Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,071.50 |
1,076.00 |
4.50 |
0.4% |
1,015.00 |
High |
1,077.25 |
1,096.00 |
18.75 |
1.7% |
1,075.00 |
Low |
1,065.50 |
1,073.00 |
7.50 |
0.7% |
1,002.75 |
Close |
1,076.50 |
1,089.75 |
13.25 |
1.2% |
1,072.50 |
Range |
11.75 |
23.00 |
11.25 |
95.7% |
72.25 |
ATR |
23.73 |
23.68 |
-0.05 |
-0.2% |
0.00 |
Volume |
1,421,814 |
1,382,638 |
-39,176 |
-2.8% |
9,235,325 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.25 |
1,145.50 |
1,102.50 |
|
R3 |
1,132.25 |
1,122.50 |
1,096.00 |
|
R2 |
1,109.25 |
1,109.25 |
1,094.00 |
|
R1 |
1,099.50 |
1,099.50 |
1,091.75 |
1,104.50 |
PP |
1,086.25 |
1,086.25 |
1,086.25 |
1,088.75 |
S1 |
1,076.50 |
1,076.50 |
1,087.75 |
1,081.50 |
S2 |
1,063.25 |
1,063.25 |
1,085.50 |
|
S3 |
1,040.25 |
1,053.50 |
1,083.50 |
|
S4 |
1,017.25 |
1,030.50 |
1,077.00 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.75 |
1,242.00 |
1,112.25 |
|
R3 |
1,194.50 |
1,169.75 |
1,092.25 |
|
R2 |
1,122.25 |
1,122.25 |
1,085.75 |
|
R1 |
1,097.50 |
1,097.50 |
1,079.00 |
1,110.00 |
PP |
1,050.00 |
1,050.00 |
1,050.00 |
1,056.25 |
S1 |
1,025.25 |
1,025.25 |
1,066.00 |
1,037.50 |
S2 |
977.75 |
977.75 |
1,059.25 |
|
S3 |
905.50 |
953.00 |
1,052.75 |
|
S4 |
833.25 |
880.75 |
1,032.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,096.00 |
1,016.25 |
79.75 |
7.3% |
21.00 |
1.9% |
92% |
True |
False |
1,980,888 |
10 |
1,096.00 |
1,002.75 |
93.25 |
8.6% |
25.25 |
2.3% |
93% |
True |
False |
2,281,308 |
20 |
1,129.50 |
1,002.75 |
126.75 |
11.6% |
22.25 |
2.0% |
69% |
False |
False |
2,323,958 |
40 |
1,142.75 |
1,002.75 |
140.00 |
12.8% |
26.00 |
2.4% |
62% |
False |
False |
1,289,352 |
60 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
26.50 |
2.4% |
42% |
False |
False |
860,941 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
22.75 |
2.1% |
42% |
False |
False |
646,032 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
20.50 |
1.9% |
42% |
False |
False |
516,844 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
19.25 |
1.8% |
42% |
False |
False |
430,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,193.75 |
2.618 |
1,156.25 |
1.618 |
1,133.25 |
1.000 |
1,119.00 |
0.618 |
1,110.25 |
HIGH |
1,096.00 |
0.618 |
1,087.25 |
0.500 |
1,084.50 |
0.382 |
1,081.75 |
LOW |
1,073.00 |
0.618 |
1,058.75 |
1.000 |
1,050.00 |
1.618 |
1,035.75 |
2.618 |
1,012.75 |
4.250 |
975.25 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,088.00 |
1,086.50 |
PP |
1,086.25 |
1,083.00 |
S1 |
1,084.50 |
1,079.50 |
|