Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,504.1 |
1,490.1 |
-14.0 |
-0.9% |
1,504.0 |
High |
1,504.9 |
1,520.2 |
15.3 |
1.0% |
1,516.4 |
Low |
1,481.0 |
1,489.2 |
8.2 |
0.6% |
1,481.0 |
Close |
1,484.9 |
1,515.0 |
30.1 |
2.0% |
1,484.9 |
Range |
23.9 |
31.0 |
7.1 |
29.7% |
35.4 |
ATR |
18.6 |
19.8 |
1.2 |
6.4% |
0.0 |
Volume |
14,583 |
5,315 |
-9,268 |
-63.6% |
45,954 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.1 |
1,589.1 |
1,532.1 |
|
R3 |
1,570.1 |
1,558.1 |
1,523.5 |
|
R2 |
1,539.1 |
1,539.1 |
1,520.7 |
|
R1 |
1,527.1 |
1,527.1 |
1,517.8 |
1,533.1 |
PP |
1,508.1 |
1,508.1 |
1,508.1 |
1,511.2 |
S1 |
1,496.1 |
1,496.1 |
1,512.2 |
1,502.1 |
S2 |
1,477.1 |
1,477.1 |
1,509.3 |
|
S3 |
1,446.1 |
1,465.1 |
1,506.5 |
|
S4 |
1,415.1 |
1,434.1 |
1,498.0 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.3 |
1,578.0 |
1,504.4 |
|
R3 |
1,564.9 |
1,542.6 |
1,494.6 |
|
R2 |
1,529.5 |
1,529.5 |
1,491.4 |
|
R1 |
1,507.2 |
1,507.2 |
1,488.1 |
1,500.7 |
PP |
1,494.1 |
1,494.1 |
1,494.1 |
1,490.8 |
S1 |
1,471.8 |
1,471.8 |
1,481.7 |
1,465.3 |
S2 |
1,458.7 |
1,458.7 |
1,478.4 |
|
S3 |
1,423.3 |
1,436.4 |
1,475.2 |
|
S4 |
1,387.9 |
1,401.0 |
1,465.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,520.2 |
1,481.0 |
39.2 |
2.6% |
18.5 |
1.2% |
87% |
True |
False |
8,709 |
10 |
1,561.0 |
1,481.0 |
80.0 |
5.3% |
19.8 |
1.3% |
43% |
False |
False |
7,190 |
20 |
1,561.0 |
1,481.0 |
80.0 |
5.3% |
18.1 |
1.2% |
43% |
False |
False |
5,885 |
40 |
1,561.0 |
1,475.0 |
86.0 |
5.7% |
18.7 |
1.2% |
47% |
False |
False |
5,334 |
60 |
1,579.5 |
1,450.0 |
129.5 |
8.5% |
19.9 |
1.3% |
50% |
False |
False |
4,447 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.7% |
19.2 |
1.3% |
66% |
False |
False |
3,696 |
100 |
1,579.5 |
1,359.0 |
220.5 |
14.6% |
18.5 |
1.2% |
71% |
False |
False |
3,215 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.3% |
18.6 |
1.2% |
75% |
False |
False |
2,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,652.0 |
2.618 |
1,601.4 |
1.618 |
1,570.4 |
1.000 |
1,551.2 |
0.618 |
1,539.4 |
HIGH |
1,520.2 |
0.618 |
1,508.4 |
0.500 |
1,504.7 |
0.382 |
1,501.0 |
LOW |
1,489.2 |
0.618 |
1,470.0 |
1.000 |
1,458.2 |
1.618 |
1,439.0 |
2.618 |
1,408.0 |
4.250 |
1,357.5 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,511.6 |
1,510.2 |
PP |
1,508.1 |
1,505.4 |
S1 |
1,504.7 |
1,500.6 |
|