| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
9,820 |
9,940 |
120 |
1.2% |
10,000 |
| High |
10,035 |
10,010 |
-25 |
-0.2% |
10,255 |
| Low |
9,820 |
9,890 |
70 |
0.7% |
9,965 |
| Close |
9,950 |
9,940 |
-10 |
-0.1% |
10,070 |
| Range |
215 |
120 |
-95 |
-44.2% |
290 |
| ATR |
153 |
151 |
-2 |
-1.6% |
0 |
| Volume |
10,837 |
9,051 |
-1,786 |
-16.5% |
36,689 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,307 |
10,243 |
10,006 |
|
| R3 |
10,187 |
10,123 |
9,973 |
|
| R2 |
10,067 |
10,067 |
9,962 |
|
| R1 |
10,003 |
10,003 |
9,951 |
10,000 |
| PP |
9,947 |
9,947 |
9,947 |
9,945 |
| S1 |
9,883 |
9,883 |
9,929 |
9,880 |
| S2 |
9,827 |
9,827 |
9,918 |
|
| S3 |
9,707 |
9,763 |
9,907 |
|
| S4 |
9,587 |
9,643 |
9,874 |
|
|
| 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% |
199 |
2.0% |
31% |
False |
False |
12,258 |
| 10 |
10,255 |
9,800 |
455 |
4.6% |
164 |
1.6% |
31% |
False |
False |
10,311 |
| 20 |
10,255 |
9,315 |
940 |
9.5% |
152 |
1.5% |
66% |
False |
False |
8,881 |
| 40 |
10,255 |
9,315 |
940 |
9.5% |
130 |
1.3% |
66% |
False |
False |
6,491 |
| 60 |
10,255 |
9,315 |
940 |
9.5% |
96 |
1.0% |
66% |
False |
False |
4,330 |
| 80 |
10,255 |
9,315 |
940 |
9.5% |
72 |
0.7% |
66% |
False |
False |
3,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,520 |
|
2.618 |
10,324 |
|
1.618 |
10,204 |
|
1.000 |
10,130 |
|
0.618 |
10,084 |
|
HIGH |
10,010 |
|
0.618 |
9,964 |
|
0.500 |
9,950 |
|
0.382 |
9,936 |
|
LOW |
9,890 |
|
0.618 |
9,816 |
|
1.000 |
9,770 |
|
1.618 |
9,696 |
|
2.618 |
9,576 |
|
4.250 |
9,380 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
9,950 |
9,933 |
| PP |
9,947 |
9,925 |
| S1 |
9,943 |
9,918 |
|