Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,518.1 |
1,531.0 |
12.9 |
0.8% |
1,504.0 |
High |
1,536.4 |
1,537.0 |
0.6 |
0.0% |
1,516.4 |
Low |
1,512.8 |
1,524.3 |
11.5 |
0.8% |
1,481.0 |
Close |
1,531.5 |
1,532.8 |
1.3 |
0.1% |
1,484.9 |
Range |
23.6 |
12.7 |
-10.9 |
-46.2% |
35.4 |
ATR |
20.0 |
19.5 |
-0.5 |
-2.6% |
0.0 |
Volume |
10,004 |
9,030 |
-974 |
-9.7% |
45,954 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,569.5 |
1,563.8 |
1,539.8 |
|
R3 |
1,556.8 |
1,551.1 |
1,536.3 |
|
R2 |
1,544.1 |
1,544.1 |
1,535.1 |
|
R1 |
1,538.4 |
1,538.4 |
1,534.0 |
1,541.3 |
PP |
1,531.4 |
1,531.4 |
1,531.4 |
1,532.8 |
S1 |
1,525.7 |
1,525.7 |
1,531.6 |
1,528.6 |
S2 |
1,518.7 |
1,518.7 |
1,530.5 |
|
S3 |
1,506.0 |
1,513.0 |
1,529.3 |
|
S4 |
1,493.3 |
1,500.3 |
1,525.8 |
|
|
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 |
1,537.0 |
1,481.0 |
56.0 |
3.7% |
21.2 |
1.4% |
93% |
True |
False |
9,123 |
10 |
1,551.4 |
1,481.0 |
70.4 |
4.6% |
20.9 |
1.4% |
74% |
False |
False |
8,253 |
20 |
1,561.0 |
1,481.0 |
80.0 |
5.2% |
18.5 |
1.2% |
65% |
False |
False |
6,575 |
40 |
1,561.0 |
1,475.0 |
86.0 |
5.6% |
18.7 |
1.2% |
67% |
False |
False |
5,394 |
60 |
1,579.5 |
1,450.0 |
129.5 |
8.4% |
20.0 |
1.3% |
64% |
False |
False |
4,689 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.6% |
19.3 |
1.3% |
76% |
False |
False |
3,906 |
100 |
1,579.5 |
1,363.1 |
216.4 |
14.1% |
18.6 |
1.2% |
78% |
False |
False |
3,390 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.1% |
18.6 |
1.2% |
82% |
False |
False |
3,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,591.0 |
2.618 |
1,570.2 |
1.618 |
1,557.5 |
1.000 |
1,549.7 |
0.618 |
1,544.8 |
HIGH |
1,537.0 |
0.618 |
1,532.1 |
0.500 |
1,530.7 |
0.382 |
1,529.2 |
LOW |
1,524.3 |
0.618 |
1,516.5 |
1.000 |
1,511.6 |
1.618 |
1,503.8 |
2.618 |
1,491.1 |
4.250 |
1,470.3 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,532.1 |
1,526.2 |
PP |
1,531.4 |
1,519.7 |
S1 |
1,530.7 |
1,513.1 |
|