Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,491.53 |
12,437.12 |
-54.41 |
-0.4% |
12,655.62 |
High |
12,581.98 |
12,504.82 |
-77.16 |
-0.6% |
12,655.84 |
Low |
12,414.41 |
12,406.09 |
-8.32 |
-0.1% |
12,406.09 |
Close |
12,437.12 |
12,479.73 |
42.61 |
0.3% |
12,479.73 |
Range |
167.57 |
98.73 |
-68.84 |
-41.1% |
249.75 |
ATR |
142.79 |
139.64 |
-3.15 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,759.74 |
12,718.46 |
12,534.03 |
|
R3 |
12,661.01 |
12,619.73 |
12,506.88 |
|
R2 |
12,562.28 |
12,562.28 |
12,497.83 |
|
R1 |
12,521.00 |
12,521.00 |
12,488.78 |
12,541.64 |
PP |
12,463.55 |
12,463.55 |
12,463.55 |
12,473.87 |
S1 |
12,422.27 |
12,422.27 |
12,470.68 |
12,442.91 |
S2 |
12,364.82 |
12,364.82 |
12,461.63 |
|
S3 |
12,266.09 |
12,323.54 |
12,452.58 |
|
S4 |
12,167.36 |
12,224.81 |
12,425.43 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,263.14 |
13,121.18 |
12,617.09 |
|
R3 |
13,013.39 |
12,871.43 |
12,548.41 |
|
R2 |
12,763.64 |
12,763.64 |
12,525.52 |
|
R1 |
12,621.68 |
12,621.68 |
12,502.62 |
12,567.79 |
PP |
12,513.89 |
12,513.89 |
12,513.89 |
12,486.94 |
S1 |
12,371.93 |
12,371.93 |
12,456.84 |
12,318.04 |
S2 |
12,264.14 |
12,264.14 |
12,433.94 |
|
S3 |
12,014.39 |
12,122.18 |
12,411.05 |
|
S4 |
11,764.64 |
11,872.43 |
12,342.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,655.84 |
12,406.09 |
249.75 |
2.0% |
147.85 |
1.2% |
29% |
False |
True |
|
10 |
12,753.89 |
12,404.08 |
349.81 |
2.8% |
137.37 |
1.1% |
22% |
False |
False |
|
20 |
12,753.89 |
11,874.94 |
878.95 |
7.0% |
140.15 |
1.1% |
69% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
136.78 |
1.1% |
69% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
134.44 |
1.1% |
61% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
127.41 |
1.0% |
61% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
136.12 |
1.1% |
70% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
128.91 |
1.0% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,924.42 |
2.618 |
12,763.30 |
1.618 |
12,664.57 |
1.000 |
12,603.55 |
0.618 |
12,565.84 |
HIGH |
12,504.82 |
0.618 |
12,467.11 |
0.500 |
12,455.46 |
0.382 |
12,443.80 |
LOW |
12,406.09 |
0.618 |
12,345.07 |
1.000 |
12,307.36 |
1.618 |
12,246.34 |
2.618 |
12,147.61 |
4.250 |
11,986.49 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,471.64 |
12,508.57 |
PP |
12,463.55 |
12,498.95 |
S1 |
12,455.46 |
12,489.34 |
|