Trading Metrics calculated at close of trading on 01-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
12,201 |
12,240 |
39 |
0.3% |
12,536 |
High |
12,211 |
12,280 |
69 |
0.6% |
12,604 |
Low |
12,029 |
11,941 |
-88 |
-0.7% |
12,029 |
Close |
12,088 |
12,040 |
-48 |
-0.4% |
12,088 |
Range |
182 |
339 |
157 |
86.3% |
575 |
ATR |
174 |
186 |
12 |
6.8% |
0 |
Volume |
148,538 |
159,305 |
10,767 |
7.2% |
604,766 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,104 |
12,911 |
12,227 |
|
R3 |
12,765 |
12,572 |
12,133 |
|
R2 |
12,426 |
12,426 |
12,102 |
|
R1 |
12,233 |
12,233 |
12,071 |
12,160 |
PP |
12,087 |
12,087 |
12,087 |
12,051 |
S1 |
11,894 |
11,894 |
12,009 |
11,821 |
S2 |
11,748 |
11,748 |
11,978 |
|
S3 |
11,409 |
11,555 |
11,947 |
|
S4 |
11,070 |
11,216 |
11,854 |
|
|
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 |
12,603 |
11,941 |
662 |
5.5% |
218 |
1.8% |
15% |
False |
True |
133,968 |
10 |
12,749 |
11,941 |
808 |
6.7% |
195 |
1.6% |
12% |
False |
True |
117,911 |
20 |
12,749 |
11,941 |
808 |
6.7% |
178 |
1.5% |
12% |
False |
True |
119,352 |
40 |
12,749 |
11,767 |
982 |
8.2% |
169 |
1.4% |
28% |
False |
False |
110,549 |
60 |
12,749 |
11,767 |
982 |
8.2% |
163 |
1.4% |
28% |
False |
False |
73,766 |
80 |
12,803 |
11,767 |
1,036 |
8.6% |
156 |
1.3% |
26% |
False |
False |
55,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,721 |
2.618 |
13,168 |
1.618 |
12,829 |
1.000 |
12,619 |
0.618 |
12,490 |
HIGH |
12,280 |
0.618 |
12,151 |
0.500 |
12,111 |
0.382 |
12,071 |
LOW |
11,941 |
0.618 |
11,732 |
1.000 |
11,602 |
1.618 |
11,393 |
2.618 |
11,054 |
4.250 |
10,500 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
12,111 |
12,137 |
PP |
12,087 |
12,104 |
S1 |
12,064 |
12,072 |
|