Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,819.00 |
1,860.00 |
41.00 |
2.3% |
1,722.00 |
High |
1,849.50 |
1,866.25 |
16.75 |
0.9% |
1,815.25 |
Low |
1,818.00 |
1,838.00 |
20.00 |
1.1% |
1,705.75 |
Close |
1,842.50 |
1,851.25 |
8.75 |
0.5% |
1,811.50 |
Range |
31.50 |
28.25 |
-3.25 |
-10.3% |
109.50 |
ATR |
43.11 |
42.05 |
-1.06 |
-2.5% |
0.00 |
Volume |
238,450 |
310,229 |
71,779 |
30.1% |
1,291,761 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.50 |
1,922.25 |
1,866.75 |
|
R3 |
1,908.25 |
1,894.00 |
1,859.00 |
|
R2 |
1,880.00 |
1,880.00 |
1,856.50 |
|
R1 |
1,865.75 |
1,865.75 |
1,853.75 |
1,858.75 |
PP |
1,851.75 |
1,851.75 |
1,851.75 |
1,848.50 |
S1 |
1,837.50 |
1,837.50 |
1,848.75 |
1,830.50 |
S2 |
1,823.50 |
1,823.50 |
1,846.00 |
|
S3 |
1,795.25 |
1,809.25 |
1,843.50 |
|
S4 |
1,767.00 |
1,781.00 |
1,835.75 |
|
|
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 |
1,866.25 |
1,774.50 |
91.75 |
5.0% |
28.50 |
1.5% |
84% |
True |
False |
274,149 |
10 |
1,866.25 |
1,698.00 |
168.25 |
9.1% |
39.50 |
2.1% |
91% |
True |
False |
340,263 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.1% |
39.75 |
2.1% |
63% |
False |
False |
331,528 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.1% |
46.50 |
2.5% |
63% |
False |
False |
187,186 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
49.75 |
2.7% |
43% |
False |
False |
124,883 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
42.50 |
2.3% |
43% |
False |
False |
93,683 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
35.00 |
1.9% |
43% |
False |
False |
74,948 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
29.75 |
1.6% |
43% |
False |
False |
62,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,986.25 |
2.618 |
1,940.25 |
1.618 |
1,912.00 |
1.000 |
1,894.50 |
0.618 |
1,883.75 |
HIGH |
1,866.25 |
0.618 |
1,855.50 |
0.500 |
1,852.00 |
0.382 |
1,848.75 |
LOW |
1,838.00 |
0.618 |
1,820.50 |
1.000 |
1,809.75 |
1.618 |
1,792.25 |
2.618 |
1,764.00 |
4.250 |
1,718.00 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,852.00 |
1,845.50 |
PP |
1,851.75 |
1,839.50 |
S1 |
1,851.50 |
1,833.75 |
|