Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,536 |
12,549 |
13 |
0.1% |
12,453 |
High |
12,604 |
12,603 |
-1 |
0.0% |
12,749 |
Low |
12,433 |
12,423 |
-10 |
-0.1% |
12,239 |
Close |
12,550 |
12,432 |
-118 |
-0.9% |
12,621 |
Range |
171 |
180 |
9 |
5.3% |
510 |
ATR |
170 |
171 |
1 |
0.4% |
0 |
Volume |
94,227 |
107,046 |
12,819 |
13.6% |
524,181 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,026 |
12,909 |
12,531 |
|
R3 |
12,846 |
12,729 |
12,482 |
|
R2 |
12,666 |
12,666 |
12,465 |
|
R1 |
12,549 |
12,549 |
12,449 |
12,518 |
PP |
12,486 |
12,486 |
12,486 |
12,470 |
S1 |
12,369 |
12,369 |
12,416 |
12,338 |
S2 |
12,306 |
12,306 |
12,399 |
|
S3 |
12,126 |
12,189 |
12,383 |
|
S4 |
11,946 |
12,009 |
12,333 |
|
|
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 |
12,423 |
326 |
2.6% |
166 |
1.3% |
3% |
False |
True |
100,133 |
10 |
12,749 |
12,239 |
510 |
4.1% |
175 |
1.4% |
38% |
False |
False |
111,578 |
20 |
12,749 |
11,954 |
795 |
6.4% |
167 |
1.3% |
60% |
False |
False |
114,162 |
40 |
12,749 |
11,767 |
982 |
7.9% |
165 |
1.3% |
68% |
False |
False |
96,517 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
158 |
1.3% |
64% |
False |
False |
64,390 |
80 |
12,803 |
11,767 |
1,036 |
8.3% |
149 |
1.2% |
64% |
False |
False |
48,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,368 |
2.618 |
13,074 |
1.618 |
12,894 |
1.000 |
12,783 |
0.618 |
12,714 |
HIGH |
12,603 |
0.618 |
12,534 |
0.500 |
12,513 |
0.382 |
12,492 |
LOW |
12,423 |
0.618 |
12,312 |
1.000 |
12,243 |
1.618 |
12,132 |
2.618 |
11,952 |
4.250 |
11,658 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,513 |
12,586 |
PP |
12,486 |
12,535 |
S1 |
12,459 |
12,483 |
|