Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,090.50 |
1,061.75 |
-28.75 |
-2.6% |
1,071.50 |
High |
1,094.75 |
1,071.00 |
-23.75 |
-2.2% |
1,099.25 |
Low |
1,059.00 |
1,057.00 |
-2.00 |
-0.2% |
1,059.00 |
Close |
1,063.00 |
1,063.75 |
0.75 |
0.1% |
1,063.00 |
Range |
35.75 |
14.00 |
-21.75 |
-60.8% |
40.25 |
ATR |
23.99 |
23.28 |
-0.71 |
-3.0% |
0.00 |
Volume |
2,416,608 |
2,503,643 |
87,035 |
3.6% |
9,162,769 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.00 |
1,098.75 |
1,071.50 |
|
R3 |
1,092.00 |
1,084.75 |
1,067.50 |
|
R2 |
1,078.00 |
1,078.00 |
1,066.25 |
|
R1 |
1,070.75 |
1,070.75 |
1,065.00 |
1,074.50 |
PP |
1,064.00 |
1,064.00 |
1,064.00 |
1,065.75 |
S1 |
1,056.75 |
1,056.75 |
1,062.50 |
1,060.50 |
S2 |
1,050.00 |
1,050.00 |
1,061.25 |
|
S3 |
1,036.00 |
1,042.75 |
1,060.00 |
|
S4 |
1,022.00 |
1,028.75 |
1,056.00 |
|
|
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 |
1,057.00 |
42.25 |
4.0% |
22.25 |
2.1% |
16% |
False |
True |
2,048,919 |
10 |
1,099.25 |
1,002.75 |
96.50 |
9.1% |
22.75 |
2.1% |
63% |
False |
False |
2,090,173 |
20 |
1,129.50 |
1,002.75 |
126.75 |
11.9% |
23.25 |
2.2% |
48% |
False |
False |
2,249,877 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.9% |
25.00 |
2.3% |
48% |
False |
False |
1,510,279 |
60 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
27.00 |
2.5% |
29% |
False |
False |
1,008,426 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
23.25 |
2.2% |
29% |
False |
False |
756,750 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
20.75 |
1.9% |
29% |
False |
False |
605,461 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
19.50 |
1.8% |
29% |
False |
False |
504,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,130.50 |
2.618 |
1,107.75 |
1.618 |
1,093.75 |
1.000 |
1,085.00 |
0.618 |
1,079.75 |
HIGH |
1,071.00 |
0.618 |
1,065.75 |
0.500 |
1,064.00 |
0.382 |
1,062.25 |
LOW |
1,057.00 |
0.618 |
1,048.25 |
1.000 |
1,043.00 |
1.618 |
1,034.25 |
2.618 |
1,020.25 |
4.250 |
997.50 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,064.00 |
1,078.00 |
PP |
1,064.00 |
1,073.25 |
S1 |
1,063.75 |
1,068.50 |
|