S4 |
11,698 |
11,799 |
12,210 |
|
|
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 |
12,555 |
12,239 |
316 |
2.6% |
181 |
1.5% |
28% |
False |
True |
129,592 |
10 |
12,720 |
12,239 |
481 |
3.9% |
162 |
1.3% |
19% |
False |
True |
120,792 |
20 |
12,720 |
11,803 |
917 |
7.4% |
169 |
1.4% |
57% |
False |
False |
118,281 |
40 |
12,720 |
11,767 |
953 |
7.7% |
158 |
1.3% |
59% |
False |
False |
81,138 |
60 |
12,803 |
11,767 |
1,036 |
8.4% |
151 |
1.2% |
54% |
False |
False |
54,126 |
80 |
12,803 |
11,767 |
1,036 |
8.4% |
143 |
1.2% |
54% |
False |
False |
40,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,363 |
2.618 |
13,013 |
1.618 |
12,799 |
1.000 |
12,667 |
0.618 |
12,585 |
HIGH |
12,453 |
0.618 |
12,371 |
0.500 |
12,346 |
0.382 |
12,321 |
LOW |
12,239 |
0.618 |
12,107 |
1.000 |
12,025 |
1.618 |
11,893 |
2.618 |
11,679 |
4.250 |
11,330 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,346 |
12,384 |
PP |
12,340 |
12,365 |
S1 |
12,334 |
12,347 |
|