Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,332.00 |
1,311.50 |
-20.50 |
-1.5% |
1,328.50 |
High |
1,332.00 |
1,317.50 |
-14.50 |
-1.1% |
1,348.75 |
Low |
1,306.50 |
1,290.25 |
-16.25 |
-1.2% |
1,321.50 |
Close |
1,313.25 |
1,305.25 |
-8.00 |
-0.6% |
1,336.50 |
Range |
25.50 |
27.25 |
1.75 |
6.9% |
27.25 |
ATR |
18.75 |
19.35 |
0.61 |
3.2% |
0.00 |
Volume |
894 |
2,088 |
1,194 |
133.6% |
3,429 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.00 |
1,373.00 |
1,320.25 |
|
R3 |
1,358.75 |
1,345.75 |
1,312.75 |
|
R2 |
1,331.50 |
1,331.50 |
1,310.25 |
|
R1 |
1,318.50 |
1,318.50 |
1,307.75 |
1,311.50 |
PP |
1,304.25 |
1,304.25 |
1,304.25 |
1,300.75 |
S1 |
1,291.25 |
1,291.25 |
1,302.75 |
1,284.00 |
S2 |
1,277.00 |
1,277.00 |
1,300.25 |
|
S3 |
1,249.75 |
1,264.00 |
1,297.75 |
|
S4 |
1,222.50 |
1,236.75 |
1,290.25 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.25 |
1,404.25 |
1,351.50 |
|
R3 |
1,390.00 |
1,377.00 |
1,344.00 |
|
R2 |
1,362.75 |
1,362.75 |
1,341.50 |
|
R1 |
1,349.75 |
1,349.75 |
1,339.00 |
1,356.25 |
PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,339.00 |
S1 |
1,322.50 |
1,322.50 |
1,334.00 |
1,329.00 |
S2 |
1,308.25 |
1,308.25 |
1,331.50 |
|
S3 |
1,281.00 |
1,295.25 |
1,329.00 |
|
S4 |
1,253.75 |
1,268.00 |
1,321.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,348.75 |
1,290.25 |
58.50 |
4.5% |
21.25 |
1.6% |
26% |
False |
True |
1,116 |
10 |
1,348.75 |
1,266.50 |
82.25 |
6.3% |
19.25 |
1.5% |
47% |
False |
False |
1,031 |
20 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
19.75 |
1.5% |
57% |
False |
False |
1,094 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
17.25 |
1.3% |
57% |
False |
False |
608 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
16.25 |
1.2% |
51% |
False |
False |
479 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
15.25 |
1.2% |
51% |
False |
False |
391 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
13.50 |
1.0% |
57% |
False |
False |
327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.25 |
2.618 |
1,388.75 |
1.618 |
1,361.50 |
1.000 |
1,344.75 |
0.618 |
1,334.25 |
HIGH |
1,317.50 |
0.618 |
1,307.00 |
0.500 |
1,304.00 |
0.382 |
1,300.75 |
LOW |
1,290.25 |
0.618 |
1,273.50 |
1.000 |
1,263.00 |
1.618 |
1,246.25 |
2.618 |
1,219.00 |
4.250 |
1,174.50 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,304.75 |
1,319.50 |
PP |
1,304.25 |
1,314.75 |
S1 |
1,304.00 |
1,310.00 |
|