Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,386.03 |
12,583.68 |
197.65 |
1.6% |
12,655.62 |
High |
12,607.56 |
12,603.51 |
-4.05 |
0.0% |
12,655.84 |
Low |
12,385.96 |
12,546.56 |
160.60 |
1.3% |
12,406.09 |
Close |
12,587.42 |
12,571.91 |
-15.51 |
-0.1% |
12,479.73 |
Range |
221.60 |
56.95 |
-164.65 |
-74.3% |
249.75 |
ATR |
148.46 |
141.93 |
-6.54 |
-4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,744.84 |
12,715.33 |
12,603.23 |
|
R3 |
12,687.89 |
12,658.38 |
12,587.57 |
|
R2 |
12,630.94 |
12,630.94 |
12,582.35 |
|
R1 |
12,601.43 |
12,601.43 |
12,577.13 |
12,587.71 |
PP |
12,573.99 |
12,573.99 |
12,573.99 |
12,567.14 |
S1 |
12,544.48 |
12,544.48 |
12,566.69 |
12,530.76 |
S2 |
12,517.04 |
12,517.04 |
12,561.47 |
|
S3 |
12,460.09 |
12,487.53 |
12,556.25 |
|
S4 |
12,403.14 |
12,430.58 |
12,540.59 |
|
|
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 |
12,607.56 |
12,296.23 |
311.33 |
2.5% |
144.78 |
1.2% |
89% |
False |
False |
|
10 |
12,753.89 |
12,296.23 |
457.66 |
3.6% |
147.40 |
1.2% |
60% |
False |
False |
|
20 |
12,753.89 |
11,874.94 |
878.95 |
7.0% |
144.27 |
1.1% |
79% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
138.25 |
1.1% |
80% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
136.55 |
1.1% |
70% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
128.92 |
1.0% |
70% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
136.75 |
1.1% |
77% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
131.11 |
1.0% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,845.55 |
2.618 |
12,752.61 |
1.618 |
12,695.66 |
1.000 |
12,660.46 |
0.618 |
12,638.71 |
HIGH |
12,603.51 |
0.618 |
12,581.76 |
0.500 |
12,575.04 |
0.382 |
12,568.31 |
LOW |
12,546.56 |
0.618 |
12,511.36 |
1.000 |
12,489.61 |
1.618 |
12,454.41 |
2.618 |
12,397.46 |
4.250 |
12,304.52 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,575.04 |
12,531.91 |
PP |
12,573.99 |
12,491.90 |
S1 |
12,572.95 |
12,451.90 |
|