Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,202.9 |
1,198.5 |
-4.4 |
-0.4% |
1,212.2 |
High |
1,208.2 |
1,214.1 |
5.9 |
0.5% |
1,215.1 |
Low |
1,187.3 |
1,194.6 |
7.3 |
0.6% |
1,185.0 |
Close |
1,196.1 |
1,209.8 |
13.7 |
1.1% |
1,209.8 |
Range |
20.9 |
19.5 |
-1.4 |
-6.7% |
30.1 |
ATR |
21.9 |
21.7 |
-0.2 |
-0.8% |
0.0 |
Volume |
126,917 |
123,075 |
-3,842 |
-3.0% |
517,723 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.7 |
1,256.7 |
1,220.5 |
|
R3 |
1,245.2 |
1,237.2 |
1,215.2 |
|
R2 |
1,225.7 |
1,225.7 |
1,213.4 |
|
R1 |
1,217.7 |
1,217.7 |
1,211.6 |
1,221.7 |
PP |
1,206.2 |
1,206.2 |
1,206.2 |
1,208.2 |
S1 |
1,198.2 |
1,198.2 |
1,208.0 |
1,202.2 |
S2 |
1,186.7 |
1,186.7 |
1,206.2 |
|
S3 |
1,167.2 |
1,178.7 |
1,204.4 |
|
S4 |
1,147.7 |
1,159.2 |
1,199.1 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.6 |
1,281.8 |
1,226.4 |
|
R3 |
1,263.5 |
1,251.7 |
1,218.1 |
|
R2 |
1,233.4 |
1,233.4 |
1,215.3 |
|
R1 |
1,221.6 |
1,221.6 |
1,212.6 |
1,212.5 |
PP |
1,203.3 |
1,203.3 |
1,203.3 |
1,198.7 |
S1 |
1,191.5 |
1,191.5 |
1,207.0 |
1,182.4 |
S2 |
1,173.2 |
1,173.2 |
1,204.3 |
|
S3 |
1,143.1 |
1,161.4 |
1,201.5 |
|
S4 |
1,113.0 |
1,131.3 |
1,193.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,215.1 |
1,185.0 |
30.1 |
2.5% |
20.1 |
1.7% |
82% |
False |
False |
155,113 |
10 |
1,263.7 |
1,185.0 |
78.7 |
6.5% |
22.7 |
1.9% |
32% |
False |
False |
140,241 |
20 |
1,266.5 |
1,185.0 |
81.5 |
6.7% |
21.0 |
1.7% |
30% |
False |
False |
127,911 |
40 |
1,266.5 |
1,168.0 |
98.5 |
8.1% |
21.4 |
1.8% |
42% |
False |
False |
105,214 |
60 |
1,266.5 |
1,125.9 |
140.6 |
11.6% |
20.7 |
1.7% |
60% |
False |
False |
72,832 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.8% |
19.1 |
1.6% |
68% |
False |
False |
55,006 |
100 |
1,266.5 |
1,087.8 |
178.7 |
14.8% |
18.7 |
1.5% |
68% |
False |
False |
44,387 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.9% |
18.5 |
1.5% |
74% |
False |
False |
37,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.0 |
2.618 |
1,265.2 |
1.618 |
1,245.7 |
1.000 |
1,233.6 |
0.618 |
1,226.2 |
HIGH |
1,214.1 |
0.618 |
1,206.7 |
0.500 |
1,204.4 |
0.382 |
1,202.0 |
LOW |
1,194.6 |
0.618 |
1,182.5 |
1.000 |
1,175.1 |
1.618 |
1,163.0 |
2.618 |
1,143.5 |
4.250 |
1,111.7 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,208.0 |
1,206.4 |
PP |
1,206.2 |
1,203.0 |
S1 |
1,204.4 |
1,199.6 |
|