Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,209.0 |
1,193.7 |
-15.3 |
-1.3% |
1,212.3 |
High |
1,210.9 |
1,194.7 |
-16.2 |
-1.3% |
1,218.8 |
Low |
1,185.8 |
1,176.9 |
-8.9 |
-0.8% |
1,185.8 |
Close |
1,188.2 |
1,181.9 |
-6.3 |
-0.5% |
1,188.2 |
Range |
25.1 |
17.8 |
-7.3 |
-29.1% |
33.0 |
ATR |
20.8 |
20.6 |
-0.2 |
-1.0% |
0.0 |
Volume |
102,197 |
145,699 |
43,502 |
42.6% |
526,628 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.9 |
1,227.7 |
1,191.7 |
|
R3 |
1,220.1 |
1,209.9 |
1,186.8 |
|
R2 |
1,202.3 |
1,202.3 |
1,185.2 |
|
R1 |
1,192.1 |
1,192.1 |
1,183.5 |
1,188.3 |
PP |
1,184.5 |
1,184.5 |
1,184.5 |
1,182.6 |
S1 |
1,174.3 |
1,174.3 |
1,180.3 |
1,170.5 |
S2 |
1,166.7 |
1,166.7 |
1,178.6 |
|
S3 |
1,148.9 |
1,156.5 |
1,177.0 |
|
S4 |
1,131.1 |
1,138.7 |
1,172.1 |
|
|
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 |
1,176.9 |
41.9 |
3.5% |
18.9 |
1.6% |
12% |
False |
True |
112,371 |
10 |
1,218.8 |
1,176.9 |
41.9 |
3.5% |
19.7 |
1.7% |
12% |
False |
True |
119,005 |
20 |
1,266.5 |
1,176.9 |
89.6 |
7.6% |
21.4 |
1.8% |
6% |
False |
True |
130,315 |
40 |
1,266.5 |
1,168.0 |
98.5 |
8.3% |
20.3 |
1.7% |
14% |
False |
False |
118,638 |
60 |
1,266.5 |
1,137.0 |
129.5 |
11.0% |
21.0 |
1.8% |
35% |
False |
False |
83,749 |
80 |
1,266.5 |
1,088.5 |
178.0 |
15.1% |
19.3 |
1.6% |
52% |
False |
False |
63,294 |
100 |
1,266.5 |
1,087.8 |
178.7 |
15.1% |
18.5 |
1.6% |
53% |
False |
False |
51,035 |
120 |
1,266.5 |
1,050.0 |
216.5 |
18.3% |
18.6 |
1.6% |
61% |
False |
False |
42,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.4 |
2.618 |
1,241.3 |
1.618 |
1,223.5 |
1.000 |
1,212.5 |
0.618 |
1,205.7 |
HIGH |
1,194.7 |
0.618 |
1,187.9 |
0.500 |
1,185.8 |
0.382 |
1,183.7 |
LOW |
1,176.9 |
0.618 |
1,165.9 |
1.000 |
1,159.1 |
1.618 |
1,148.1 |
2.618 |
1,130.3 |
4.250 |
1,101.3 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,185.8 |
1,197.1 |
PP |
1,184.5 |
1,192.0 |
S1 |
1,183.2 |
1,187.0 |
|