Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,567.07 |
12,724.71 |
157.64 |
1.3% |
12,475.11 |
High |
12,751.43 |
12,740.87 |
-10.56 |
-0.1% |
12,751.43 |
Low |
12,566.61 |
12,644.19 |
77.58 |
0.6% |
12,296.23 |
Close |
12,724.41 |
12,681.16 |
-43.25 |
-0.3% |
12,681.16 |
Range |
184.82 |
96.68 |
-88.14 |
-47.7% |
455.20 |
ATR |
144.99 |
141.54 |
-3.45 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,978.78 |
12,926.65 |
12,734.33 |
|
R3 |
12,882.10 |
12,829.97 |
12,707.75 |
|
R2 |
12,785.42 |
12,785.42 |
12,698.88 |
|
R1 |
12,733.29 |
12,733.29 |
12,690.02 |
12,711.02 |
PP |
12,688.74 |
12,688.74 |
12,688.74 |
12,677.60 |
S1 |
12,636.61 |
12,636.61 |
12,672.30 |
12,614.34 |
S2 |
12,592.06 |
12,592.06 |
12,663.44 |
|
S3 |
12,495.38 |
12,539.93 |
12,654.57 |
|
S4 |
12,398.70 |
12,443.25 |
12,627.99 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,941.87 |
13,766.72 |
12,931.52 |
|
R3 |
13,486.67 |
13,311.52 |
12,806.34 |
|
R2 |
13,031.47 |
13,031.47 |
12,764.61 |
|
R1 |
12,856.32 |
12,856.32 |
12,722.89 |
12,943.90 |
PP |
12,576.27 |
12,576.27 |
12,576.27 |
12,620.06 |
S1 |
12,401.12 |
12,401.12 |
12,639.43 |
12,488.70 |
S2 |
12,121.07 |
12,121.07 |
12,597.71 |
|
S3 |
11,665.87 |
11,945.92 |
12,555.98 |
|
S4 |
11,210.67 |
11,490.72 |
12,430.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,751.43 |
12,296.23 |
455.20 |
3.6% |
147.82 |
1.2% |
85% |
False |
False |
|
10 |
12,751.43 |
12,296.23 |
455.20 |
3.6% |
147.83 |
1.2% |
85% |
False |
False |
|
20 |
12,753.89 |
11,925.42 |
828.47 |
6.5% |
141.55 |
1.1% |
91% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.0% |
140.22 |
1.1% |
92% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
136.99 |
1.1% |
81% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
130.11 |
1.0% |
81% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
136.45 |
1.1% |
85% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
131.10 |
1.0% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,151.76 |
2.618 |
12,993.98 |
1.618 |
12,897.30 |
1.000 |
12,837.55 |
0.618 |
12,800.62 |
HIGH |
12,740.87 |
0.618 |
12,703.94 |
0.500 |
12,692.53 |
0.382 |
12,681.12 |
LOW |
12,644.19 |
0.618 |
12,584.44 |
1.000 |
12,547.51 |
1.618 |
12,487.76 |
2.618 |
12,391.08 |
4.250 |
12,233.30 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,692.53 |
12,670.44 |
PP |
12,688.74 |
12,659.72 |
S1 |
12,684.95 |
12,649.00 |
|