Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,208.1 |
1,209.0 |
0.9 |
0.1% |
1,212.3 |
High |
1,217.3 |
1,210.9 |
-6.4 |
-0.5% |
1,218.8 |
Low |
1,203.7 |
1,185.8 |
-17.9 |
-1.5% |
1,185.8 |
Close |
1,208.3 |
1,188.2 |
-20.1 |
-1.7% |
1,188.2 |
Range |
13.6 |
25.1 |
11.5 |
84.6% |
33.0 |
ATR |
20.5 |
20.8 |
0.3 |
1.6% |
0.0 |
Volume |
107,456 |
102,197 |
-5,259 |
-4.9% |
526,628 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.3 |
1,254.3 |
1,202.0 |
|
R3 |
1,245.2 |
1,229.2 |
1,195.1 |
|
R2 |
1,220.1 |
1,220.1 |
1,192.8 |
|
R1 |
1,204.1 |
1,204.1 |
1,190.5 |
1,199.6 |
PP |
1,195.0 |
1,195.0 |
1,195.0 |
1,192.7 |
S1 |
1,179.0 |
1,179.0 |
1,185.9 |
1,174.5 |
S2 |
1,169.9 |
1,169.9 |
1,183.6 |
|
S3 |
1,144.8 |
1,153.9 |
1,181.3 |
|
S4 |
1,119.7 |
1,128.8 |
1,174.4 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.6 |
1,275.4 |
1,206.4 |
|
R3 |
1,263.6 |
1,242.4 |
1,197.3 |
|
R2 |
1,230.6 |
1,230.6 |
1,194.3 |
|
R1 |
1,209.4 |
1,209.4 |
1,191.2 |
1,203.5 |
PP |
1,197.6 |
1,197.6 |
1,197.6 |
1,194.7 |
S1 |
1,176.4 |
1,176.4 |
1,185.2 |
1,170.5 |
S2 |
1,164.6 |
1,164.6 |
1,182.2 |
|
S3 |
1,131.6 |
1,143.4 |
1,179.1 |
|
S4 |
1,098.6 |
1,110.4 |
1,170.1 |
|
|
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 |
1,185.8 |
33.0 |
2.8% |
18.8 |
1.6% |
7% |
False |
True |
105,325 |
10 |
1,218.8 |
1,185.0 |
33.8 |
2.8% |
19.5 |
1.6% |
9% |
False |
False |
130,219 |
20 |
1,266.5 |
1,185.0 |
81.5 |
6.9% |
21.6 |
1.8% |
4% |
False |
False |
130,035 |
40 |
1,266.5 |
1,168.0 |
98.5 |
8.3% |
20.4 |
1.7% |
21% |
False |
False |
115,777 |
60 |
1,266.5 |
1,133.5 |
133.0 |
11.2% |
21.0 |
1.8% |
41% |
False |
False |
81,347 |
80 |
1,266.5 |
1,087.8 |
178.7 |
15.0% |
19.3 |
1.6% |
56% |
False |
False |
61,496 |
100 |
1,266.5 |
1,087.8 |
178.7 |
15.0% |
18.5 |
1.6% |
56% |
False |
False |
49,587 |
120 |
1,266.5 |
1,050.0 |
216.5 |
18.2% |
18.6 |
1.6% |
64% |
False |
False |
41,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.6 |
2.618 |
1,276.6 |
1.618 |
1,251.5 |
1.000 |
1,236.0 |
0.618 |
1,226.4 |
HIGH |
1,210.9 |
0.618 |
1,201.3 |
0.500 |
1,198.4 |
0.382 |
1,195.4 |
LOW |
1,185.8 |
0.618 |
1,170.3 |
1.000 |
1,160.7 |
1.618 |
1,145.2 |
2.618 |
1,120.1 |
4.250 |
1,079.1 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,198.4 |
1,202.0 |
PP |
1,195.0 |
1,197.4 |
S1 |
1,191.6 |
1,192.8 |
|