Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,212.0 |
1,208.1 |
-3.9 |
-0.3% |
1,212.2 |
High |
1,218.2 |
1,217.3 |
-0.9 |
-0.1% |
1,215.1 |
Low |
1,202.5 |
1,203.7 |
1.2 |
0.1% |
1,185.0 |
Close |
1,207.0 |
1,208.3 |
1.3 |
0.1% |
1,209.8 |
Range |
15.7 |
13.6 |
-2.1 |
-13.4% |
30.1 |
ATR |
21.1 |
20.5 |
-0.5 |
-2.5% |
0.0 |
Volume |
110,463 |
107,456 |
-3,007 |
-2.7% |
517,723 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.6 |
1,243.0 |
1,215.8 |
|
R3 |
1,237.0 |
1,229.4 |
1,212.0 |
|
R2 |
1,223.4 |
1,223.4 |
1,210.8 |
|
R1 |
1,215.8 |
1,215.8 |
1,209.5 |
1,219.6 |
PP |
1,209.8 |
1,209.8 |
1,209.8 |
1,211.7 |
S1 |
1,202.2 |
1,202.2 |
1,207.1 |
1,206.0 |
S2 |
1,196.2 |
1,196.2 |
1,205.8 |
|
S3 |
1,182.6 |
1,188.6 |
1,204.6 |
|
S4 |
1,169.0 |
1,175.0 |
1,200.8 |
|
|
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 |
1,194.6 |
24.2 |
2.0% |
17.7 |
1.5% |
57% |
False |
False |
109,501 |
10 |
1,244.8 |
1,185.0 |
59.8 |
4.9% |
21.8 |
1.8% |
39% |
False |
False |
131,071 |
20 |
1,266.5 |
1,185.0 |
81.5 |
6.7% |
21.4 |
1.8% |
29% |
False |
False |
129,108 |
40 |
1,266.5 |
1,168.0 |
98.5 |
8.2% |
20.8 |
1.7% |
41% |
False |
False |
113,728 |
60 |
1,266.5 |
1,133.5 |
133.0 |
11.0% |
20.8 |
1.7% |
56% |
False |
False |
79,743 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.8% |
19.1 |
1.6% |
67% |
False |
False |
60,230 |
100 |
1,266.5 |
1,087.8 |
178.7 |
14.8% |
18.5 |
1.5% |
67% |
False |
False |
48,572 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.9% |
18.4 |
1.5% |
73% |
False |
False |
40,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.1 |
2.618 |
1,252.9 |
1.618 |
1,239.3 |
1.000 |
1,230.9 |
0.618 |
1,225.7 |
HIGH |
1,217.3 |
0.618 |
1,212.1 |
0.500 |
1,210.5 |
0.382 |
1,208.9 |
LOW |
1,203.7 |
0.618 |
1,195.3 |
1.000 |
1,190.1 |
1.618 |
1,181.7 |
2.618 |
1,168.1 |
4.250 |
1,145.9 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,210.5 |
1,208.1 |
PP |
1,209.8 |
1,207.9 |
S1 |
1,209.0 |
1,207.7 |
|