Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,249 |
12,201 |
-48 |
-0.4% |
12,536 |
High |
12,332 |
12,211 |
-121 |
-1.0% |
12,604 |
Low |
12,172 |
12,029 |
-143 |
-1.2% |
12,029 |
Close |
12,193 |
12,088 |
-105 |
-0.9% |
12,088 |
Range |
160 |
182 |
22 |
13.8% |
575 |
ATR |
173 |
174 |
1 |
0.4% |
0 |
Volume |
115,636 |
148,538 |
32,902 |
28.5% |
604,766 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,655 |
12,554 |
12,188 |
|
R3 |
12,473 |
12,372 |
12,138 |
|
R2 |
12,291 |
12,291 |
12,121 |
|
R1 |
12,190 |
12,190 |
12,105 |
12,150 |
PP |
12,109 |
12,109 |
12,109 |
12,089 |
S1 |
12,008 |
12,008 |
12,071 |
11,968 |
S2 |
11,927 |
11,927 |
12,055 |
|
S3 |
11,745 |
11,826 |
12,038 |
|
S4 |
11,563 |
11,644 |
11,988 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,965 |
13,602 |
12,404 |
|
R3 |
13,390 |
13,027 |
12,246 |
|
R2 |
12,815 |
12,815 |
12,194 |
|
R1 |
12,452 |
12,452 |
12,141 |
12,346 |
PP |
12,240 |
12,240 |
12,240 |
12,188 |
S1 |
11,877 |
11,877 |
12,035 |
11,771 |
S2 |
11,665 |
11,665 |
11,983 |
|
S3 |
11,090 |
11,302 |
11,930 |
|
S4 |
10,515 |
10,727 |
11,772 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,604 |
12,029 |
575 |
4.8% |
184 |
1.5% |
10% |
False |
True |
120,953 |
10 |
12,749 |
12,029 |
720 |
6.0% |
183 |
1.5% |
8% |
False |
True |
112,894 |
20 |
12,749 |
12,029 |
720 |
6.0% |
172 |
1.4% |
8% |
False |
True |
117,486 |
40 |
12,749 |
11,767 |
982 |
8.1% |
165 |
1.4% |
33% |
False |
False |
106,571 |
60 |
12,749 |
11,767 |
982 |
8.1% |
161 |
1.3% |
33% |
False |
False |
71,113 |
80 |
12,803 |
11,767 |
1,036 |
8.6% |
153 |
1.3% |
31% |
False |
False |
53,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,985 |
2.618 |
12,688 |
1.618 |
12,506 |
1.000 |
12,393 |
0.618 |
12,324 |
HIGH |
12,211 |
0.618 |
12,142 |
0.500 |
12,120 |
0.382 |
12,099 |
LOW |
12,029 |
0.618 |
11,917 |
1.000 |
11,847 |
1.618 |
11,735 |
2.618 |
11,553 |
4.250 |
11,256 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,120 |
12,244 |
PP |
12,109 |
12,192 |
S1 |
12,099 |
12,140 |
|