Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,183.2 |
1,191.8 |
8.6 |
0.7% |
1,212.3 |
High |
1,193.7 |
1,198.0 |
4.3 |
0.4% |
1,218.8 |
Low |
1,175.1 |
1,183.0 |
7.9 |
0.7% |
1,185.8 |
Close |
1,191.7 |
1,191.8 |
0.1 |
0.0% |
1,188.2 |
Range |
18.6 |
15.0 |
-3.6 |
-19.4% |
33.0 |
ATR |
20.5 |
20.1 |
-0.4 |
-1.9% |
0.0 |
Volume |
119,207 |
144,273 |
25,066 |
21.0% |
526,628 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.9 |
1,228.9 |
1,200.1 |
|
R3 |
1,220.9 |
1,213.9 |
1,195.9 |
|
R2 |
1,205.9 |
1,205.9 |
1,194.6 |
|
R1 |
1,198.9 |
1,198.9 |
1,193.2 |
1,199.3 |
PP |
1,190.9 |
1,190.9 |
1,190.9 |
1,191.2 |
S1 |
1,183.9 |
1,183.9 |
1,190.4 |
1,184.3 |
S2 |
1,175.9 |
1,175.9 |
1,189.1 |
|
S3 |
1,160.9 |
1,168.9 |
1,187.7 |
|
S4 |
1,145.9 |
1,153.9 |
1,183.6 |
|
|
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 |
1,217.3 |
1,175.1 |
42.2 |
3.5% |
18.0 |
1.5% |
40% |
False |
False |
123,766 |
10 |
1,218.8 |
1,175.1 |
43.7 |
3.7% |
18.6 |
1.6% |
38% |
False |
False |
118,579 |
20 |
1,263.7 |
1,175.1 |
88.6 |
7.4% |
20.8 |
1.7% |
19% |
False |
False |
129,988 |
40 |
1,266.5 |
1,175.1 |
91.4 |
7.7% |
20.1 |
1.7% |
18% |
False |
False |
123,732 |
60 |
1,266.5 |
1,148.3 |
118.2 |
9.9% |
21.1 |
1.8% |
37% |
False |
False |
88,034 |
80 |
1,266.5 |
1,104.3 |
162.2 |
13.6% |
19.3 |
1.6% |
54% |
False |
False |
66,562 |
100 |
1,266.5 |
1,087.8 |
178.7 |
15.0% |
18.5 |
1.6% |
58% |
False |
False |
53,651 |
120 |
1,266.5 |
1,050.0 |
216.5 |
18.2% |
18.7 |
1.6% |
65% |
False |
False |
44,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.8 |
2.618 |
1,237.3 |
1.618 |
1,222.3 |
1.000 |
1,213.0 |
0.618 |
1,207.3 |
HIGH |
1,198.0 |
0.618 |
1,192.3 |
0.500 |
1,190.5 |
0.382 |
1,188.7 |
LOW |
1,183.0 |
0.618 |
1,173.7 |
1.000 |
1,168.0 |
1.618 |
1,158.7 |
2.618 |
1,143.7 |
4.250 |
1,119.3 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,191.4 |
1,190.1 |
PP |
1,190.9 |
1,188.3 |
S1 |
1,190.5 |
1,186.6 |
|