| 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 |
9,985 |
9,890 |
-95 |
-1.0% |
10,085 |
| High |
10,035 |
10,025 |
-10 |
-0.1% |
10,120 |
| Low |
9,465 |
9,880 |
415 |
4.4% |
9,800 |
| Close |
9,865 |
10,010 |
145 |
1.5% |
10,015 |
| Range |
570 |
145 |
-425 |
-74.6% |
320 |
| ATR |
178 |
177 |
-1 |
-0.7% |
0 |
| Volume |
7,292 |
8,765 |
1,473 |
20.2% |
58,099 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,407 |
10,353 |
10,090 |
|
| R3 |
10,262 |
10,208 |
10,050 |
|
| R2 |
10,117 |
10,117 |
10,037 |
|
| R1 |
10,063 |
10,063 |
10,023 |
10,090 |
| PP |
9,972 |
9,972 |
9,972 |
9,985 |
| S1 |
9,918 |
9,918 |
9,997 |
9,945 |
| S2 |
9,827 |
9,827 |
9,984 |
|
| S3 |
9,682 |
9,773 |
9,970 |
|
| S4 |
9,537 |
9,628 |
9,930 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,938 |
10,797 |
10,191 |
|
| R3 |
10,618 |
10,477 |
10,103 |
|
| R2 |
10,298 |
10,298 |
10,074 |
|
| R1 |
10,157 |
10,157 |
10,044 |
10,068 |
| PP |
9,978 |
9,978 |
9,978 |
9,934 |
| S1 |
9,837 |
9,837 |
9,986 |
9,748 |
| S2 |
9,658 |
9,658 |
9,956 |
|
| S3 |
9,338 |
9,517 |
9,927 |
|
| S4 |
9,018 |
9,197 |
9,839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,035 |
9,465 |
570 |
5.7% |
231 |
2.3% |
96% |
False |
False |
8,725 |
| 10 |
10,255 |
9,465 |
790 |
7.9% |
210 |
2.1% |
69% |
False |
False |
10,201 |
| 20 |
10,255 |
9,395 |
860 |
8.6% |
173 |
1.7% |
72% |
False |
False |
9,137 |
| 40 |
10,255 |
9,315 |
940 |
9.4% |
150 |
1.5% |
74% |
False |
False |
7,082 |
| 60 |
10,255 |
9,315 |
940 |
9.4% |
109 |
1.1% |
74% |
False |
False |
4,726 |
| 80 |
10,255 |
9,315 |
940 |
9.4% |
82 |
0.8% |
74% |
False |
False |
3,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,641 |
|
2.618 |
10,405 |
|
1.618 |
10,260 |
|
1.000 |
10,170 |
|
0.618 |
10,115 |
|
HIGH |
10,025 |
|
0.618 |
9,970 |
|
0.500 |
9,953 |
|
0.382 |
9,936 |
|
LOW |
9,880 |
|
0.618 |
9,791 |
|
1.000 |
9,735 |
|
1.618 |
9,646 |
|
2.618 |
9,501 |
|
4.250 |
9,264 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
9,991 |
9,923 |
| PP |
9,972 |
9,837 |
| S1 |
9,953 |
9,750 |
|