Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,437 |
12,249 |
-188 |
-1.5% |
12,453 |
High |
12,458 |
12,332 |
-126 |
-1.0% |
12,749 |
Low |
12,232 |
12,172 |
-60 |
-0.5% |
12,239 |
Close |
12,244 |
12,193 |
-51 |
-0.4% |
12,621 |
Range |
226 |
160 |
-66 |
-29.2% |
510 |
ATR |
175 |
173 |
-1 |
-0.6% |
0 |
Volume |
139,319 |
115,636 |
-23,683 |
-17.0% |
524,181 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,712 |
12,613 |
12,281 |
|
R3 |
12,552 |
12,453 |
12,237 |
|
R2 |
12,392 |
12,392 |
12,222 |
|
R1 |
12,293 |
12,293 |
12,208 |
12,263 |
PP |
12,232 |
12,232 |
12,232 |
12,217 |
S1 |
12,133 |
12,133 |
12,178 |
12,103 |
S2 |
12,072 |
12,072 |
12,164 |
|
S3 |
11,912 |
11,973 |
12,149 |
|
S4 |
11,752 |
11,813 |
12,105 |
|
|
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 |
12,172 |
577 |
4.7% |
179 |
1.5% |
4% |
False |
True |
106,713 |
10 |
12,749 |
12,172 |
577 |
4.7% |
178 |
1.5% |
4% |
False |
True |
110,583 |
20 |
12,749 |
12,172 |
577 |
4.7% |
171 |
1.4% |
4% |
False |
True |
115,447 |
40 |
12,749 |
11,767 |
982 |
8.1% |
163 |
1.3% |
43% |
False |
False |
102,865 |
60 |
12,749 |
11,767 |
982 |
8.1% |
161 |
1.3% |
43% |
False |
False |
68,637 |
80 |
12,803 |
11,767 |
1,036 |
8.5% |
152 |
1.2% |
41% |
False |
False |
51,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,012 |
2.618 |
12,751 |
1.618 |
12,591 |
1.000 |
12,492 |
0.618 |
12,431 |
HIGH |
12,332 |
0.618 |
12,271 |
0.500 |
12,252 |
0.382 |
12,233 |
LOW |
12,172 |
0.618 |
12,073 |
1.000 |
12,012 |
1.618 |
11,913 |
2.618 |
11,753 |
4.250 |
11,492 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,252 |
12,388 |
PP |
12,232 |
12,323 |
S1 |
12,213 |
12,258 |
|