Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,592.12 |
12,498.42 |
-93.70 |
-0.7% |
12,475.11 |
High |
12,593.40 |
12,498.65 |
-94.75 |
-0.8% |
12,751.43 |
Low |
12,489.04 |
12,289.69 |
-199.35 |
-1.6% |
12,296.23 |
Close |
12,501.30 |
12,302.55 |
-198.75 |
-1.6% |
12,681.16 |
Range |
104.36 |
208.96 |
104.60 |
100.2% |
455.20 |
ATR |
139.11 |
144.29 |
5.18 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,990.51 |
12,855.49 |
12,417.48 |
|
R3 |
12,781.55 |
12,646.53 |
12,360.01 |
|
R2 |
12,572.59 |
12,572.59 |
12,340.86 |
|
R1 |
12,437.57 |
12,437.57 |
12,321.70 |
12,400.60 |
PP |
12,363.63 |
12,363.63 |
12,363.63 |
12,345.15 |
S1 |
12,228.61 |
12,228.61 |
12,283.40 |
12,191.64 |
S2 |
12,154.67 |
12,154.67 |
12,264.24 |
|
S3 |
11,945.71 |
12,019.65 |
12,245.09 |
|
S4 |
11,736.75 |
11,810.69 |
12,187.62 |
|
|
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 |
12,289.69 |
461.74 |
3.8% |
147.72 |
1.2% |
3% |
False |
True |
|
10 |
12,751.43 |
12,289.69 |
461.74 |
3.8% |
146.25 |
1.2% |
3% |
False |
True |
|
20 |
12,753.89 |
12,175.86 |
578.03 |
4.7% |
142.17 |
1.2% |
22% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.2% |
143.13 |
1.2% |
49% |
False |
False |
|
60 |
12,840.66 |
11,862.53 |
978.13 |
8.0% |
140.03 |
1.1% |
45% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.2% |
132.51 |
1.1% |
43% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
135.99 |
1.1% |
57% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
132.43 |
1.1% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,386.73 |
2.618 |
13,045.71 |
1.618 |
12,836.75 |
1.000 |
12,707.61 |
0.618 |
12,627.79 |
HIGH |
12,498.65 |
0.618 |
12,418.83 |
0.500 |
12,394.17 |
0.382 |
12,369.51 |
LOW |
12,289.69 |
0.618 |
12,160.55 |
1.000 |
12,080.73 |
1.618 |
11,951.59 |
2.618 |
11,742.63 |
4.250 |
11,401.61 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,394.17 |
12,484.82 |
PP |
12,363.63 |
12,424.06 |
S1 |
12,333.09 |
12,363.31 |
|