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 |
1,533.9 |
1,546.5 |
12.6 |
0.8% |
1,490.1 |
High |
1,548.1 |
1,559.0 |
10.9 |
0.7% |
1,548.1 |
Low |
1,527.3 |
1,544.4 |
17.1 |
1.1% |
1,489.2 |
Close |
1,543.7 |
1,551.3 |
7.6 |
0.5% |
1,543.7 |
Range |
20.8 |
14.6 |
-6.2 |
-29.8% |
58.9 |
ATR |
19.6 |
19.3 |
-0.3 |
-1.6% |
0.0 |
Volume |
17,396 |
29,679 |
12,283 |
70.6% |
41,745 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,595.4 |
1,587.9 |
1,559.3 |
|
R3 |
1,580.8 |
1,573.3 |
1,555.3 |
|
R2 |
1,566.2 |
1,566.2 |
1,554.0 |
|
R1 |
1,558.7 |
1,558.7 |
1,552.6 |
1,562.5 |
PP |
1,551.6 |
1,551.6 |
1,551.6 |
1,553.4 |
S1 |
1,544.1 |
1,544.1 |
1,550.0 |
1,547.9 |
S2 |
1,537.0 |
1,537.0 |
1,548.6 |
|
S3 |
1,522.4 |
1,529.5 |
1,547.3 |
|
S4 |
1,507.8 |
1,514.9 |
1,543.3 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.7 |
1,682.6 |
1,576.1 |
|
R3 |
1,644.8 |
1,623.7 |
1,559.9 |
|
R2 |
1,585.9 |
1,585.9 |
1,554.5 |
|
R1 |
1,564.8 |
1,564.8 |
1,549.1 |
1,575.4 |
PP |
1,527.0 |
1,527.0 |
1,527.0 |
1,532.3 |
S1 |
1,505.9 |
1,505.9 |
1,538.3 |
1,516.5 |
S2 |
1,468.1 |
1,468.1 |
1,532.9 |
|
S3 |
1,409.2 |
1,447.0 |
1,527.5 |
|
S4 |
1,350.3 |
1,388.1 |
1,511.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,559.0 |
1,489.2 |
69.8 |
4.5% |
20.5 |
1.3% |
89% |
True |
False |
14,284 |
10 |
1,559.0 |
1,481.0 |
78.0 |
5.0% |
17.9 |
1.2% |
90% |
True |
False |
11,737 |
20 |
1,561.0 |
1,481.0 |
80.0 |
5.2% |
18.6 |
1.2% |
88% |
False |
False |
8,768 |
40 |
1,561.0 |
1,475.0 |
86.0 |
5.5% |
18.1 |
1.2% |
89% |
False |
False |
6,307 |
60 |
1,579.5 |
1,457.9 |
121.6 |
7.8% |
20.0 |
1.3% |
77% |
False |
False |
5,375 |
80 |
1,579.5 |
1,392.3 |
187.2 |
12.1% |
19.1 |
1.2% |
85% |
False |
False |
4,468 |
100 |
1,579.5 |
1,375.6 |
203.9 |
13.1% |
18.7 |
1.2% |
86% |
False |
False |
3,824 |
120 |
1,579.5 |
1,317.4 |
262.1 |
16.9% |
18.6 |
1.2% |
89% |
False |
False |
3,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,621.1 |
2.618 |
1,597.2 |
1.618 |
1,582.6 |
1.000 |
1,573.6 |
0.618 |
1,568.0 |
HIGH |
1,559.0 |
0.618 |
1,553.4 |
0.500 |
1,551.7 |
0.382 |
1,550.0 |
LOW |
1,544.4 |
0.618 |
1,535.4 |
1.000 |
1,529.8 |
1.618 |
1,520.8 |
2.618 |
1,506.2 |
4.250 |
1,482.4 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,551.7 |
1,548.1 |
PP |
1,551.6 |
1,544.9 |
S1 |
1,551.4 |
1,541.7 |
|