Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,354 |
12,507 |
153 |
1.2% |
12,598 |
High |
12,552 |
12,578 |
26 |
0.2% |
12,598 |
Low |
12,334 |
12,495 |
161 |
1.3% |
12,319 |
Close |
12,507 |
12,507 |
0 |
0.0% |
12,452 |
Range |
218 |
83 |
-135 |
-61.9% |
279 |
ATR |
170 |
164 |
-6 |
-3.7% |
0 |
Volume |
115,653 |
89,020 |
-26,633 |
-23.0% |
665,601 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,776 |
12,724 |
12,553 |
|
R3 |
12,693 |
12,641 |
12,530 |
|
R2 |
12,610 |
12,610 |
12,522 |
|
R1 |
12,558 |
12,558 |
12,515 |
12,549 |
PP |
12,527 |
12,527 |
12,527 |
12,522 |
S1 |
12,475 |
12,475 |
12,500 |
12,466 |
S2 |
12,444 |
12,444 |
12,492 |
|
S3 |
12,361 |
12,392 |
12,484 |
|
S4 |
12,278 |
12,309 |
12,461 |
|
|
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 |
12,578 |
12,239 |
339 |
2.7% |
168 |
1.3% |
79% |
True |
False |
116,776 |
10 |
12,720 |
12,239 |
481 |
3.8% |
173 |
1.4% |
56% |
False |
False |
119,293 |
20 |
12,720 |
11,803 |
917 |
7.3% |
168 |
1.3% |
77% |
False |
False |
117,896 |
40 |
12,720 |
11,767 |
953 |
7.6% |
159 |
1.3% |
78% |
False |
False |
86,249 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
154 |
1.2% |
71% |
False |
False |
57,534 |
80 |
12,803 |
11,767 |
1,036 |
8.3% |
144 |
1.1% |
71% |
False |
False |
43,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,931 |
2.618 |
12,795 |
1.618 |
12,712 |
1.000 |
12,661 |
0.618 |
12,629 |
HIGH |
12,578 |
0.618 |
12,546 |
0.500 |
12,537 |
0.382 |
12,527 |
LOW |
12,495 |
0.618 |
12,444 |
1.000 |
12,412 |
1.618 |
12,361 |
2.618 |
12,278 |
4.250 |
12,142 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,537 |
12,474 |
PP |
12,527 |
12,441 |
S1 |
12,517 |
12,409 |
|