Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,800.50 |
1,805.25 |
4.75 |
0.3% |
1,810.00 |
High |
1,821.25 |
1,841.25 |
20.00 |
1.1% |
1,866.25 |
Low |
1,782.50 |
1,781.75 |
-0.75 |
0.0% |
1,800.00 |
Close |
1,805.50 |
1,839.75 |
34.25 |
1.9% |
1,802.00 |
Range |
38.75 |
59.50 |
20.75 |
53.5% |
66.25 |
ATR |
42.36 |
43.59 |
1.22 |
2.9% |
0.00 |
Volume |
397,734 |
301,727 |
-96,007 |
-24.1% |
1,460,004 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.50 |
1,979.00 |
1,872.50 |
|
R3 |
1,940.00 |
1,919.50 |
1,856.00 |
|
R2 |
1,880.50 |
1,880.50 |
1,850.75 |
|
R1 |
1,860.00 |
1,860.00 |
1,845.25 |
1,870.25 |
PP |
1,821.00 |
1,821.00 |
1,821.00 |
1,826.00 |
S1 |
1,800.50 |
1,800.50 |
1,834.25 |
1,810.75 |
S2 |
1,761.50 |
1,761.50 |
1,828.75 |
|
S3 |
1,702.00 |
1,741.00 |
1,823.50 |
|
S4 |
1,642.50 |
1,681.50 |
1,807.00 |
|
|
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 |
1,781.75 |
84.50 |
4.6% |
43.75 |
2.4% |
69% |
False |
True |
342,636 |
10 |
1,866.25 |
1,721.75 |
144.50 |
7.9% |
40.00 |
2.2% |
82% |
False |
False |
313,327 |
20 |
1,916.75 |
1,698.00 |
218.75 |
11.9% |
42.25 |
2.3% |
65% |
False |
False |
336,748 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.2% |
45.25 |
2.5% |
58% |
False |
False |
222,235 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
51.25 |
2.8% |
40% |
False |
False |
148,234 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
43.75 |
2.4% |
40% |
False |
False |
111,214 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
37.00 |
2.0% |
40% |
False |
False |
88,977 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
31.00 |
1.7% |
40% |
False |
False |
74,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,094.00 |
2.618 |
1,997.00 |
1.618 |
1,937.50 |
1.000 |
1,900.75 |
0.618 |
1,878.00 |
HIGH |
1,841.25 |
0.618 |
1,818.50 |
0.500 |
1,811.50 |
0.382 |
1,804.50 |
LOW |
1,781.75 |
0.618 |
1,745.00 |
1.000 |
1,722.25 |
1.618 |
1,685.50 |
2.618 |
1,626.00 |
4.250 |
1,529.00 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,830.25 |
1,832.75 |
PP |
1,821.00 |
1,825.75 |
S1 |
1,811.50 |
1,819.00 |
|