Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,788.50 |
1,796.75 |
8.25 |
0.5% |
1,722.00 |
High |
1,803.25 |
1,815.25 |
12.00 |
0.7% |
1,815.25 |
Low |
1,774.50 |
1,789.25 |
14.75 |
0.8% |
1,705.75 |
Close |
1,798.00 |
1,811.50 |
13.50 |
0.8% |
1,811.50 |
Range |
28.75 |
26.00 |
-2.75 |
-9.6% |
109.50 |
ATR |
46.67 |
45.19 |
-1.48 |
-3.2% |
0.00 |
Volume |
304,126 |
310,109 |
5,983 |
2.0% |
1,291,761 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.25 |
1,873.50 |
1,825.75 |
|
R3 |
1,857.25 |
1,847.50 |
1,818.75 |
|
R2 |
1,831.25 |
1,831.25 |
1,816.25 |
|
R1 |
1,821.50 |
1,821.50 |
1,814.00 |
1,826.50 |
PP |
1,805.25 |
1,805.25 |
1,805.25 |
1,807.75 |
S1 |
1,795.50 |
1,795.50 |
1,809.00 |
1,800.50 |
S2 |
1,779.25 |
1,779.25 |
1,806.75 |
|
S3 |
1,753.25 |
1,769.50 |
1,804.25 |
|
S4 |
1,727.25 |
1,743.50 |
1,797.25 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,106.00 |
2,068.25 |
1,871.75 |
|
R3 |
1,996.50 |
1,958.75 |
1,841.50 |
|
R2 |
1,887.00 |
1,887.00 |
1,831.50 |
|
R1 |
1,849.25 |
1,849.25 |
1,821.50 |
1,868.00 |
PP |
1,777.50 |
1,777.50 |
1,777.50 |
1,787.00 |
S1 |
1,739.75 |
1,739.75 |
1,801.50 |
1,758.50 |
S2 |
1,668.00 |
1,668.00 |
1,791.50 |
|
S3 |
1,558.50 |
1,630.25 |
1,781.50 |
|
S4 |
1,449.00 |
1,520.75 |
1,751.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.25 |
1,705.75 |
109.50 |
6.0% |
43.00 |
2.4% |
97% |
True |
False |
359,523 |
10 |
1,856.50 |
1,698.00 |
158.50 |
8.7% |
45.75 |
2.5% |
72% |
False |
False |
359,036 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
41.75 |
2.3% |
47% |
False |
False |
333,799 |
40 |
1,980.00 |
1,698.00 |
282.00 |
15.6% |
48.25 |
2.7% |
40% |
False |
False |
168,286 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
49.75 |
2.7% |
32% |
False |
False |
112,284 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
42.25 |
2.3% |
32% |
False |
False |
84,227 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
34.25 |
1.9% |
32% |
False |
False |
67,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.75 |
2.618 |
1,883.25 |
1.618 |
1,857.25 |
1.000 |
1,841.25 |
0.618 |
1,831.25 |
HIGH |
1,815.25 |
0.618 |
1,805.25 |
0.500 |
1,802.25 |
0.382 |
1,799.25 |
LOW |
1,789.25 |
0.618 |
1,773.25 |
1.000 |
1,763.25 |
1.618 |
1,747.25 |
2.618 |
1,721.25 |
4.250 |
1,678.75 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,808.50 |
1,797.25 |
PP |
1,805.25 |
1,782.75 |
S1 |
1,802.25 |
1,768.50 |
|