Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,095.00 |
1,091.25 |
-3.75 |
-0.3% |
1,015.00 |
High |
1,099.00 |
1,099.25 |
0.25 |
0.0% |
1,075.00 |
Low |
1,083.50 |
1,076.25 |
-7.25 |
-0.7% |
1,002.75 |
Close |
1,091.00 |
1,090.50 |
-0.50 |
0.0% |
1,072.50 |
Range |
15.50 |
23.00 |
7.50 |
48.4% |
72.25 |
ATR |
23.09 |
23.09 |
-0.01 |
0.0% |
0.00 |
Volume |
2,001,017 |
1,940,692 |
-60,325 |
-3.0% |
9,235,325 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,157.75 |
1,147.00 |
1,103.25 |
|
R3 |
1,134.75 |
1,124.00 |
1,096.75 |
|
R2 |
1,111.75 |
1,111.75 |
1,094.75 |
|
R1 |
1,101.00 |
1,101.00 |
1,092.50 |
1,095.00 |
PP |
1,088.75 |
1,088.75 |
1,088.75 |
1,085.50 |
S1 |
1,078.00 |
1,078.00 |
1,088.50 |
1,072.00 |
S2 |
1,065.75 |
1,065.75 |
1,086.25 |
|
S3 |
1,042.75 |
1,055.00 |
1,084.25 |
|
S4 |
1,019.75 |
1,032.00 |
1,077.75 |
|
|
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 |
1,099.25 |
1,063.25 |
36.00 |
3.3% |
17.00 |
1.6% |
76% |
True |
False |
1,771,673 |
10 |
1,099.25 |
1,002.75 |
96.50 |
8.8% |
22.50 |
2.1% |
91% |
True |
False |
2,195,844 |
20 |
1,129.50 |
1,002.75 |
126.75 |
11.6% |
22.00 |
2.0% |
69% |
False |
False |
2,265,724 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.6% |
25.50 |
2.3% |
69% |
False |
False |
1,387,522 |
60 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
26.75 |
2.5% |
42% |
False |
False |
926,554 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
23.00 |
2.1% |
42% |
False |
False |
695,291 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
20.50 |
1.9% |
42% |
False |
False |
556,261 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
19.25 |
1.8% |
42% |
False |
False |
463,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.00 |
2.618 |
1,159.50 |
1.618 |
1,136.50 |
1.000 |
1,122.25 |
0.618 |
1,113.50 |
HIGH |
1,099.25 |
0.618 |
1,090.50 |
0.500 |
1,087.75 |
0.382 |
1,085.00 |
LOW |
1,076.25 |
0.618 |
1,062.00 |
1.000 |
1,053.25 |
1.618 |
1,039.00 |
2.618 |
1,016.00 |
4.250 |
978.50 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,089.50 |
1,089.00 |
PP |
1,088.75 |
1,087.50 |
S1 |
1,087.75 |
1,086.00 |
|