Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,717.90 |
12,655.62 |
-62.28 |
-0.5% |
12,583.00 |
High |
12,717.90 |
12,655.84 |
-62.06 |
-0.5% |
12,753.89 |
Low |
12,567.41 |
12,470.30 |
-97.11 |
-0.8% |
12,539.21 |
Close |
12,657.20 |
12,505.76 |
-151.44 |
-1.2% |
12,657.20 |
Range |
150.49 |
185.54 |
35.05 |
23.3% |
214.68 |
ATR |
136.69 |
140.28 |
3.59 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,100.59 |
12,988.71 |
12,607.81 |
|
R3 |
12,915.05 |
12,803.17 |
12,556.78 |
|
R2 |
12,729.51 |
12,729.51 |
12,539.78 |
|
R1 |
12,617.63 |
12,617.63 |
12,522.77 |
12,580.80 |
PP |
12,543.97 |
12,543.97 |
12,543.97 |
12,525.55 |
S1 |
12,432.09 |
12,432.09 |
12,488.75 |
12,395.26 |
S2 |
12,358.43 |
12,358.43 |
12,471.74 |
|
S3 |
12,172.89 |
12,246.55 |
12,454.74 |
|
S4 |
11,987.35 |
12,061.01 |
12,403.71 |
|
|
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 |
12,470.30 |
283.59 |
2.3% |
125.59 |
1.0% |
13% |
False |
True |
|
10 |
12,753.89 |
11,934.05 |
819.84 |
6.6% |
140.64 |
1.1% |
70% |
False |
False |
|
20 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
141.97 |
1.1% |
72% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
137.29 |
1.1% |
72% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
134.53 |
1.1% |
63% |
False |
False |
|
80 |
12,876.00 |
11,614.82 |
1,261.18 |
10.1% |
128.01 |
1.0% |
71% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
135.21 |
1.1% |
72% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
127.31 |
1.0% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,444.39 |
2.618 |
13,141.58 |
1.618 |
12,956.04 |
1.000 |
12,841.38 |
0.618 |
12,770.50 |
HIGH |
12,655.84 |
0.618 |
12,584.96 |
0.500 |
12,563.07 |
0.382 |
12,541.18 |
LOW |
12,470.30 |
0.618 |
12,355.64 |
1.000 |
12,284.76 |
1.618 |
12,170.10 |
2.618 |
11,984.56 |
4.250 |
11,681.76 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,563.07 |
12,612.10 |
PP |
12,543.97 |
12,576.65 |
S1 |
12,524.86 |
12,541.21 |
|