Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,091.25 |
1,090.50 |
-0.75 |
-0.1% |
1,071.50 |
High |
1,099.25 |
1,094.75 |
-4.50 |
-0.4% |
1,099.25 |
Low |
1,076.25 |
1,059.00 |
-17.25 |
-1.6% |
1,059.00 |
Close |
1,090.50 |
1,063.00 |
-27.50 |
-2.5% |
1,063.00 |
Range |
23.00 |
35.75 |
12.75 |
55.4% |
40.25 |
ATR |
23.09 |
23.99 |
0.90 |
3.9% |
0.00 |
Volume |
1,940,692 |
2,416,608 |
475,916 |
24.5% |
9,162,769 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.50 |
1,157.00 |
1,082.75 |
|
R3 |
1,143.75 |
1,121.25 |
1,072.75 |
|
R2 |
1,108.00 |
1,108.00 |
1,069.50 |
|
R1 |
1,085.50 |
1,085.50 |
1,066.25 |
1,079.00 |
PP |
1,072.25 |
1,072.25 |
1,072.25 |
1,069.00 |
S1 |
1,049.75 |
1,049.75 |
1,059.75 |
1,043.00 |
S2 |
1,036.50 |
1,036.50 |
1,056.50 |
|
S3 |
1,000.75 |
1,014.00 |
1,053.25 |
|
S4 |
965.00 |
978.25 |
1,043.25 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.50 |
1,169.00 |
1,085.25 |
|
R3 |
1,154.25 |
1,128.75 |
1,074.00 |
|
R2 |
1,114.00 |
1,114.00 |
1,070.50 |
|
R1 |
1,088.50 |
1,088.50 |
1,066.75 |
1,081.00 |
PP |
1,073.75 |
1,073.75 |
1,073.75 |
1,070.00 |
S1 |
1,048.25 |
1,048.25 |
1,059.25 |
1,041.00 |
S2 |
1,033.50 |
1,033.50 |
1,055.50 |
|
S3 |
993.25 |
1,008.00 |
1,052.00 |
|
S4 |
953.00 |
967.75 |
1,040.75 |
|
|
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 |
1,059.00 |
40.25 |
3.8% |
21.75 |
2.1% |
10% |
False |
True |
1,832,553 |
10 |
1,099.25 |
1,002.75 |
96.50 |
9.1% |
23.50 |
2.2% |
62% |
False |
False |
2,175,299 |
20 |
1,129.50 |
1,002.75 |
126.75 |
11.9% |
23.00 |
2.2% |
48% |
False |
False |
2,260,452 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.9% |
25.75 |
2.4% |
48% |
False |
False |
1,447,798 |
60 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
27.25 |
2.6% |
29% |
False |
False |
966,728 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
23.25 |
2.2% |
29% |
False |
False |
725,469 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
20.75 |
1.9% |
29% |
False |
False |
580,424 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
19.50 |
1.8% |
29% |
False |
False |
483,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.75 |
2.618 |
1,188.25 |
1.618 |
1,152.50 |
1.000 |
1,130.50 |
0.618 |
1,116.75 |
HIGH |
1,094.75 |
0.618 |
1,081.00 |
0.500 |
1,077.00 |
0.382 |
1,072.75 |
LOW |
1,059.00 |
0.618 |
1,037.00 |
1.000 |
1,023.25 |
1.618 |
1,001.25 |
2.618 |
965.50 |
4.250 |
907.00 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,077.00 |
1,079.00 |
PP |
1,072.25 |
1,073.75 |
S1 |
1,067.50 |
1,068.50 |
|