Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,198.5 |
1,212.3 |
13.8 |
1.2% |
1,212.2 |
High |
1,214.1 |
1,213.5 |
-0.6 |
0.0% |
1,215.1 |
Low |
1,194.6 |
1,196.1 |
1.5 |
0.1% |
1,185.0 |
Close |
1,209.8 |
1,198.7 |
-11.1 |
-0.9% |
1,209.8 |
Range |
19.5 |
17.4 |
-2.1 |
-10.8% |
30.1 |
ATR |
21.7 |
21.4 |
-0.3 |
-1.4% |
0.0 |
Volume |
123,075 |
110,471 |
-12,604 |
-10.2% |
517,723 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.0 |
1,244.2 |
1,208.3 |
|
R3 |
1,237.6 |
1,226.8 |
1,203.5 |
|
R2 |
1,220.2 |
1,220.2 |
1,201.9 |
|
R1 |
1,209.4 |
1,209.4 |
1,200.3 |
1,206.1 |
PP |
1,202.8 |
1,202.8 |
1,202.8 |
1,201.1 |
S1 |
1,192.0 |
1,192.0 |
1,197.1 |
1,188.7 |
S2 |
1,185.4 |
1,185.4 |
1,195.5 |
|
S3 |
1,168.0 |
1,174.6 |
1,193.9 |
|
S4 |
1,150.6 |
1,157.2 |
1,189.1 |
|
|
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% |
20.6 |
1.7% |
46% |
False |
False |
125,638 |
10 |
1,263.7 |
1,185.0 |
78.7 |
6.6% |
22.7 |
1.9% |
17% |
False |
False |
138,286 |
20 |
1,266.5 |
1,185.0 |
81.5 |
6.8% |
21.2 |
1.8% |
17% |
False |
False |
127,500 |
40 |
1,266.5 |
1,168.0 |
98.5 |
8.2% |
21.4 |
1.8% |
31% |
False |
False |
107,493 |
60 |
1,266.5 |
1,125.9 |
140.6 |
11.7% |
20.8 |
1.7% |
52% |
False |
False |
74,635 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.9% |
19.1 |
1.6% |
62% |
False |
False |
56,370 |
100 |
1,266.5 |
1,087.8 |
178.7 |
14.9% |
18.7 |
1.6% |
62% |
False |
False |
45,474 |
120 |
1,266.5 |
1,050.0 |
216.5 |
18.1% |
18.5 |
1.5% |
69% |
False |
False |
38,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.5 |
2.618 |
1,259.1 |
1.618 |
1,241.7 |
1.000 |
1,230.9 |
0.618 |
1,224.3 |
HIGH |
1,213.5 |
0.618 |
1,206.9 |
0.500 |
1,204.8 |
0.382 |
1,202.7 |
LOW |
1,196.1 |
0.618 |
1,185.3 |
1.000 |
1,178.7 |
1.618 |
1,167.9 |
2.618 |
1,150.5 |
4.250 |
1,122.2 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,204.8 |
1,200.7 |
PP |
1,202.8 |
1,200.0 |
S1 |
1,200.7 |
1,199.4 |
|