Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,970.0 |
6,140.0 |
170.0 |
2.8% |
6,050.5 |
High |
6,154.5 |
6,199.5 |
45.0 |
0.7% |
6,199.5 |
Low |
5,954.5 |
6,116.0 |
161.5 |
2.7% |
5,911.5 |
Close |
6,143.0 |
6,173.0 |
30.0 |
0.5% |
6,173.0 |
Range |
200.0 |
83.5 |
-116.5 |
-58.3% |
288.0 |
ATR |
132.8 |
129.2 |
-3.5 |
-2.7% |
0.0 |
Volume |
157,177 |
131,114 |
-26,063 |
-16.6% |
697,633 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,413.3 |
6,376.7 |
6,218.9 |
|
R3 |
6,329.8 |
6,293.2 |
6,196.0 |
|
R2 |
6,246.3 |
6,246.3 |
6,188.3 |
|
R1 |
6,209.7 |
6,209.7 |
6,180.7 |
6,228.0 |
PP |
6,162.8 |
6,162.8 |
6,162.8 |
6,172.0 |
S1 |
6,126.2 |
6,126.2 |
6,165.3 |
6,144.5 |
S2 |
6,079.3 |
6,079.3 |
6,157.7 |
|
S3 |
5,995.8 |
6,042.7 |
6,150.0 |
|
S4 |
5,912.3 |
5,959.2 |
6,127.1 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,958.7 |
6,853.8 |
6,331.4 |
|
R3 |
6,670.7 |
6,565.8 |
6,252.2 |
|
R2 |
6,382.7 |
6,382.7 |
6,225.8 |
|
R1 |
6,277.8 |
6,277.8 |
6,199.4 |
6,330.3 |
PP |
6,094.7 |
6,094.7 |
6,094.7 |
6,120.9 |
S1 |
5,989.8 |
5,989.8 |
6,146.6 |
6,042.3 |
S2 |
5,806.7 |
5,806.7 |
6,120.2 |
|
S3 |
5,518.7 |
5,701.8 |
6,093.8 |
|
S4 |
5,230.7 |
5,413.8 |
6,014.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,199.5 |
5,911.5 |
288.0 |
4.7% |
128.4 |
2.1% |
91% |
True |
False |
139,526 |
10 |
6,264.5 |
5,911.5 |
353.0 |
5.7% |
124.7 |
2.0% |
74% |
False |
False |
136,110 |
20 |
6,264.5 |
5,805.0 |
459.5 |
7.4% |
124.5 |
2.0% |
80% |
False |
False |
142,697 |
40 |
6,359.5 |
5,805.0 |
554.5 |
9.0% |
121.7 |
2.0% |
66% |
False |
False |
96,705 |
60 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
138.4 |
2.2% |
76% |
False |
False |
64,695 |
80 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
124.3 |
2.0% |
76% |
False |
False |
48,618 |
100 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
111.5 |
1.8% |
76% |
False |
False |
39,202 |
120 |
6,359.5 |
5,419.0 |
940.5 |
15.2% |
105.2 |
1.7% |
80% |
False |
False |
32,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,554.4 |
2.618 |
6,418.1 |
1.618 |
6,334.6 |
1.000 |
6,283.0 |
0.618 |
6,251.1 |
HIGH |
6,199.5 |
0.618 |
6,167.6 |
0.500 |
6,157.8 |
0.382 |
6,147.9 |
LOW |
6,116.0 |
0.618 |
6,064.4 |
1.000 |
6,032.5 |
1.618 |
5,980.9 |
2.618 |
5,897.4 |
4.250 |
5,761.1 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
6,167.9 |
6,139.3 |
PP |
6,162.8 |
6,105.7 |
S1 |
6,157.8 |
6,072.0 |
|