Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,197.7 |
1,212.0 |
14.3 |
1.2% |
1,212.2 |
High |
1,218.8 |
1,218.2 |
-0.6 |
0.0% |
1,215.1 |
Low |
1,196.5 |
1,202.5 |
6.0 |
0.5% |
1,185.0 |
Close |
1,213.5 |
1,207.0 |
-6.5 |
-0.5% |
1,209.8 |
Range |
22.3 |
15.7 |
-6.6 |
-29.6% |
30.1 |
ATR |
21.5 |
21.1 |
-0.4 |
-1.9% |
0.0 |
Volume |
96,041 |
110,463 |
14,422 |
15.0% |
517,723 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.3 |
1,247.4 |
1,215.6 |
|
R3 |
1,240.6 |
1,231.7 |
1,211.3 |
|
R2 |
1,224.9 |
1,224.9 |
1,209.9 |
|
R1 |
1,216.0 |
1,216.0 |
1,208.4 |
1,212.6 |
PP |
1,209.2 |
1,209.2 |
1,209.2 |
1,207.6 |
S1 |
1,200.3 |
1,200.3 |
1,205.6 |
1,196.9 |
S2 |
1,193.5 |
1,193.5 |
1,204.1 |
|
S3 |
1,177.8 |
1,184.6 |
1,202.7 |
|
S4 |
1,162.1 |
1,168.9 |
1,198.4 |
|
|
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 |
1,187.3 |
31.5 |
2.6% |
19.2 |
1.6% |
63% |
False |
False |
113,393 |
10 |
1,248.8 |
1,185.0 |
63.8 |
5.3% |
21.9 |
1.8% |
34% |
False |
False |
135,207 |
20 |
1,266.5 |
1,185.0 |
81.5 |
6.8% |
21.3 |
1.8% |
27% |
False |
False |
128,955 |
40 |
1,266.5 |
1,168.0 |
98.5 |
8.2% |
21.0 |
1.7% |
40% |
False |
False |
111,540 |
60 |
1,266.5 |
1,133.5 |
133.0 |
11.0% |
20.8 |
1.7% |
55% |
False |
False |
77,973 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.8% |
19.2 |
1.6% |
67% |
False |
False |
58,905 |
100 |
1,266.5 |
1,087.8 |
178.7 |
14.8% |
18.5 |
1.5% |
67% |
False |
False |
47,512 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.9% |
18.4 |
1.5% |
73% |
False |
False |
39,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.9 |
2.618 |
1,259.3 |
1.618 |
1,243.6 |
1.000 |
1,233.9 |
0.618 |
1,227.9 |
HIGH |
1,218.2 |
0.618 |
1,212.2 |
0.500 |
1,210.4 |
0.382 |
1,208.5 |
LOW |
1,202.5 |
0.618 |
1,192.8 |
1.000 |
1,186.8 |
1.618 |
1,177.1 |
2.618 |
1,161.4 |
4.250 |
1,135.8 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,210.4 |
1,207.5 |
PP |
1,209.2 |
1,207.3 |
S1 |
1,208.1 |
1,207.2 |
|