Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,191.8 |
1,184.1 |
-7.7 |
-0.6% |
1,212.3 |
High |
1,198.0 |
1,201.2 |
3.2 |
0.3% |
1,218.8 |
Low |
1,183.0 |
1,180.7 |
-2.3 |
-0.2% |
1,185.8 |
Close |
1,191.8 |
1,195.6 |
3.8 |
0.3% |
1,188.2 |
Range |
15.0 |
20.5 |
5.5 |
36.7% |
33.0 |
ATR |
20.1 |
20.1 |
0.0 |
0.1% |
0.0 |
Volume |
144,273 |
146,975 |
2,702 |
1.9% |
526,628 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.0 |
1,245.3 |
1,206.9 |
|
R3 |
1,233.5 |
1,224.8 |
1,201.2 |
|
R2 |
1,213.0 |
1,213.0 |
1,199.4 |
|
R1 |
1,204.3 |
1,204.3 |
1,197.5 |
1,208.7 |
PP |
1,192.5 |
1,192.5 |
1,192.5 |
1,194.7 |
S1 |
1,183.8 |
1,183.8 |
1,193.7 |
1,188.2 |
S2 |
1,172.0 |
1,172.0 |
1,191.8 |
|
S3 |
1,151.5 |
1,163.3 |
1,190.0 |
|
S4 |
1,131.0 |
1,142.8 |
1,184.3 |
|
|
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 |
1,210.9 |
1,175.1 |
35.8 |
3.0% |
19.4 |
1.6% |
57% |
False |
False |
131,670 |
10 |
1,218.8 |
1,175.1 |
43.7 |
3.7% |
18.6 |
1.6% |
47% |
False |
False |
120,585 |
20 |
1,263.7 |
1,175.1 |
88.6 |
7.4% |
20.7 |
1.7% |
23% |
False |
False |
131,201 |
40 |
1,266.5 |
1,175.1 |
91.4 |
7.6% |
20.1 |
1.7% |
22% |
False |
False |
125,096 |
60 |
1,266.5 |
1,157.6 |
108.9 |
9.1% |
21.0 |
1.8% |
35% |
False |
False |
90,440 |
80 |
1,266.5 |
1,104.3 |
162.2 |
13.6% |
19.4 |
1.6% |
56% |
False |
False |
68,377 |
100 |
1,266.5 |
1,087.8 |
178.7 |
14.9% |
18.6 |
1.6% |
60% |
False |
False |
55,106 |
120 |
1,266.5 |
1,050.0 |
216.5 |
18.1% |
18.7 |
1.6% |
67% |
False |
False |
46,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.3 |
2.618 |
1,254.9 |
1.618 |
1,234.4 |
1.000 |
1,221.7 |
0.618 |
1,213.9 |
HIGH |
1,201.2 |
0.618 |
1,193.4 |
0.500 |
1,191.0 |
0.382 |
1,188.5 |
LOW |
1,180.7 |
0.618 |
1,168.0 |
1.000 |
1,160.2 |
1.618 |
1,147.5 |
2.618 |
1,127.0 |
4.250 |
1,093.6 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,194.1 |
1,193.1 |
PP |
1,192.5 |
1,190.6 |
S1 |
1,191.0 |
1,188.2 |
|