| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
10,250 |
10,085 |
-165 |
-1.6% |
10,000 |
| High |
10,255 |
10,120 |
-135 |
-1.3% |
10,255 |
| Low |
10,020 |
9,880 |
-140 |
-1.4% |
9,965 |
| Close |
10,070 |
9,930 |
-140 |
-1.4% |
10,070 |
| Range |
235 |
240 |
5 |
2.1% |
290 |
| ATR |
139 |
146 |
7 |
5.2% |
0 |
| Volume |
10,876 |
12,625 |
1,749 |
16.1% |
36,689 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,697 |
10,553 |
10,062 |
|
| R3 |
10,457 |
10,313 |
9,996 |
|
| R2 |
10,217 |
10,217 |
9,974 |
|
| R1 |
10,073 |
10,073 |
9,952 |
10,025 |
| PP |
9,977 |
9,977 |
9,977 |
9,953 |
| S1 |
9,833 |
9,833 |
9,908 |
9,785 |
| S2 |
9,737 |
9,737 |
9,886 |
|
| S3 |
9,497 |
9,593 |
9,864 |
|
| S4 |
9,257 |
9,353 |
9,798 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,967 |
10,808 |
10,230 |
|
| R3 |
10,677 |
10,518 |
10,150 |
|
| R2 |
10,387 |
10,387 |
10,123 |
|
| R1 |
10,228 |
10,228 |
10,097 |
10,308 |
| PP |
10,097 |
10,097 |
10,097 |
10,136 |
| S1 |
9,938 |
9,938 |
10,044 |
10,018 |
| S2 |
9,807 |
9,807 |
10,017 |
|
| S3 |
9,517 |
9,648 |
9,990 |
|
| S4 |
9,227 |
9,358 |
9,911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,255 |
9,880 |
375 |
3.8% |
164 |
1.7% |
13% |
False |
True |
9,862 |
| 10 |
10,255 |
9,585 |
670 |
6.7% |
150 |
1.5% |
51% |
False |
False |
8,648 |
| 20 |
10,255 |
9,315 |
940 |
9.5% |
150 |
1.5% |
65% |
False |
False |
7,980 |
| 40 |
10,255 |
9,315 |
940 |
9.5% |
122 |
1.2% |
65% |
False |
False |
5,548 |
| 60 |
10,255 |
9,315 |
940 |
9.5% |
87 |
0.9% |
65% |
False |
False |
3,700 |
| 80 |
10,255 |
8,745 |
1,510 |
15.2% |
72 |
0.7% |
78% |
False |
False |
2,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,140 |
|
2.618 |
10,748 |
|
1.618 |
10,508 |
|
1.000 |
10,360 |
|
0.618 |
10,268 |
|
HIGH |
10,120 |
|
0.618 |
10,028 |
|
0.500 |
10,000 |
|
0.382 |
9,972 |
|
LOW |
9,880 |
|
0.618 |
9,732 |
|
1.000 |
9,640 |
|
1.618 |
9,492 |
|
2.618 |
9,252 |
|
4.250 |
8,860 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
10,000 |
10,068 |
| PP |
9,977 |
10,022 |
| S1 |
9,953 |
9,976 |
|