Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,311.50 |
1,305.50 |
-6.00 |
-0.5% |
1,328.50 |
High |
1,317.50 |
1,322.00 |
4.50 |
0.3% |
1,348.75 |
Low |
1,290.25 |
1,302.25 |
12.00 |
0.9% |
1,321.50 |
Close |
1,305.25 |
1,306.75 |
1.50 |
0.1% |
1,336.50 |
Range |
27.25 |
19.75 |
-7.50 |
-27.5% |
27.25 |
ATR |
19.35 |
19.38 |
0.03 |
0.1% |
0.00 |
Volume |
2,088 |
3,106 |
1,018 |
48.8% |
3,429 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.50 |
1,358.00 |
1,317.50 |
|
R3 |
1,349.75 |
1,338.25 |
1,312.25 |
|
R2 |
1,330.00 |
1,330.00 |
1,310.25 |
|
R1 |
1,318.50 |
1,318.50 |
1,308.50 |
1,324.25 |
PP |
1,310.25 |
1,310.25 |
1,310.25 |
1,313.25 |
S1 |
1,298.75 |
1,298.75 |
1,305.00 |
1,304.50 |
S2 |
1,290.50 |
1,290.50 |
1,303.25 |
|
S3 |
1,270.75 |
1,279.00 |
1,301.25 |
|
S4 |
1,251.00 |
1,259.25 |
1,296.00 |
|
|
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% |
22.50 |
1.7% |
28% |
False |
False |
1,596 |
10 |
1,348.75 |
1,286.50 |
62.25 |
4.8% |
19.00 |
1.5% |
33% |
False |
False |
1,220 |
20 |
1,348.75 |
1,247.50 |
101.25 |
7.7% |
19.75 |
1.5% |
59% |
False |
False |
1,201 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.7% |
17.25 |
1.3% |
59% |
False |
False |
686 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
16.25 |
1.2% |
52% |
False |
False |
521 |
80 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
15.25 |
1.2% |
52% |
False |
False |
430 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
13.50 |
1.0% |
58% |
False |
False |
358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.00 |
2.618 |
1,373.75 |
1.618 |
1,354.00 |
1.000 |
1,341.75 |
0.618 |
1,334.25 |
HIGH |
1,322.00 |
0.618 |
1,314.50 |
0.500 |
1,312.00 |
0.382 |
1,309.75 |
LOW |
1,302.25 |
0.618 |
1,290.00 |
1.000 |
1,282.50 |
1.618 |
1,270.25 |
2.618 |
1,250.50 |
4.250 |
1,218.25 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,312.00 |
1,311.00 |
PP |
1,310.25 |
1,309.75 |
S1 |
1,308.50 |
1,308.25 |
|