Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,063.25 |
1,079.50 |
16.25 |
1.5% |
1,071.50 |
High |
1,080.75 |
1,087.75 |
7.00 |
0.6% |
1,099.25 |
Low |
1,050.75 |
1,061.00 |
10.25 |
1.0% |
1,059.00 |
Close |
1,080.00 |
1,064.00 |
-16.00 |
-1.5% |
1,063.00 |
Range |
30.00 |
26.75 |
-3.25 |
-10.8% |
40.25 |
ATR |
23.76 |
23.97 |
0.21 |
0.9% |
0.00 |
Volume |
1,760,878 |
2,275,816 |
514,938 |
29.2% |
9,162,769 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.25 |
1,134.25 |
1,078.75 |
|
R3 |
1,124.50 |
1,107.50 |
1,071.25 |
|
R2 |
1,097.75 |
1,097.75 |
1,069.00 |
|
R1 |
1,080.75 |
1,080.75 |
1,066.50 |
1,076.00 |
PP |
1,071.00 |
1,071.00 |
1,071.00 |
1,068.50 |
S1 |
1,054.00 |
1,054.00 |
1,061.50 |
1,049.00 |
S2 |
1,044.25 |
1,044.25 |
1,059.00 |
|
S3 |
1,017.50 |
1,027.25 |
1,056.75 |
|
S4 |
990.75 |
1,000.50 |
1,049.25 |
|
|
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 |
1,050.75 |
48.50 |
4.6% |
26.00 |
2.4% |
27% |
False |
False |
2,179,527 |
10 |
1,099.25 |
1,050.75 |
48.50 |
4.6% |
20.50 |
1.9% |
27% |
False |
False |
2,037,145 |
20 |
1,099.25 |
1,002.75 |
96.50 |
9.1% |
23.50 |
2.2% |
63% |
False |
False |
2,262,023 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.9% |
25.00 |
2.3% |
48% |
False |
False |
1,610,778 |
60 |
1,205.00 |
1,002.75 |
202.25 |
19.0% |
27.50 |
2.6% |
30% |
False |
False |
1,075,665 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
23.75 |
2.2% |
29% |
False |
False |
807,163 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
21.00 |
2.0% |
29% |
False |
False |
645,828 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
19.75 |
1.8% |
29% |
False |
False |
538,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,201.50 |
2.618 |
1,157.75 |
1.618 |
1,131.00 |
1.000 |
1,114.50 |
0.618 |
1,104.25 |
HIGH |
1,087.75 |
0.618 |
1,077.50 |
0.500 |
1,074.50 |
0.382 |
1,071.25 |
LOW |
1,061.00 |
0.618 |
1,044.50 |
1.000 |
1,034.25 |
1.618 |
1,017.75 |
2.618 |
991.00 |
4.250 |
947.25 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,074.50 |
1,069.25 |
PP |
1,071.00 |
1,067.50 |
S1 |
1,067.50 |
1,065.75 |
|