Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,679.72 |
12,592.12 |
-87.60 |
-0.7% |
12,475.11 |
High |
12,679.95 |
12,593.40 |
-86.55 |
-0.7% |
12,751.43 |
Low |
12,536.19 |
12,489.04 |
-47.15 |
-0.4% |
12,296.23 |
Close |
12,592.80 |
12,501.30 |
-91.50 |
-0.7% |
12,681.16 |
Range |
143.76 |
104.36 |
-39.40 |
-27.4% |
455.20 |
ATR |
141.78 |
139.11 |
-2.67 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,840.99 |
12,775.51 |
12,558.70 |
|
R3 |
12,736.63 |
12,671.15 |
12,530.00 |
|
R2 |
12,632.27 |
12,632.27 |
12,520.43 |
|
R1 |
12,566.79 |
12,566.79 |
12,510.87 |
12,547.35 |
PP |
12,527.91 |
12,527.91 |
12,527.91 |
12,518.20 |
S1 |
12,462.43 |
12,462.43 |
12,491.73 |
12,442.99 |
S2 |
12,423.55 |
12,423.55 |
12,482.17 |
|
S3 |
12,319.19 |
12,358.07 |
12,472.60 |
|
S4 |
12,214.83 |
12,253.71 |
12,443.90 |
|
|
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 |
12,489.04 |
262.39 |
2.1% |
117.31 |
0.9% |
5% |
False |
True |
|
10 |
12,751.43 |
12,296.23 |
455.20 |
3.6% |
141.72 |
1.1% |
45% |
False |
False |
|
20 |
12,753.89 |
12,042.28 |
711.61 |
5.7% |
139.13 |
1.1% |
65% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
141.18 |
1.1% |
72% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
138.07 |
1.1% |
63% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
131.13 |
1.0% |
63% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
135.82 |
1.1% |
72% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
131.52 |
1.1% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,036.93 |
2.618 |
12,866.61 |
1.618 |
12,762.25 |
1.000 |
12,697.76 |
0.618 |
12,657.89 |
HIGH |
12,593.40 |
0.618 |
12,553.53 |
0.500 |
12,541.22 |
0.382 |
12,528.91 |
LOW |
12,489.04 |
0.618 |
12,424.55 |
1.000 |
12,384.68 |
1.618 |
12,320.19 |
2.618 |
12,215.83 |
4.250 |
12,045.51 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,541.22 |
12,614.96 |
PP |
12,527.91 |
12,577.07 |
S1 |
12,514.61 |
12,539.19 |
|