Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,076.00 |
1,095.00 |
19.00 |
1.8% |
1,015.00 |
High |
1,096.00 |
1,099.00 |
3.00 |
0.3% |
1,075.00 |
Low |
1,073.00 |
1,083.50 |
10.50 |
1.0% |
1,002.75 |
Close |
1,089.75 |
1,091.00 |
1.25 |
0.1% |
1,072.50 |
Range |
23.00 |
15.50 |
-7.50 |
-32.6% |
72.25 |
ATR |
23.68 |
23.09 |
-0.58 |
-2.5% |
0.00 |
Volume |
1,382,638 |
2,001,017 |
618,379 |
44.7% |
9,235,325 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.75 |
1,129.75 |
1,099.50 |
|
R3 |
1,122.25 |
1,114.25 |
1,095.25 |
|
R2 |
1,106.75 |
1,106.75 |
1,093.75 |
|
R1 |
1,098.75 |
1,098.75 |
1,092.50 |
1,095.00 |
PP |
1,091.25 |
1,091.25 |
1,091.25 |
1,089.25 |
S1 |
1,083.25 |
1,083.25 |
1,089.50 |
1,079.50 |
S2 |
1,075.75 |
1,075.75 |
1,088.25 |
|
S3 |
1,060.25 |
1,067.75 |
1,086.75 |
|
S4 |
1,044.75 |
1,052.25 |
1,082.50 |
|
|
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 |
1,099.00 |
1,054.00 |
45.00 |
4.1% |
15.25 |
1.4% |
82% |
True |
False |
1,894,763 |
10 |
1,099.00 |
1,002.75 |
96.25 |
8.8% |
22.25 |
2.0% |
92% |
True |
False |
2,312,720 |
20 |
1,129.50 |
1,002.75 |
126.75 |
11.6% |
21.75 |
2.0% |
70% |
False |
False |
2,303,416 |
40 |
1,142.75 |
1,002.75 |
140.00 |
12.8% |
25.75 |
2.4% |
63% |
False |
False |
1,339,280 |
60 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
26.50 |
2.4% |
42% |
False |
False |
894,252 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
22.75 |
2.1% |
42% |
False |
False |
671,041 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
20.50 |
1.9% |
42% |
False |
False |
536,854 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
19.25 |
1.8% |
42% |
False |
False |
447,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.00 |
2.618 |
1,139.50 |
1.618 |
1,124.00 |
1.000 |
1,114.50 |
0.618 |
1,108.50 |
HIGH |
1,099.00 |
0.618 |
1,093.00 |
0.500 |
1,091.25 |
0.382 |
1,089.50 |
LOW |
1,083.50 |
0.618 |
1,074.00 |
1.000 |
1,068.00 |
1.618 |
1,058.50 |
2.618 |
1,043.00 |
4.250 |
1,017.50 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,091.25 |
1,088.00 |
PP |
1,091.25 |
1,085.25 |
S1 |
1,091.00 |
1,082.25 |
|