Trading Metrics calculated at close of trading on 08-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,627.23 |
12,717.90 |
90.67 |
0.7% |
12,583.00 |
High |
12,753.89 |
12,717.90 |
-35.99 |
-0.3% |
12,753.89 |
Low |
12,627.23 |
12,567.41 |
-59.82 |
-0.5% |
12,539.21 |
Close |
12,719.49 |
12,657.20 |
-62.29 |
-0.5% |
12,657.20 |
Range |
126.66 |
150.49 |
23.83 |
18.8% |
214.68 |
ATR |
135.51 |
136.69 |
1.18 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,098.97 |
13,028.58 |
12,739.97 |
|
R3 |
12,948.48 |
12,878.09 |
12,698.58 |
|
R2 |
12,797.99 |
12,797.99 |
12,684.79 |
|
R1 |
12,727.60 |
12,727.60 |
12,670.99 |
12,687.55 |
PP |
12,647.50 |
12,647.50 |
12,647.50 |
12,627.48 |
S1 |
12,577.11 |
12,577.11 |
12,643.41 |
12,537.06 |
S2 |
12,497.01 |
12,497.01 |
12,629.61 |
|
S3 |
12,346.52 |
12,426.62 |
12,615.82 |
|
S4 |
12,196.03 |
12,276.13 |
12,574.43 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,294.14 |
13,190.35 |
12,775.27 |
|
R3 |
13,079.46 |
12,975.67 |
12,716.24 |
|
R2 |
12,864.78 |
12,864.78 |
12,696.56 |
|
R1 |
12,760.99 |
12,760.99 |
12,676.88 |
12,812.89 |
PP |
12,650.10 |
12,650.10 |
12,650.10 |
12,676.05 |
S1 |
12,546.31 |
12,546.31 |
12,637.52 |
12,598.21 |
S2 |
12,435.42 |
12,435.42 |
12,617.84 |
|
S3 |
12,220.74 |
12,331.63 |
12,598.16 |
|
S4 |
12,006.06 |
12,116.95 |
12,539.13 |
|
|
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 |
12,404.08 |
349.81 |
2.8% |
126.89 |
1.0% |
72% |
False |
False |
|
10 |
12,753.89 |
11,925.42 |
828.47 |
6.5% |
135.27 |
1.1% |
88% |
False |
False |
|
20 |
12,753.89 |
11,862.53 |
891.36 |
7.0% |
142.07 |
1.1% |
89% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.0% |
137.18 |
1.1% |
89% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
133.28 |
1.1% |
78% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
129.46 |
1.0% |
83% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
134.10 |
1.1% |
83% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
126.43 |
1.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,357.48 |
2.618 |
13,111.88 |
1.618 |
12,961.39 |
1.000 |
12,868.39 |
0.618 |
12,810.90 |
HIGH |
12,717.90 |
0.618 |
12,660.41 |
0.500 |
12,642.66 |
0.382 |
12,624.90 |
LOW |
12,567.41 |
0.618 |
12,474.41 |
1.000 |
12,416.92 |
1.618 |
12,323.92 |
2.618 |
12,173.43 |
4.250 |
11,927.83 |
|
|
Fisher Pivots for day following 08-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,652.35 |
12,653.65 |
PP |
12,647.50 |
12,650.10 |
S1 |
12,642.66 |
12,646.55 |
|