Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,860.00 |
1,850.25 |
-9.75 |
-0.5% |
1,722.00 |
High |
1,866.25 |
1,864.50 |
-1.75 |
-0.1% |
1,815.25 |
Low |
1,838.00 |
1,828.50 |
-9.50 |
-0.5% |
1,705.75 |
Close |
1,851.25 |
1,849.25 |
-2.00 |
-0.1% |
1,811.50 |
Range |
28.25 |
36.00 |
7.75 |
27.4% |
109.50 |
ATR |
42.05 |
41.61 |
-0.43 |
-1.0% |
0.00 |
Volume |
310,229 |
336,833 |
26,604 |
8.6% |
1,291,761 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.50 |
1,938.25 |
1,869.00 |
|
R3 |
1,919.50 |
1,902.25 |
1,859.25 |
|
R2 |
1,883.50 |
1,883.50 |
1,855.75 |
|
R1 |
1,866.25 |
1,866.25 |
1,852.50 |
1,857.00 |
PP |
1,847.50 |
1,847.50 |
1,847.50 |
1,842.75 |
S1 |
1,830.25 |
1,830.25 |
1,846.00 |
1,821.00 |
S2 |
1,811.50 |
1,811.50 |
1,842.75 |
|
S3 |
1,775.50 |
1,794.25 |
1,839.25 |
|
S4 |
1,739.50 |
1,758.25 |
1,829.50 |
|
|
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 |
1,866.25 |
1,789.25 |
77.00 |
4.2% |
30.00 |
1.6% |
78% |
False |
False |
280,691 |
10 |
1,866.25 |
1,698.00 |
168.25 |
9.1% |
38.75 |
2.1% |
90% |
False |
False |
326,150 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.1% |
39.75 |
2.2% |
62% |
False |
False |
330,919 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.1% |
46.25 |
2.5% |
62% |
False |
False |
195,600 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.4% |
50.00 |
2.7% |
42% |
False |
False |
130,495 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.4% |
42.75 |
2.3% |
42% |
False |
False |
97,892 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.4% |
35.50 |
1.9% |
42% |
False |
False |
78,316 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.4% |
29.75 |
1.6% |
42% |
False |
False |
65,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.50 |
2.618 |
1,958.75 |
1.618 |
1,922.75 |
1.000 |
1,900.50 |
0.618 |
1,886.75 |
HIGH |
1,864.50 |
0.618 |
1,850.75 |
0.500 |
1,846.50 |
0.382 |
1,842.25 |
LOW |
1,828.50 |
0.618 |
1,806.25 |
1.000 |
1,792.50 |
1.618 |
1,770.25 |
2.618 |
1,734.25 |
4.250 |
1,675.50 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,848.25 |
1,847.00 |
PP |
1,847.50 |
1,844.50 |
S1 |
1,846.50 |
1,842.00 |
|