Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,453 |
12,354 |
-99 |
-0.8% |
12,598 |
High |
12,453 |
12,552 |
99 |
0.8% |
12,598 |
Low |
12,239 |
12,334 |
95 |
0.8% |
12,319 |
Close |
12,328 |
12,507 |
179 |
1.5% |
12,452 |
Range |
214 |
218 |
4 |
1.9% |
279 |
ATR |
166 |
170 |
4 |
2.5% |
0 |
Volume |
109,135 |
115,653 |
6,518 |
6.0% |
665,601 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,118 |
13,031 |
12,627 |
|
R3 |
12,900 |
12,813 |
12,567 |
|
R2 |
12,682 |
12,682 |
12,547 |
|
R1 |
12,595 |
12,595 |
12,527 |
12,639 |
PP |
12,464 |
12,464 |
12,464 |
12,486 |
S1 |
12,377 |
12,377 |
12,487 |
12,421 |
S2 |
12,246 |
12,246 |
12,467 |
|
S3 |
12,028 |
12,159 |
12,447 |
|
S4 |
11,810 |
11,941 |
12,387 |
|
|
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 |
2.5% |
185 |
1.5% |
85% |
False |
False |
123,023 |
10 |
12,720 |
12,239 |
481 |
3.8% |
175 |
1.4% |
56% |
False |
False |
120,159 |
20 |
12,720 |
11,803 |
917 |
7.3% |
171 |
1.4% |
77% |
False |
False |
119,106 |
40 |
12,720 |
11,767 |
953 |
7.6% |
160 |
1.3% |
78% |
False |
False |
84,027 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
154 |
1.2% |
71% |
False |
False |
56,052 |
80 |
12,803 |
11,767 |
1,036 |
8.3% |
144 |
1.1% |
71% |
False |
False |
42,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,479 |
2.618 |
13,123 |
1.618 |
12,905 |
1.000 |
12,770 |
0.618 |
12,687 |
HIGH |
12,552 |
0.618 |
12,469 |
0.500 |
12,443 |
0.382 |
12,417 |
LOW |
12,334 |
0.618 |
12,199 |
1.000 |
12,116 |
1.618 |
11,981 |
2.618 |
11,763 |
4.250 |
11,408 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,486 |
12,470 |
PP |
12,464 |
12,433 |
S1 |
12,443 |
12,396 |
|