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 |
12,583.00 |
12,562.47 |
-20.53 |
-0.2% |
11,934.66 |
High |
12,601.80 |
12,643.24 |
41.44 |
0.3% |
12,596.13 |
Low |
12,540.58 |
12,539.21 |
-1.37 |
0.0% |
11,934.05 |
Close |
12,569.87 |
12,626.02 |
56.15 |
0.4% |
12,582.77 |
Range |
61.22 |
104.03 |
42.81 |
69.9% |
662.08 |
ATR |
138.56 |
136.10 |
-2.47 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,914.91 |
12,874.50 |
12,683.24 |
|
R3 |
12,810.88 |
12,770.47 |
12,654.63 |
|
R2 |
12,706.85 |
12,706.85 |
12,645.09 |
|
R1 |
12,666.44 |
12,666.44 |
12,635.56 |
12,686.65 |
PP |
12,602.82 |
12,602.82 |
12,602.82 |
12,612.93 |
S1 |
12,562.41 |
12,562.41 |
12,616.48 |
12,582.62 |
S2 |
12,498.79 |
12,498.79 |
12,606.95 |
|
S3 |
12,394.76 |
12,458.38 |
12,597.41 |
|
S4 |
12,290.73 |
12,354.35 |
12,568.80 |
|
|
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 |
12,643.24 |
12,175.86 |
467.38 |
3.7% |
126.16 |
1.0% |
96% |
True |
False |
|
10 |
12,643.24 |
11,874.94 |
768.30 |
6.1% |
141.14 |
1.1% |
98% |
True |
False |
|
20 |
12,643.24 |
11,862.53 |
780.71 |
6.2% |
138.62 |
1.1% |
98% |
True |
False |
|
40 |
12,781.06 |
11,862.53 |
918.53 |
7.3% |
137.02 |
1.1% |
83% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
132.65 |
1.1% |
75% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
131.46 |
1.0% |
81% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
132.78 |
1.1% |
81% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
125.39 |
1.0% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,085.37 |
2.618 |
12,915.59 |
1.618 |
12,811.56 |
1.000 |
12,747.27 |
0.618 |
12,707.53 |
HIGH |
12,643.24 |
0.618 |
12,603.50 |
0.500 |
12,591.23 |
0.382 |
12,578.95 |
LOW |
12,539.21 |
0.618 |
12,474.92 |
1.000 |
12,435.18 |
1.618 |
12,370.89 |
2.618 |
12,266.86 |
4.250 |
12,097.08 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,614.42 |
12,591.90 |
PP |
12,602.82 |
12,557.78 |
S1 |
12,591.23 |
12,523.66 |
|