Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,193.7 |
1,183.2 |
-10.5 |
-0.9% |
1,212.3 |
High |
1,194.7 |
1,193.7 |
-1.0 |
-0.1% |
1,218.8 |
Low |
1,176.9 |
1,175.1 |
-1.8 |
-0.2% |
1,185.8 |
Close |
1,181.9 |
1,191.7 |
9.8 |
0.8% |
1,188.2 |
Range |
17.8 |
18.6 |
0.8 |
4.5% |
33.0 |
ATR |
20.6 |
20.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
145,699 |
119,207 |
-26,492 |
-18.2% |
526,628 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.6 |
1,235.8 |
1,201.9 |
|
R3 |
1,224.0 |
1,217.2 |
1,196.8 |
|
R2 |
1,205.4 |
1,205.4 |
1,195.1 |
|
R1 |
1,198.6 |
1,198.6 |
1,193.4 |
1,202.0 |
PP |
1,186.8 |
1,186.8 |
1,186.8 |
1,188.6 |
S1 |
1,180.0 |
1,180.0 |
1,190.0 |
1,183.4 |
S2 |
1,168.2 |
1,168.2 |
1,188.3 |
|
S3 |
1,149.6 |
1,161.4 |
1,186.6 |
|
S4 |
1,131.0 |
1,142.8 |
1,181.5 |
|
|
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 |
1,218.2 |
1,175.1 |
43.1 |
3.6% |
18.2 |
1.5% |
39% |
False |
True |
117,004 |
10 |
1,218.8 |
1,175.1 |
43.7 |
3.7% |
19.0 |
1.6% |
38% |
False |
True |
118,963 |
20 |
1,263.7 |
1,175.1 |
88.6 |
7.4% |
20.6 |
1.7% |
19% |
False |
True |
130,504 |
40 |
1,266.5 |
1,175.1 |
91.4 |
7.7% |
20.2 |
1.7% |
18% |
False |
True |
120,838 |
60 |
1,266.5 |
1,148.3 |
118.2 |
9.9% |
21.0 |
1.8% |
37% |
False |
False |
85,697 |
80 |
1,266.5 |
1,091.0 |
175.5 |
14.7% |
19.4 |
1.6% |
57% |
False |
False |
64,772 |
100 |
1,266.5 |
1,087.8 |
178.7 |
15.0% |
18.5 |
1.6% |
58% |
False |
False |
52,218 |
120 |
1,266.5 |
1,050.0 |
216.5 |
18.2% |
18.6 |
1.6% |
65% |
False |
False |
43,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.8 |
2.618 |
1,242.4 |
1.618 |
1,223.8 |
1.000 |
1,212.3 |
0.618 |
1,205.2 |
HIGH |
1,193.7 |
0.618 |
1,186.6 |
0.500 |
1,184.4 |
0.382 |
1,182.2 |
LOW |
1,175.1 |
0.618 |
1,163.6 |
1.000 |
1,156.5 |
1.618 |
1,145.0 |
2.618 |
1,126.4 |
4.250 |
1,096.1 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,189.3 |
1,193.0 |
PP |
1,186.8 |
1,192.6 |
S1 |
1,184.4 |
1,192.1 |
|