Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,212.3 |
1,197.7 |
-14.6 |
-1.2% |
1,212.2 |
High |
1,213.5 |
1,218.8 |
5.3 |
0.4% |
1,215.1 |
Low |
1,196.1 |
1,196.5 |
0.4 |
0.0% |
1,185.0 |
Close |
1,198.7 |
1,213.5 |
14.8 |
1.2% |
1,209.8 |
Range |
17.4 |
22.3 |
4.9 |
28.2% |
30.1 |
ATR |
21.4 |
21.5 |
0.1 |
0.3% |
0.0 |
Volume |
110,471 |
96,041 |
-14,430 |
-13.1% |
517,723 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.5 |
1,267.3 |
1,225.8 |
|
R3 |
1,254.2 |
1,245.0 |
1,219.6 |
|
R2 |
1,231.9 |
1,231.9 |
1,217.6 |
|
R1 |
1,222.7 |
1,222.7 |
1,215.5 |
1,227.3 |
PP |
1,209.6 |
1,209.6 |
1,209.6 |
1,211.9 |
S1 |
1,200.4 |
1,200.4 |
1,211.5 |
1,205.0 |
S2 |
1,187.3 |
1,187.3 |
1,209.4 |
|
S3 |
1,165.0 |
1,178.1 |
1,207.4 |
|
S4 |
1,142.7 |
1,155.8 |
1,201.2 |
|
|
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 |
1,218.8 |
1,185.0 |
33.8 |
2.8% |
19.9 |
1.6% |
84% |
True |
False |
120,922 |
10 |
1,248.8 |
1,185.0 |
63.8 |
5.3% |
22.1 |
1.8% |
45% |
False |
False |
138,788 |
20 |
1,266.5 |
1,185.0 |
81.5 |
6.7% |
21.4 |
1.8% |
35% |
False |
False |
128,294 |
40 |
1,266.5 |
1,168.0 |
98.5 |
8.1% |
21.2 |
1.7% |
46% |
False |
False |
109,332 |
60 |
1,266.5 |
1,125.9 |
140.6 |
11.6% |
20.7 |
1.7% |
62% |
False |
False |
76,179 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.7% |
19.3 |
1.6% |
70% |
False |
False |
57,556 |
100 |
1,266.5 |
1,087.8 |
178.7 |
14.7% |
18.6 |
1.5% |
70% |
False |
False |
46,416 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.8% |
18.5 |
1.5% |
76% |
False |
False |
38,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.6 |
2.618 |
1,277.2 |
1.618 |
1,254.9 |
1.000 |
1,241.1 |
0.618 |
1,232.6 |
HIGH |
1,218.8 |
0.618 |
1,210.3 |
0.500 |
1,207.7 |
0.382 |
1,205.0 |
LOW |
1,196.5 |
0.618 |
1,182.7 |
1.000 |
1,174.2 |
1.618 |
1,160.4 |
2.618 |
1,138.1 |
4.250 |
1,101.7 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,211.6 |
1,211.2 |
PP |
1,209.6 |
1,209.0 |
S1 |
1,207.7 |
1,206.7 |
|