Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,206.6 |
1,201.6 |
-5.0 |
-0.4% |
1,217.0 |
High |
1,211.6 |
1,217.5 |
5.9 |
0.5% |
1,218.5 |
Low |
1,191.4 |
1,199.1 |
7.7 |
0.6% |
1,188.7 |
Close |
1,200.0 |
1,213.7 |
13.7 |
1.1% |
1,213.7 |
Range |
20.2 |
18.4 |
-1.8 |
-8.9% |
29.8 |
ATR |
21.1 |
20.9 |
-0.2 |
-0.9% |
0.0 |
Volume |
19,536 |
19,781 |
245 |
1.3% |
53,823 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.3 |
1,257.9 |
1,223.8 |
|
R3 |
1,246.9 |
1,239.5 |
1,218.8 |
|
R2 |
1,228.5 |
1,228.5 |
1,217.1 |
|
R1 |
1,221.1 |
1,221.1 |
1,215.4 |
1,224.8 |
PP |
1,210.1 |
1,210.1 |
1,210.1 |
1,212.0 |
S1 |
1,202.7 |
1,202.7 |
1,212.0 |
1,206.4 |
S2 |
1,191.7 |
1,191.7 |
1,210.3 |
|
S3 |
1,173.3 |
1,184.3 |
1,208.6 |
|
S4 |
1,154.9 |
1,165.9 |
1,203.6 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.4 |
1,284.8 |
1,230.1 |
|
R3 |
1,266.6 |
1,255.0 |
1,221.9 |
|
R2 |
1,236.8 |
1,236.8 |
1,219.2 |
|
R1 |
1,225.2 |
1,225.2 |
1,216.4 |
1,216.1 |
PP |
1,207.0 |
1,207.0 |
1,207.0 |
1,202.4 |
S1 |
1,195.4 |
1,195.4 |
1,211.0 |
1,186.3 |
S2 |
1,177.2 |
1,177.2 |
1,208.2 |
|
S3 |
1,147.4 |
1,165.6 |
1,205.5 |
|
S4 |
1,117.6 |
1,135.8 |
1,197.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,218.5 |
1,188.7 |
29.8 |
2.5% |
19.2 |
1.6% |
84% |
False |
False |
15,015 |
10 |
1,267.5 |
1,188.7 |
78.8 |
6.5% |
21.9 |
1.8% |
32% |
False |
False |
10,620 |
20 |
1,270.6 |
1,188.7 |
81.9 |
6.7% |
20.1 |
1.7% |
31% |
False |
False |
9,302 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.1% |
20.5 |
1.7% |
42% |
False |
False |
7,171 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.8% |
20.1 |
1.7% |
60% |
False |
False |
5,796 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.5 |
1.5% |
69% |
False |
False |
4,719 |
100 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.2 |
1.5% |
69% |
False |
False |
4,097 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.3% |
18.6 |
1.5% |
74% |
False |
False |
3,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.7 |
2.618 |
1,265.7 |
1.618 |
1,247.3 |
1.000 |
1,235.9 |
0.618 |
1,228.9 |
HIGH |
1,217.5 |
0.618 |
1,210.5 |
0.500 |
1,208.3 |
0.382 |
1,206.1 |
LOW |
1,199.1 |
0.618 |
1,187.7 |
1.000 |
1,180.7 |
1.618 |
1,169.3 |
2.618 |
1,150.9 |
4.250 |
1,120.9 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,211.9 |
1,210.2 |
PP |
1,210.1 |
1,206.6 |
S1 |
1,208.3 |
1,203.1 |
|