| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
10,085 |
9,915 |
-170 |
-1.7% |
10,000 |
| High |
10,120 |
9,985 |
-135 |
-1.3% |
10,255 |
| Low |
9,880 |
9,800 |
-80 |
-0.8% |
9,965 |
| Close |
9,930 |
9,835 |
-95 |
-1.0% |
10,070 |
| Range |
240 |
185 |
-55 |
-22.9% |
290 |
| ATR |
146 |
149 |
3 |
1.9% |
0 |
| Volume |
12,625 |
17,904 |
5,279 |
41.8% |
36,689 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,428 |
10,317 |
9,937 |
|
| R3 |
10,243 |
10,132 |
9,886 |
|
| R2 |
10,058 |
10,058 |
9,869 |
|
| R1 |
9,947 |
9,947 |
9,852 |
9,910 |
| PP |
9,873 |
9,873 |
9,873 |
9,855 |
| S1 |
9,762 |
9,762 |
9,818 |
9,725 |
| S2 |
9,688 |
9,688 |
9,801 |
|
| S3 |
9,503 |
9,577 |
9,784 |
|
| S4 |
9,318 |
9,392 |
9,733 |
|
|
| 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 |
9,800 |
455 |
4.6% |
188 |
1.9% |
8% |
False |
True |
11,678 |
| 10 |
10,255 |
9,645 |
610 |
6.2% |
158 |
1.6% |
31% |
False |
False |
9,753 |
| 20 |
10,255 |
9,315 |
940 |
9.6% |
155 |
1.6% |
55% |
False |
False |
8,556 |
| 40 |
10,255 |
9,315 |
940 |
9.6% |
124 |
1.3% |
55% |
False |
False |
5,995 |
| 60 |
10,255 |
9,315 |
940 |
9.6% |
90 |
0.9% |
55% |
False |
False |
3,999 |
| 80 |
10,255 |
8,925 |
1,330 |
13.5% |
72 |
0.7% |
68% |
False |
False |
3,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,771 |
|
2.618 |
10,469 |
|
1.618 |
10,284 |
|
1.000 |
10,170 |
|
0.618 |
10,099 |
|
HIGH |
9,985 |
|
0.618 |
9,914 |
|
0.500 |
9,893 |
|
0.382 |
9,871 |
|
LOW |
9,800 |
|
0.618 |
9,686 |
|
1.000 |
9,615 |
|
1.618 |
9,501 |
|
2.618 |
9,316 |
|
4.250 |
9,014 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
9,893 |
10,028 |
| PP |
9,873 |
9,963 |
| S1 |
9,854 |
9,899 |
|