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 |
12,562.47 |
12,627.23 |
64.76 |
0.5% |
11,934.66 |
High |
12,643.24 |
12,753.89 |
110.65 |
0.9% |
12,596.13 |
Low |
12,539.21 |
12,627.23 |
88.02 |
0.7% |
11,934.05 |
Close |
12,626.02 |
12,719.49 |
93.47 |
0.7% |
12,582.77 |
Range |
104.03 |
126.66 |
22.63 |
21.8% |
662.08 |
ATR |
136.10 |
135.51 |
-0.59 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,080.18 |
13,026.50 |
12,789.15 |
|
R3 |
12,953.52 |
12,899.84 |
12,754.32 |
|
R2 |
12,826.86 |
12,826.86 |
12,742.71 |
|
R1 |
12,773.18 |
12,773.18 |
12,731.10 |
12,800.02 |
PP |
12,700.20 |
12,700.20 |
12,700.20 |
12,713.63 |
S1 |
12,646.52 |
12,646.52 |
12,707.88 |
12,673.36 |
S2 |
12,573.54 |
12,573.54 |
12,696.27 |
|
S3 |
12,446.88 |
12,519.86 |
12,684.66 |
|
S4 |
12,320.22 |
12,393.20 |
12,649.83 |
|
|
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 |
12,753.89 |
12,262.10 |
491.79 |
3.9% |
129.79 |
1.0% |
93% |
True |
False |
|
10 |
12,753.89 |
11,874.94 |
878.95 |
6.9% |
143.60 |
1.1% |
96% |
True |
False |
|
20 |
12,753.89 |
11,862.53 |
891.36 |
7.0% |
141.24 |
1.1% |
96% |
True |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.0% |
137.70 |
1.1% |
96% |
True |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
133.24 |
1.0% |
85% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
131.23 |
1.0% |
88% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
133.00 |
1.0% |
88% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
125.97 |
1.0% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,292.20 |
2.618 |
13,085.49 |
1.618 |
12,958.83 |
1.000 |
12,880.55 |
0.618 |
12,832.17 |
HIGH |
12,753.89 |
0.618 |
12,705.51 |
0.500 |
12,690.56 |
0.382 |
12,675.61 |
LOW |
12,627.23 |
0.618 |
12,548.95 |
1.000 |
12,500.57 |
1.618 |
12,422.29 |
2.618 |
12,295.63 |
4.250 |
12,088.93 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,709.85 |
12,695.18 |
PP |
12,700.20 |
12,670.86 |
S1 |
12,690.56 |
12,646.55 |
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