Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,490.1 |
1,518.1 |
28.0 |
1.9% |
1,504.0 |
High |
1,520.2 |
1,536.4 |
16.2 |
1.1% |
1,516.4 |
Low |
1,489.2 |
1,512.8 |
23.6 |
1.6% |
1,481.0 |
Close |
1,515.0 |
1,531.5 |
16.5 |
1.1% |
1,484.9 |
Range |
31.0 |
23.6 |
-7.4 |
-23.9% |
35.4 |
ATR |
19.8 |
20.0 |
0.3 |
1.4% |
0.0 |
Volume |
5,315 |
10,004 |
4,689 |
88.2% |
45,954 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,597.7 |
1,588.2 |
1,544.5 |
|
R3 |
1,574.1 |
1,564.6 |
1,538.0 |
|
R2 |
1,550.5 |
1,550.5 |
1,535.8 |
|
R1 |
1,541.0 |
1,541.0 |
1,533.7 |
1,545.8 |
PP |
1,526.9 |
1,526.9 |
1,526.9 |
1,529.3 |
S1 |
1,517.4 |
1,517.4 |
1,529.3 |
1,522.2 |
S2 |
1,503.3 |
1,503.3 |
1,527.2 |
|
S3 |
1,479.7 |
1,493.8 |
1,525.0 |
|
S4 |
1,456.1 |
1,470.2 |
1,518.5 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.3 |
1,578.0 |
1,504.4 |
|
R3 |
1,564.9 |
1,542.6 |
1,494.6 |
|
R2 |
1,529.5 |
1,529.5 |
1,491.4 |
|
R1 |
1,507.2 |
1,507.2 |
1,488.1 |
1,500.7 |
PP |
1,494.1 |
1,494.1 |
1,494.1 |
1,490.8 |
S1 |
1,471.8 |
1,471.8 |
1,481.7 |
1,465.3 |
S2 |
1,458.7 |
1,458.7 |
1,478.4 |
|
S3 |
1,423.3 |
1,436.4 |
1,475.2 |
|
S4 |
1,387.9 |
1,401.0 |
1,465.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,536.4 |
1,481.0 |
55.4 |
3.6% |
21.1 |
1.4% |
91% |
True |
False |
9,507 |
10 |
1,561.0 |
1,481.0 |
80.0 |
5.2% |
21.3 |
1.4% |
63% |
False |
False |
7,925 |
20 |
1,561.0 |
1,481.0 |
80.0 |
5.2% |
18.7 |
1.2% |
63% |
False |
False |
6,225 |
40 |
1,561.0 |
1,475.0 |
86.0 |
5.6% |
18.7 |
1.2% |
66% |
False |
False |
5,267 |
60 |
1,579.5 |
1,450.0 |
129.5 |
8.5% |
20.0 |
1.3% |
63% |
False |
False |
4,577 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.6% |
19.2 |
1.3% |
75% |
False |
False |
3,805 |
100 |
1,579.5 |
1,361.8 |
217.7 |
14.2% |
18.6 |
1.2% |
78% |
False |
False |
3,307 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.1% |
18.7 |
1.2% |
82% |
False |
False |
2,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,636.7 |
2.618 |
1,598.2 |
1.618 |
1,574.6 |
1.000 |
1,560.0 |
0.618 |
1,551.0 |
HIGH |
1,536.4 |
0.618 |
1,527.4 |
0.500 |
1,524.6 |
0.382 |
1,521.8 |
LOW |
1,512.8 |
0.618 |
1,498.2 |
1.000 |
1,489.2 |
1.618 |
1,474.6 |
2.618 |
1,451.0 |
4.250 |
1,412.5 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,529.2 |
1,523.9 |
PP |
1,526.9 |
1,516.3 |
S1 |
1,524.6 |
1,508.7 |
|