Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,301.72 |
12,239.36 |
-62.36 |
-0.5% |
12,679.72 |
High |
12,384.90 |
12,243.07 |
-141.83 |
-1.1% |
12,679.95 |
Low |
12,226.83 |
12,083.45 |
-143.38 |
-1.2% |
12,083.45 |
Close |
12,240.11 |
12,143.24 |
-96.87 |
-0.8% |
12,143.24 |
Range |
158.07 |
159.62 |
1.55 |
1.0% |
596.50 |
ATR |
145.27 |
146.30 |
1.02 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,635.45 |
12,548.96 |
12,231.03 |
|
R3 |
12,475.83 |
12,389.34 |
12,187.14 |
|
R2 |
12,316.21 |
12,316.21 |
12,172.50 |
|
R1 |
12,229.72 |
12,229.72 |
12,157.87 |
12,193.16 |
PP |
12,156.59 |
12,156.59 |
12,156.59 |
12,138.30 |
S1 |
12,070.10 |
12,070.10 |
12,128.61 |
12,033.54 |
S2 |
11,996.97 |
11,996.97 |
12,113.98 |
|
S3 |
11,837.35 |
11,910.48 |
12,099.34 |
|
S4 |
11,677.73 |
11,750.86 |
12,055.45 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,091.71 |
13,713.98 |
12,471.32 |
|
R3 |
13,495.21 |
13,117.48 |
12,307.28 |
|
R2 |
12,898.71 |
12,898.71 |
12,252.60 |
|
R1 |
12,520.98 |
12,520.98 |
12,197.92 |
12,411.60 |
PP |
12,302.21 |
12,302.21 |
12,302.21 |
12,247.52 |
S1 |
11,924.48 |
11,924.48 |
12,088.56 |
11,815.10 |
S2 |
11,705.71 |
11,705.71 |
12,033.88 |
|
S3 |
11,109.21 |
11,327.98 |
11,979.20 |
|
S4 |
10,512.71 |
10,731.48 |
11,815.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,679.95 |
12,083.45 |
596.50 |
4.9% |
154.95 |
1.3% |
10% |
False |
True |
|
10 |
12,751.43 |
12,083.45 |
667.98 |
5.5% |
151.39 |
1.2% |
9% |
False |
True |
|
20 |
12,753.89 |
12,083.45 |
670.44 |
5.5% |
144.38 |
1.2% |
9% |
False |
True |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.3% |
140.99 |
1.2% |
31% |
False |
False |
|
60 |
12,781.06 |
11,862.53 |
918.53 |
7.6% |
141.59 |
1.2% |
31% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.3% |
134.94 |
1.1% |
28% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
135.36 |
1.1% |
45% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
133.72 |
1.1% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,921.46 |
2.618 |
12,660.96 |
1.618 |
12,501.34 |
1.000 |
12,402.69 |
0.618 |
12,341.72 |
HIGH |
12,243.07 |
0.618 |
12,182.10 |
0.500 |
12,163.26 |
0.382 |
12,144.42 |
LOW |
12,083.45 |
0.618 |
11,984.80 |
1.000 |
11,923.83 |
1.618 |
11,825.18 |
2.618 |
11,665.56 |
4.250 |
11,405.07 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,163.26 |
12,291.05 |
PP |
12,156.59 |
12,241.78 |
S1 |
12,149.91 |
12,192.51 |
|