Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,686 |
12,536 |
-150 |
-1.2% |
12,453 |
High |
12,749 |
12,604 |
-145 |
-1.1% |
12,749 |
Low |
12,592 |
12,433 |
-159 |
-1.3% |
12,239 |
Close |
12,621 |
12,550 |
-71 |
-0.6% |
12,621 |
Range |
157 |
171 |
14 |
8.9% |
510 |
ATR |
168 |
170 |
1 |
0.8% |
0 |
Volume |
77,337 |
94,227 |
16,890 |
21.8% |
524,181 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,042 |
12,967 |
12,644 |
|
R3 |
12,871 |
12,796 |
12,597 |
|
R2 |
12,700 |
12,700 |
12,581 |
|
R1 |
12,625 |
12,625 |
12,566 |
12,663 |
PP |
12,529 |
12,529 |
12,529 |
12,548 |
S1 |
12,454 |
12,454 |
12,534 |
12,492 |
S2 |
12,358 |
12,358 |
12,519 |
|
S3 |
12,187 |
12,283 |
12,503 |
|
S4 |
12,016 |
12,112 |
12,456 |
|
|
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 |
12,334 |
415 |
3.3% |
173 |
1.4% |
52% |
False |
False |
101,854 |
10 |
12,749 |
12,239 |
510 |
4.1% |
177 |
1.4% |
61% |
False |
False |
115,723 |
20 |
12,749 |
11,818 |
931 |
7.4% |
168 |
1.3% |
79% |
False |
False |
114,040 |
40 |
12,749 |
11,767 |
982 |
7.8% |
163 |
1.3% |
80% |
False |
False |
93,847 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
157 |
1.2% |
76% |
False |
False |
62,609 |
80 |
12,803 |
11,767 |
1,036 |
8.3% |
147 |
1.2% |
76% |
False |
False |
46,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,331 |
2.618 |
13,052 |
1.618 |
12,881 |
1.000 |
12,775 |
0.618 |
12,710 |
HIGH |
12,604 |
0.618 |
12,539 |
0.500 |
12,519 |
0.382 |
12,498 |
LOW |
12,433 |
0.618 |
12,327 |
1.000 |
12,262 |
1.618 |
12,156 |
2.618 |
11,985 |
4.250 |
11,706 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,540 |
12,591 |
PP |
12,529 |
12,577 |
S1 |
12,519 |
12,564 |
|