Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,512 |
12,686 |
174 |
1.4% |
12,453 |
High |
12,700 |
12,749 |
49 |
0.4% |
12,749 |
Low |
12,464 |
12,592 |
128 |
1.0% |
12,239 |
Close |
12,690 |
12,621 |
-69 |
-0.5% |
12,621 |
Range |
236 |
157 |
-79 |
-33.5% |
510 |
ATR |
169 |
168 |
-1 |
-0.5% |
0 |
Volume |
133,036 |
77,337 |
-55,699 |
-41.9% |
524,181 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,125 |
13,030 |
12,707 |
|
R3 |
12,968 |
12,873 |
12,664 |
|
R2 |
12,811 |
12,811 |
12,650 |
|
R1 |
12,716 |
12,716 |
12,636 |
12,685 |
PP |
12,654 |
12,654 |
12,654 |
12,639 |
S1 |
12,559 |
12,559 |
12,607 |
12,528 |
S2 |
12,497 |
12,497 |
12,592 |
|
S3 |
12,340 |
12,402 |
12,578 |
|
S4 |
12,183 |
12,245 |
12,535 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,066 |
13,854 |
12,902 |
|
R3 |
13,556 |
13,344 |
12,761 |
|
R2 |
13,046 |
13,046 |
12,715 |
|
R1 |
12,834 |
12,834 |
12,668 |
12,940 |
PP |
12,536 |
12,536 |
12,536 |
12,590 |
S1 |
12,324 |
12,324 |
12,574 |
12,430 |
S2 |
12,026 |
12,026 |
12,528 |
|
S3 |
11,516 |
11,814 |
12,481 |
|
S4 |
11,006 |
11,304 |
12,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,749 |
12,239 |
510 |
4.0% |
182 |
1.4% |
75% |
True |
False |
104,836 |
10 |
12,749 |
12,239 |
510 |
4.0% |
178 |
1.4% |
75% |
True |
False |
118,978 |
20 |
12,749 |
11,818 |
931 |
7.4% |
170 |
1.3% |
86% |
True |
False |
114,228 |
40 |
12,749 |
11,767 |
982 |
7.8% |
161 |
1.3% |
87% |
True |
False |
91,497 |
60 |
12,803 |
11,767 |
1,036 |
8.2% |
156 |
1.2% |
82% |
False |
False |
61,039 |
80 |
12,803 |
11,767 |
1,036 |
8.2% |
146 |
1.2% |
82% |
False |
False |
45,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,416 |
2.618 |
13,160 |
1.618 |
13,003 |
1.000 |
12,906 |
0.618 |
12,846 |
HIGH |
12,749 |
0.618 |
12,689 |
0.500 |
12,671 |
0.382 |
12,652 |
LOW |
12,592 |
0.618 |
12,495 |
1.000 |
12,435 |
1.618 |
12,338 |
2.618 |
12,181 |
4.250 |
11,925 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,671 |
12,616 |
PP |
12,654 |
12,611 |
S1 |
12,638 |
12,607 |
|