Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,850.25 |
1,849.50 |
-0.75 |
0.0% |
1,810.00 |
High |
1,864.50 |
1,856.00 |
-8.50 |
-0.5% |
1,866.25 |
Low |
1,828.50 |
1,800.00 |
-28.50 |
-1.6% |
1,800.00 |
Close |
1,849.25 |
1,802.00 |
-47.25 |
-2.6% |
1,802.00 |
Range |
36.00 |
56.00 |
20.00 |
55.6% |
66.25 |
ATR |
41.61 |
42.64 |
1.03 |
2.5% |
0.00 |
Volume |
336,833 |
366,657 |
29,824 |
8.9% |
1,460,004 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.25 |
1,950.75 |
1,832.75 |
|
R3 |
1,931.25 |
1,894.75 |
1,817.50 |
|
R2 |
1,875.25 |
1,875.25 |
1,812.25 |
|
R1 |
1,838.75 |
1,838.75 |
1,807.25 |
1,829.00 |
PP |
1,819.25 |
1,819.25 |
1,819.25 |
1,814.50 |
S1 |
1,782.75 |
1,782.75 |
1,796.75 |
1,773.00 |
S2 |
1,763.25 |
1,763.25 |
1,791.75 |
|
S3 |
1,707.25 |
1,726.75 |
1,786.50 |
|
S4 |
1,651.25 |
1,670.75 |
1,771.25 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.50 |
1,978.00 |
1,838.50 |
|
R3 |
1,955.25 |
1,911.75 |
1,820.25 |
|
R2 |
1,889.00 |
1,889.00 |
1,814.25 |
|
R1 |
1,845.50 |
1,845.50 |
1,808.00 |
1,834.00 |
PP |
1,822.75 |
1,822.75 |
1,822.75 |
1,817.00 |
S1 |
1,779.25 |
1,779.25 |
1,796.00 |
1,768.00 |
S2 |
1,756.50 |
1,756.50 |
1,789.75 |
|
S3 |
1,690.25 |
1,713.00 |
1,783.75 |
|
S4 |
1,624.00 |
1,646.75 |
1,765.50 |
|
|
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 |
1,800.00 |
66.25 |
3.7% |
36.00 |
2.0% |
3% |
False |
True |
292,000 |
10 |
1,866.25 |
1,705.75 |
160.50 |
8.9% |
39.50 |
2.2% |
60% |
False |
False |
325,761 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.5% |
41.25 |
2.3% |
43% |
False |
False |
331,375 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.5% |
46.50 |
2.6% |
43% |
False |
False |
204,760 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.9% |
50.50 |
2.8% |
29% |
False |
False |
136,605 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.9% |
43.25 |
2.4% |
29% |
False |
False |
102,473 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.9% |
36.00 |
2.0% |
29% |
False |
False |
81,982 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.9% |
30.25 |
1.7% |
29% |
False |
False |
68,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,094.00 |
2.618 |
2,002.50 |
1.618 |
1,946.50 |
1.000 |
1,912.00 |
0.618 |
1,890.50 |
HIGH |
1,856.00 |
0.618 |
1,834.50 |
0.500 |
1,828.00 |
0.382 |
1,821.50 |
LOW |
1,800.00 |
0.618 |
1,765.50 |
1.000 |
1,744.00 |
1.618 |
1,709.50 |
2.618 |
1,653.50 |
4.250 |
1,562.00 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,828.00 |
1,833.00 |
PP |
1,819.25 |
1,822.75 |
S1 |
1,810.75 |
1,812.50 |
|