Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4,355.0 |
4,420.0 |
65.0 |
1.5% |
4,335.0 |
High |
4,394.0 |
4,451.0 |
57.0 |
1.3% |
4,451.0 |
Low |
4,341.0 |
4,417.0 |
76.0 |
1.8% |
4,322.0 |
Close |
4,348.0 |
4,436.0 |
88.0 |
2.0% |
4,436.0 |
Range |
53.0 |
34.0 |
-19.0 |
-35.8% |
129.0 |
ATR |
65.5 |
68.2 |
2.7 |
4.1% |
0.0 |
Volume |
22,074 |
29,095 |
7,021 |
31.8% |
121,106 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,536.7 |
4,520.3 |
4,454.7 |
|
R3 |
4,502.7 |
4,486.3 |
4,445.4 |
|
R2 |
4,468.7 |
4,468.7 |
4,442.2 |
|
R1 |
4,452.3 |
4,452.3 |
4,439.1 |
4,460.5 |
PP |
4,434.7 |
4,434.7 |
4,434.7 |
4,438.8 |
S1 |
4,418.3 |
4,418.3 |
4,432.9 |
4,426.5 |
S2 |
4,400.7 |
4,400.7 |
4,429.8 |
|
S3 |
4,366.7 |
4,384.3 |
4,426.7 |
|
S4 |
4,332.7 |
4,350.3 |
4,417.3 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,790.0 |
4,742.0 |
4,507.0 |
|
R3 |
4,661.0 |
4,613.0 |
4,471.5 |
|
R2 |
4,532.0 |
4,532.0 |
4,459.7 |
|
R1 |
4,484.0 |
4,484.0 |
4,447.8 |
4,508.0 |
PP |
4,403.0 |
4,403.0 |
4,403.0 |
4,415.0 |
S1 |
4,355.0 |
4,355.0 |
4,424.2 |
4,379.0 |
S2 |
4,274.0 |
4,274.0 |
4,412.4 |
|
S3 |
4,145.0 |
4,226.0 |
4,400.5 |
|
S4 |
4,016.0 |
4,097.0 |
4,365.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,451.0 |
4,322.0 |
129.0 |
2.9% |
45.6 |
1.0% |
88% |
True |
False |
24,221 |
10 |
4,451.0 |
4,322.0 |
129.0 |
2.9% |
44.4 |
1.0% |
88% |
True |
False |
22,676 |
20 |
4,451.0 |
4,163.0 |
288.0 |
6.5% |
54.4 |
1.2% |
95% |
True |
False |
26,010 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.5% |
47.2 |
1.1% |
58% |
False |
False |
22,389 |
60 |
4,814.0 |
4,163.0 |
651.0 |
14.7% |
47.9 |
1.1% |
42% |
False |
False |
14,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,595.5 |
2.618 |
4,540.0 |
1.618 |
4,506.0 |
1.000 |
4,485.0 |
0.618 |
4,472.0 |
HIGH |
4,451.0 |
0.618 |
4,438.0 |
0.500 |
4,434.0 |
0.382 |
4,430.0 |
LOW |
4,417.0 |
0.618 |
4,396.0 |
1.000 |
4,383.0 |
1.618 |
4,362.0 |
2.618 |
4,328.0 |
4.250 |
4,272.5 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4,435.3 |
4,422.7 |
PP |
4,434.7 |
4,409.3 |
S1 |
4,434.0 |
4,396.0 |
|