Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,810.00 |
1,819.00 |
9.00 |
0.5% |
1,722.00 |
High |
1,829.75 |
1,849.50 |
19.75 |
1.1% |
1,815.25 |
Low |
1,801.25 |
1,818.00 |
16.75 |
0.9% |
1,705.75 |
Close |
1,820.25 |
1,842.50 |
22.25 |
1.2% |
1,811.50 |
Range |
28.50 |
31.50 |
3.00 |
10.5% |
109.50 |
ATR |
44.00 |
43.11 |
-0.89 |
-2.0% |
0.00 |
Volume |
207,835 |
238,450 |
30,615 |
14.7% |
1,291,761 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,931.25 |
1,918.25 |
1,859.75 |
|
R3 |
1,899.75 |
1,886.75 |
1,851.25 |
|
R2 |
1,868.25 |
1,868.25 |
1,848.25 |
|
R1 |
1,855.25 |
1,855.25 |
1,845.50 |
1,861.75 |
PP |
1,836.75 |
1,836.75 |
1,836.75 |
1,840.00 |
S1 |
1,823.75 |
1,823.75 |
1,839.50 |
1,830.25 |
S2 |
1,805.25 |
1,805.25 |
1,836.75 |
|
S3 |
1,773.75 |
1,792.25 |
1,833.75 |
|
S4 |
1,742.25 |
1,760.75 |
1,825.25 |
|
|
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 |
1,849.50 |
1,721.75 |
127.75 |
6.9% |
36.50 |
2.0% |
95% |
True |
False |
284,019 |
10 |
1,849.50 |
1,698.00 |
151.50 |
8.2% |
45.75 |
2.5% |
95% |
True |
False |
337,313 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.2% |
41.00 |
2.2% |
59% |
False |
False |
332,516 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.2% |
47.00 |
2.6% |
59% |
False |
False |
179,434 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.4% |
49.75 |
2.7% |
40% |
False |
False |
119,716 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.4% |
42.50 |
2.3% |
40% |
False |
False |
89,806 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.4% |
34.75 |
1.9% |
40% |
False |
False |
71,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,983.50 |
2.618 |
1,932.00 |
1.618 |
1,900.50 |
1.000 |
1,881.00 |
0.618 |
1,869.00 |
HIGH |
1,849.50 |
0.618 |
1,837.50 |
0.500 |
1,833.75 |
0.382 |
1,830.00 |
LOW |
1,818.00 |
0.618 |
1,798.50 |
1.000 |
1,786.50 |
1.618 |
1,767.00 |
2.618 |
1,735.50 |
4.250 |
1,684.00 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,839.50 |
1,834.75 |
PP |
1,836.75 |
1,827.00 |
S1 |
1,833.75 |
1,819.50 |
|