Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,475.11 |
12,386.03 |
-89.08 |
-0.7% |
12,655.62 |
High |
12,475.26 |
12,607.56 |
132.30 |
1.1% |
12,655.84 |
Low |
12,296.23 |
12,385.96 |
89.73 |
0.7% |
12,406.09 |
Close |
12,385.16 |
12,587.42 |
202.26 |
1.6% |
12,479.73 |
Range |
179.03 |
221.60 |
42.57 |
23.8% |
249.75 |
ATR |
142.78 |
148.46 |
5.69 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,191.78 |
13,111.20 |
12,709.30 |
|
R3 |
12,970.18 |
12,889.60 |
12,648.36 |
|
R2 |
12,748.58 |
12,748.58 |
12,628.05 |
|
R1 |
12,668.00 |
12,668.00 |
12,607.73 |
12,708.29 |
PP |
12,526.98 |
12,526.98 |
12,526.98 |
12,547.13 |
S1 |
12,446.40 |
12,446.40 |
12,567.11 |
12,486.69 |
S2 |
12,305.38 |
12,305.38 |
12,546.79 |
|
S3 |
12,083.78 |
12,224.80 |
12,526.48 |
|
S4 |
11,862.18 |
12,003.20 |
12,465.54 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,263.14 |
13,121.18 |
12,617.09 |
|
R3 |
13,013.39 |
12,871.43 |
12,548.41 |
|
R2 |
12,763.64 |
12,763.64 |
12,525.52 |
|
R1 |
12,621.68 |
12,621.68 |
12,502.62 |
12,567.79 |
PP |
12,513.89 |
12,513.89 |
12,513.89 |
12,486.94 |
S1 |
12,371.93 |
12,371.93 |
12,456.84 |
12,318.04 |
S2 |
12,264.14 |
12,264.14 |
12,433.94 |
|
S3 |
12,014.39 |
12,122.18 |
12,411.05 |
|
S4 |
11,764.64 |
11,872.43 |
12,342.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,611.04 |
12,296.23 |
314.81 |
2.5% |
166.13 |
1.3% |
92% |
False |
False |
|
10 |
12,753.89 |
12,296.23 |
457.66 |
3.6% |
152.11 |
1.2% |
64% |
False |
False |
|
20 |
12,753.89 |
11,874.94 |
878.95 |
7.0% |
148.23 |
1.2% |
81% |
False |
False |
|
40 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
141.32 |
1.1% |
81% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
136.61 |
1.1% |
72% |
False |
False |
|
80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
129.33 |
1.0% |
72% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
137.08 |
1.1% |
78% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
131.04 |
1.0% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,549.36 |
2.618 |
13,187.71 |
1.618 |
12,966.11 |
1.000 |
12,829.16 |
0.618 |
12,744.51 |
HIGH |
12,607.56 |
0.618 |
12,522.91 |
0.500 |
12,496.76 |
0.382 |
12,470.61 |
LOW |
12,385.96 |
0.618 |
12,249.01 |
1.000 |
12,164.36 |
1.618 |
12,027.41 |
2.618 |
11,805.81 |
4.250 |
11,444.16 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,557.20 |
12,542.25 |
PP |
12,526.98 |
12,497.07 |
S1 |
12,496.76 |
12,451.90 |
|