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 |
4,410.0 |
4,355.0 |
-55.0 |
-1.2% |
4,390.0 |
High |
4,416.0 |
4,394.0 |
-22.0 |
-0.5% |
4,449.0 |
Low |
4,378.0 |
4,341.0 |
-37.0 |
-0.8% |
4,355.0 |
Close |
4,397.0 |
4,348.0 |
-49.0 |
-1.1% |
4,405.0 |
Range |
38.0 |
53.0 |
15.0 |
39.5% |
94.0 |
ATR |
66.2 |
65.5 |
-0.7 |
-1.1% |
0.0 |
Volume |
20,071 |
22,074 |
2,003 |
10.0% |
105,657 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,520.0 |
4,487.0 |
4,377.2 |
|
R3 |
4,467.0 |
4,434.0 |
4,362.6 |
|
R2 |
4,414.0 |
4,414.0 |
4,357.7 |
|
R1 |
4,381.0 |
4,381.0 |
4,352.9 |
4,371.0 |
PP |
4,361.0 |
4,361.0 |
4,361.0 |
4,356.0 |
S1 |
4,328.0 |
4,328.0 |
4,343.1 |
4,318.0 |
S2 |
4,308.0 |
4,308.0 |
4,338.3 |
|
S3 |
4,255.0 |
4,275.0 |
4,333.4 |
|
S4 |
4,202.0 |
4,222.0 |
4,318.9 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,685.0 |
4,639.0 |
4,456.7 |
|
R3 |
4,591.0 |
4,545.0 |
4,430.9 |
|
R2 |
4,497.0 |
4,497.0 |
4,422.2 |
|
R1 |
4,451.0 |
4,451.0 |
4,413.6 |
4,474.0 |
PP |
4,403.0 |
4,403.0 |
4,403.0 |
4,414.5 |
S1 |
4,357.0 |
4,357.0 |
4,396.4 |
4,380.0 |
S2 |
4,309.0 |
4,309.0 |
4,387.8 |
|
S3 |
4,215.0 |
4,263.0 |
4,379.2 |
|
S4 |
4,121.0 |
4,169.0 |
4,353.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,443.0 |
4,322.0 |
121.0 |
2.8% |
48.8 |
1.1% |
21% |
False |
False |
21,555 |
10 |
4,449.0 |
4,322.0 |
127.0 |
2.9% |
47.2 |
1.1% |
20% |
False |
False |
22,104 |
20 |
4,449.0 |
4,163.0 |
286.0 |
6.6% |
54.7 |
1.3% |
65% |
False |
False |
25,525 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.7% |
46.3 |
1.1% |
40% |
False |
False |
21,672 |
60 |
4,814.0 |
4,163.0 |
651.0 |
15.0% |
47.8 |
1.1% |
28% |
False |
False |
14,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,619.3 |
2.618 |
4,532.8 |
1.618 |
4,479.8 |
1.000 |
4,447.0 |
0.618 |
4,426.8 |
HIGH |
4,394.0 |
0.618 |
4,373.8 |
0.500 |
4,367.5 |
0.382 |
4,361.2 |
LOW |
4,341.0 |
0.618 |
4,308.2 |
1.000 |
4,288.0 |
1.618 |
4,255.2 |
2.618 |
4,202.2 |
4.250 |
4,115.8 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4,367.5 |
4,369.0 |
PP |
4,361.0 |
4,362.0 |
S1 |
4,354.5 |
4,355.0 |
|