Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,849.50 |
1,800.50 |
-49.00 |
-2.6% |
1,810.00 |
High |
1,856.00 |
1,821.25 |
-34.75 |
-1.9% |
1,866.25 |
Low |
1,800.00 |
1,782.50 |
-17.50 |
-1.0% |
1,800.00 |
Close |
1,802.00 |
1,805.50 |
3.50 |
0.2% |
1,802.00 |
Range |
56.00 |
38.75 |
-17.25 |
-30.8% |
66.25 |
ATR |
42.64 |
42.36 |
-0.28 |
-0.7% |
0.00 |
Volume |
366,657 |
397,734 |
31,077 |
8.5% |
1,460,004 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.25 |
1,901.25 |
1,826.75 |
|
R3 |
1,880.50 |
1,862.50 |
1,816.25 |
|
R2 |
1,841.75 |
1,841.75 |
1,812.50 |
|
R1 |
1,823.75 |
1,823.75 |
1,809.00 |
1,832.75 |
PP |
1,803.00 |
1,803.00 |
1,803.00 |
1,807.50 |
S1 |
1,785.00 |
1,785.00 |
1,802.00 |
1,794.00 |
S2 |
1,764.25 |
1,764.25 |
1,798.50 |
|
S3 |
1,725.50 |
1,746.25 |
1,794.75 |
|
S4 |
1,686.75 |
1,707.50 |
1,784.25 |
|
|
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 |
1,782.50 |
83.75 |
4.6% |
38.00 |
2.1% |
27% |
False |
True |
329,980 |
10 |
1,866.25 |
1,705.75 |
160.50 |
8.9% |
39.75 |
2.2% |
62% |
False |
False |
314,949 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.5% |
42.25 |
2.3% |
44% |
False |
False |
334,009 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.5% |
45.50 |
2.5% |
44% |
False |
False |
214,699 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
50.50 |
2.8% |
30% |
False |
False |
143,213 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
43.25 |
2.4% |
30% |
False |
False |
107,443 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
36.50 |
2.0% |
30% |
False |
False |
85,960 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
30.50 |
1.7% |
30% |
False |
False |
71,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,986.00 |
2.618 |
1,922.75 |
1.618 |
1,884.00 |
1.000 |
1,860.00 |
0.618 |
1,845.25 |
HIGH |
1,821.25 |
0.618 |
1,806.50 |
0.500 |
1,802.00 |
0.382 |
1,797.25 |
LOW |
1,782.50 |
0.618 |
1,758.50 |
1.000 |
1,743.75 |
1.618 |
1,719.75 |
2.618 |
1,681.00 |
4.250 |
1,617.75 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,804.25 |
1,823.50 |
PP |
1,803.00 |
1,817.50 |
S1 |
1,802.00 |
1,811.50 |
|