Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,839.75 |
1,815.50 |
-24.25 |
-1.3% |
1,810.00 |
High |
1,860.00 |
1,869.25 |
9.25 |
0.5% |
1,866.25 |
Low |
1,811.00 |
1,812.50 |
1.50 |
0.1% |
1,800.00 |
Close |
1,815.50 |
1,852.75 |
37.25 |
2.1% |
1,802.00 |
Range |
49.00 |
56.75 |
7.75 |
15.8% |
66.25 |
ATR |
43.97 |
44.89 |
0.91 |
2.1% |
0.00 |
Volume |
350,306 |
401,877 |
51,571 |
14.7% |
1,460,004 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,015.00 |
1,990.75 |
1,884.00 |
|
R3 |
1,958.25 |
1,934.00 |
1,868.25 |
|
R2 |
1,901.50 |
1,901.50 |
1,863.25 |
|
R1 |
1,877.25 |
1,877.25 |
1,858.00 |
1,889.50 |
PP |
1,844.75 |
1,844.75 |
1,844.75 |
1,851.00 |
S1 |
1,820.50 |
1,820.50 |
1,847.50 |
1,832.50 |
S2 |
1,788.00 |
1,788.00 |
1,842.25 |
|
S3 |
1,731.25 |
1,763.75 |
1,837.25 |
|
S4 |
1,674.50 |
1,707.00 |
1,821.50 |
|
|
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 |
1,869.25 |
1,781.75 |
87.50 |
4.7% |
52.00 |
2.8% |
81% |
True |
False |
363,660 |
10 |
1,869.25 |
1,781.75 |
87.50 |
4.7% |
41.00 |
2.2% |
81% |
True |
False |
322,175 |
20 |
1,875.25 |
1,698.00 |
177.25 |
9.6% |
44.00 |
2.4% |
87% |
False |
False |
341,186 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.1% |
45.25 |
2.4% |
64% |
False |
False |
241,024 |
60 |
2,044.50 |
1,698.00 |
346.50 |
18.7% |
51.75 |
2.8% |
45% |
False |
False |
160,764 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
44.75 |
2.4% |
43% |
False |
False |
120,615 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
38.00 |
2.0% |
43% |
False |
False |
96,498 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
32.00 |
1.7% |
43% |
False |
False |
80,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,110.50 |
2.618 |
2,017.75 |
1.618 |
1,961.00 |
1.000 |
1,926.00 |
0.618 |
1,904.25 |
HIGH |
1,869.25 |
0.618 |
1,847.50 |
0.500 |
1,841.00 |
0.382 |
1,834.25 |
LOW |
1,812.50 |
0.618 |
1,777.50 |
1.000 |
1,755.75 |
1.618 |
1,720.75 |
2.618 |
1,664.00 |
4.250 |
1,571.25 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,848.75 |
1,843.75 |
PP |
1,844.75 |
1,834.50 |
S1 |
1,841.00 |
1,825.50 |
|