Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,262.25 |
12,412.07 |
149.82 |
1.2% |
11,934.66 |
High |
12,427.09 |
12,596.13 |
169.04 |
1.4% |
12,596.13 |
Low |
12,262.10 |
12,404.08 |
141.98 |
1.2% |
11,934.05 |
Close |
12,414.34 |
12,582.77 |
168.43 |
1.4% |
12,582.77 |
Range |
164.99 |
192.05 |
27.06 |
16.4% |
662.08 |
ATR |
140.86 |
144.51 |
3.66 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,103.81 |
13,035.34 |
12,688.40 |
|
R3 |
12,911.76 |
12,843.29 |
12,635.58 |
|
R2 |
12,719.71 |
12,719.71 |
12,617.98 |
|
R1 |
12,651.24 |
12,651.24 |
12,600.37 |
12,685.48 |
PP |
12,527.66 |
12,527.66 |
12,527.66 |
12,544.78 |
S1 |
12,459.19 |
12,459.19 |
12,565.17 |
12,493.43 |
S2 |
12,335.61 |
12,335.61 |
12,547.56 |
|
S3 |
12,143.56 |
12,267.14 |
12,529.96 |
|
S4 |
11,951.51 |
12,075.09 |
12,477.14 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,357.22 |
14,132.08 |
12,946.91 |
|
R3 |
13,695.14 |
13,470.00 |
12,764.84 |
|
R2 |
13,033.06 |
13,033.06 |
12,704.15 |
|
R1 |
12,807.92 |
12,807.92 |
12,643.46 |
12,920.49 |
PP |
12,370.98 |
12,370.98 |
12,370.98 |
12,427.27 |
S1 |
12,145.84 |
12,145.84 |
12,522.08 |
12,258.41 |
S2 |
11,708.90 |
11,708.90 |
12,461.39 |
|
S3 |
11,046.82 |
11,483.76 |
12,400.70 |
|
S4 |
10,384.74 |
10,821.68 |
12,218.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,596.13 |
11,934.05 |
662.08 |
5.3% |
155.70 |
1.2% |
98% |
True |
False |
|
10 |
12,596.13 |
11,874.94 |
721.19 |
5.7% |
151.09 |
1.2% |
98% |
True |
False |
|
20 |
12,596.13 |
11,862.53 |
733.60 |
5.8% |
140.01 |
1.1% |
98% |
True |
False |
|
40 |
12,781.06 |
11,862.53 |
918.53 |
7.3% |
139.91 |
1.1% |
78% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
133.93 |
1.1% |
71% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
134.24 |
1.1% |
78% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
132.62 |
1.1% |
78% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
125.49 |
1.0% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,412.34 |
2.618 |
13,098.92 |
1.618 |
12,906.87 |
1.000 |
12,788.18 |
0.618 |
12,714.82 |
HIGH |
12,596.13 |
0.618 |
12,522.77 |
0.500 |
12,500.11 |
0.382 |
12,477.44 |
LOW |
12,404.08 |
0.618 |
12,285.39 |
1.000 |
12,212.03 |
1.618 |
12,093.34 |
2.618 |
11,901.29 |
4.250 |
11,587.87 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,555.22 |
12,517.18 |
PP |
12,527.66 |
12,451.59 |
S1 |
12,500.11 |
12,386.00 |
|