Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,507 |
12,512 |
5 |
0.0% |
12,598 |
High |
12,578 |
12,700 |
122 |
1.0% |
12,598 |
Low |
12,495 |
12,464 |
-31 |
-0.2% |
12,319 |
Close |
12,507 |
12,690 |
183 |
1.5% |
12,452 |
Range |
83 |
236 |
153 |
184.3% |
279 |
ATR |
164 |
169 |
5 |
3.1% |
0 |
Volume |
89,020 |
133,036 |
44,016 |
49.4% |
665,601 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,326 |
13,244 |
12,820 |
|
R3 |
13,090 |
13,008 |
12,755 |
|
R2 |
12,854 |
12,854 |
12,733 |
|
R1 |
12,772 |
12,772 |
12,712 |
12,813 |
PP |
12,618 |
12,618 |
12,618 |
12,639 |
S1 |
12,536 |
12,536 |
12,668 |
12,577 |
S2 |
12,382 |
12,382 |
12,647 |
|
S3 |
12,146 |
12,300 |
12,625 |
|
S4 |
11,910 |
12,064 |
12,560 |
|
|
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 |
12,700 |
12,239 |
461 |
3.6% |
176 |
1.4% |
98% |
True |
False |
114,453 |
10 |
12,720 |
12,239 |
481 |
3.8% |
184 |
1.4% |
94% |
False |
False |
123,534 |
20 |
12,720 |
11,803 |
917 |
7.2% |
174 |
1.4% |
97% |
False |
False |
119,433 |
40 |
12,720 |
11,767 |
953 |
7.5% |
162 |
1.3% |
97% |
False |
False |
89,568 |
60 |
12,803 |
11,767 |
1,036 |
8.2% |
155 |
1.2% |
89% |
False |
False |
59,751 |
80 |
12,803 |
11,767 |
1,036 |
8.2% |
146 |
1.1% |
89% |
False |
False |
44,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,703 |
2.618 |
13,318 |
1.618 |
13,082 |
1.000 |
12,936 |
0.618 |
12,846 |
HIGH |
12,700 |
0.618 |
12,610 |
0.500 |
12,582 |
0.382 |
12,554 |
LOW |
12,464 |
0.618 |
12,318 |
1.000 |
12,228 |
1.618 |
12,082 |
2.618 |
11,846 |
4.250 |
11,461 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,654 |
12,632 |
PP |
12,618 |
12,575 |
S1 |
12,582 |
12,517 |
|