Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,079.50 |
1,063.25 |
-16.25 |
-1.5% |
1,071.50 |
High |
1,087.75 |
1,094.50 |
6.75 |
0.6% |
1,099.25 |
Low |
1,061.00 |
1,061.25 |
0.25 |
0.0% |
1,059.00 |
Close |
1,064.00 |
1,087.75 |
23.75 |
2.2% |
1,063.00 |
Range |
26.75 |
33.25 |
6.50 |
24.3% |
40.25 |
ATR |
23.97 |
24.63 |
0.66 |
2.8% |
0.00 |
Volume |
2,275,816 |
2,440,958 |
165,142 |
7.3% |
9,162,769 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.00 |
1,167.50 |
1,106.00 |
|
R3 |
1,147.75 |
1,134.25 |
1,097.00 |
|
R2 |
1,114.50 |
1,114.50 |
1,093.75 |
|
R1 |
1,101.00 |
1,101.00 |
1,090.75 |
1,107.75 |
PP |
1,081.25 |
1,081.25 |
1,081.25 |
1,084.50 |
S1 |
1,067.75 |
1,067.75 |
1,084.75 |
1,074.50 |
S2 |
1,048.00 |
1,048.00 |
1,081.75 |
|
S3 |
1,014.75 |
1,034.50 |
1,078.50 |
|
S4 |
981.50 |
1,001.25 |
1,069.50 |
|
|
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 |
1,094.75 |
1,050.75 |
44.00 |
4.0% |
28.00 |
2.6% |
84% |
False |
False |
2,279,580 |
10 |
1,099.25 |
1,050.75 |
48.50 |
4.5% |
22.50 |
2.1% |
76% |
False |
False |
2,025,627 |
20 |
1,099.25 |
1,002.75 |
96.50 |
8.9% |
24.25 |
2.2% |
88% |
False |
False |
2,269,743 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.7% |
24.75 |
2.3% |
67% |
False |
False |
1,671,620 |
60 |
1,203.25 |
1,002.75 |
200.50 |
18.4% |
27.50 |
2.5% |
42% |
False |
False |
1,116,327 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
24.00 |
2.2% |
41% |
False |
False |
837,661 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
21.25 |
2.0% |
41% |
False |
False |
670,237 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
20.00 |
1.8% |
41% |
False |
False |
558,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.75 |
2.618 |
1,181.50 |
1.618 |
1,148.25 |
1.000 |
1,127.75 |
0.618 |
1,115.00 |
HIGH |
1,094.50 |
0.618 |
1,081.75 |
0.500 |
1,078.00 |
0.382 |
1,074.00 |
LOW |
1,061.25 |
0.618 |
1,040.75 |
1.000 |
1,028.00 |
1.618 |
1,007.50 |
2.618 |
974.25 |
4.250 |
920.00 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,084.50 |
1,082.75 |
PP |
1,081.25 |
1,077.75 |
S1 |
1,078.00 |
1,072.50 |
|