Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,724.71 |
12,679.72 |
-44.99 |
-0.4% |
12,475.11 |
High |
12,740.87 |
12,679.95 |
-60.92 |
-0.5% |
12,751.43 |
Low |
12,644.19 |
12,536.19 |
-108.00 |
-0.9% |
12,296.23 |
Close |
12,681.16 |
12,592.80 |
-88.36 |
-0.7% |
12,681.16 |
Range |
96.68 |
143.76 |
47.08 |
48.7% |
455.20 |
ATR |
141.54 |
141.78 |
0.25 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,034.26 |
12,957.29 |
12,671.87 |
|
R3 |
12,890.50 |
12,813.53 |
12,632.33 |
|
R2 |
12,746.74 |
12,746.74 |
12,619.16 |
|
R1 |
12,669.77 |
12,669.77 |
12,605.98 |
12,636.38 |
PP |
12,602.98 |
12,602.98 |
12,602.98 |
12,586.28 |
S1 |
12,526.01 |
12,526.01 |
12,579.62 |
12,492.62 |
S2 |
12,459.22 |
12,459.22 |
12,566.44 |
|
S3 |
12,315.46 |
12,382.25 |
12,553.27 |
|
S4 |
12,171.70 |
12,238.49 |
12,513.73 |
|
|
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 |
12,385.96 |
365.47 |
2.9% |
140.76 |
1.1% |
57% |
False |
False |
|
10 |
12,751.43 |
12,296.23 |
455.20 |
3.6% |
143.66 |
1.1% |
65% |
False |
False |
|
20 |
12,753.89 |
11,934.05 |
819.84 |
6.5% |
142.15 |
1.1% |
80% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
140.72 |
1.1% |
82% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
137.70 |
1.1% |
72% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
130.61 |
1.0% |
72% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
136.93 |
1.1% |
79% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
130.98 |
1.0% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,290.93 |
2.618 |
13,056.31 |
1.618 |
12,912.55 |
1.000 |
12,823.71 |
0.618 |
12,768.79 |
HIGH |
12,679.95 |
0.618 |
12,625.03 |
0.500 |
12,608.07 |
0.382 |
12,591.11 |
LOW |
12,536.19 |
0.618 |
12,447.35 |
1.000 |
12,392.43 |
1.618 |
12,303.59 |
2.618 |
12,159.83 |
4.250 |
11,925.21 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,608.07 |
12,643.81 |
PP |
12,602.98 |
12,626.81 |
S1 |
12,597.89 |
12,609.80 |
|