Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,796.75 |
1,810.00 |
13.25 |
0.7% |
1,722.00 |
High |
1,815.25 |
1,829.75 |
14.50 |
0.8% |
1,815.25 |
Low |
1,789.25 |
1,801.25 |
12.00 |
0.7% |
1,705.75 |
Close |
1,811.50 |
1,820.25 |
8.75 |
0.5% |
1,811.50 |
Range |
26.00 |
28.50 |
2.50 |
9.6% |
109.50 |
ATR |
45.19 |
44.00 |
-1.19 |
-2.6% |
0.00 |
Volume |
310,109 |
207,835 |
-102,274 |
-33.0% |
1,291,761 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.50 |
1,890.00 |
1,836.00 |
|
R3 |
1,874.00 |
1,861.50 |
1,828.00 |
|
R2 |
1,845.50 |
1,845.50 |
1,825.50 |
|
R1 |
1,833.00 |
1,833.00 |
1,822.75 |
1,839.25 |
PP |
1,817.00 |
1,817.00 |
1,817.00 |
1,820.25 |
S1 |
1,804.50 |
1,804.50 |
1,817.75 |
1,810.75 |
S2 |
1,788.50 |
1,788.50 |
1,815.00 |
|
S3 |
1,760.00 |
1,776.00 |
1,812.50 |
|
S4 |
1,731.50 |
1,747.50 |
1,804.50 |
|
|
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 |
1,829.75 |
1,705.75 |
124.00 |
6.8% |
41.50 |
2.3% |
92% |
True |
False |
299,919 |
10 |
1,851.50 |
1,698.00 |
153.50 |
8.4% |
45.75 |
2.5% |
80% |
False |
False |
345,826 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.3% |
41.00 |
2.3% |
50% |
False |
False |
333,488 |
40 |
1,948.50 |
1,698.00 |
250.50 |
13.8% |
48.00 |
2.6% |
49% |
False |
False |
173,477 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
49.75 |
2.7% |
34% |
False |
False |
115,744 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
42.50 |
2.3% |
34% |
False |
False |
86,825 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
34.50 |
1.9% |
34% |
False |
False |
69,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,951.00 |
2.618 |
1,904.25 |
1.618 |
1,875.75 |
1.000 |
1,858.25 |
0.618 |
1,847.25 |
HIGH |
1,829.75 |
0.618 |
1,818.75 |
0.500 |
1,815.50 |
0.382 |
1,812.25 |
LOW |
1,801.25 |
0.618 |
1,783.75 |
1.000 |
1,772.75 |
1.618 |
1,755.25 |
2.618 |
1,726.75 |
4.250 |
1,680.00 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,818.75 |
1,814.25 |
PP |
1,817.00 |
1,808.25 |
S1 |
1,815.50 |
1,802.00 |
|