Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,805.25 |
1,839.75 |
34.50 |
1.9% |
1,810.00 |
High |
1,841.25 |
1,860.00 |
18.75 |
1.0% |
1,866.25 |
Low |
1,781.75 |
1,811.00 |
29.25 |
1.6% |
1,800.00 |
Close |
1,839.75 |
1,815.50 |
-24.25 |
-1.3% |
1,802.00 |
Range |
59.50 |
49.00 |
-10.50 |
-17.6% |
66.25 |
ATR |
43.59 |
43.97 |
0.39 |
0.9% |
0.00 |
Volume |
301,727 |
350,306 |
48,579 |
16.1% |
1,460,004 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.75 |
1,944.75 |
1,842.50 |
|
R3 |
1,926.75 |
1,895.75 |
1,829.00 |
|
R2 |
1,877.75 |
1,877.75 |
1,824.50 |
|
R1 |
1,846.75 |
1,846.75 |
1,820.00 |
1,837.75 |
PP |
1,828.75 |
1,828.75 |
1,828.75 |
1,824.50 |
S1 |
1,797.75 |
1,797.75 |
1,811.00 |
1,788.75 |
S2 |
1,779.75 |
1,779.75 |
1,806.50 |
|
S3 |
1,730.75 |
1,748.75 |
1,802.00 |
|
S4 |
1,681.75 |
1,699.75 |
1,788.50 |
|
|
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 |
1,864.50 |
1,781.75 |
82.75 |
4.6% |
47.75 |
2.6% |
41% |
False |
False |
350,651 |
10 |
1,866.25 |
1,774.50 |
91.75 |
5.1% |
38.25 |
2.1% |
45% |
False |
False |
312,400 |
20 |
1,890.00 |
1,698.00 |
192.00 |
10.6% |
42.75 |
2.4% |
61% |
False |
False |
337,861 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
45.50 |
2.5% |
48% |
False |
False |
230,983 |
60 |
2,047.75 |
1,698.00 |
349.75 |
19.3% |
51.75 |
2.8% |
34% |
False |
False |
154,070 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
44.25 |
2.4% |
33% |
False |
False |
115,592 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
37.50 |
2.1% |
33% |
False |
False |
92,480 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
31.50 |
1.7% |
33% |
False |
False |
77,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.25 |
2.618 |
1,988.25 |
1.618 |
1,939.25 |
1.000 |
1,909.00 |
0.618 |
1,890.25 |
HIGH |
1,860.00 |
0.618 |
1,841.25 |
0.500 |
1,835.50 |
0.382 |
1,829.75 |
LOW |
1,811.00 |
0.618 |
1,780.75 |
1.000 |
1,762.00 |
1.618 |
1,731.75 |
2.618 |
1,682.75 |
4.250 |
1,602.75 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,835.50 |
1,821.00 |
PP |
1,828.75 |
1,819.00 |
S1 |
1,822.25 |
1,817.25 |
|