Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,201.6 |
1,216.2 |
14.6 |
1.2% |
1,217.0 |
High |
1,217.5 |
1,217.5 |
0.0 |
0.0% |
1,218.5 |
Low |
1,199.1 |
1,200.1 |
1.0 |
0.1% |
1,188.7 |
Close |
1,213.7 |
1,202.6 |
-11.1 |
-0.9% |
1,213.7 |
Range |
18.4 |
17.4 |
-1.0 |
-5.4% |
29.8 |
ATR |
20.9 |
20.7 |
-0.3 |
-1.2% |
0.0 |
Volume |
19,781 |
21,545 |
1,764 |
8.9% |
53,823 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.9 |
1,248.2 |
1,212.2 |
|
R3 |
1,241.5 |
1,230.8 |
1,207.4 |
|
R2 |
1,224.1 |
1,224.1 |
1,205.8 |
|
R1 |
1,213.4 |
1,213.4 |
1,204.2 |
1,210.1 |
PP |
1,206.7 |
1,206.7 |
1,206.7 |
1,205.1 |
S1 |
1,196.0 |
1,196.0 |
1,201.0 |
1,192.7 |
S2 |
1,189.3 |
1,189.3 |
1,199.4 |
|
S3 |
1,171.9 |
1,178.6 |
1,197.8 |
|
S4 |
1,154.5 |
1,161.2 |
1,193.0 |
|
|
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% |
20.1 |
1.7% |
47% |
False |
False |
15,073 |
10 |
1,267.5 |
1,188.7 |
78.8 |
6.6% |
21.9 |
1.8% |
18% |
False |
False |
12,298 |
20 |
1,270.6 |
1,188.7 |
81.9 |
6.8% |
20.3 |
1.7% |
17% |
False |
False |
10,161 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.2% |
20.6 |
1.7% |
31% |
False |
False |
7,519 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.9% |
20.2 |
1.7% |
52% |
False |
False |
6,129 |
80 |
1,270.6 |
1,089.9 |
180.7 |
15.0% |
18.5 |
1.5% |
62% |
False |
False |
4,980 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.0% |
18.2 |
1.5% |
62% |
False |
False |
4,279 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.5% |
18.6 |
1.6% |
69% |
False |
False |
3,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.5 |
2.618 |
1,263.1 |
1.618 |
1,245.7 |
1.000 |
1,234.9 |
0.618 |
1,228.3 |
HIGH |
1,217.5 |
0.618 |
1,210.9 |
0.500 |
1,208.8 |
0.382 |
1,206.7 |
LOW |
1,200.1 |
0.618 |
1,189.3 |
1.000 |
1,182.7 |
1.618 |
1,171.9 |
2.618 |
1,154.5 |
4.250 |
1,126.2 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,208.8 |
1,204.5 |
PP |
1,206.7 |
1,203.8 |
S1 |
1,204.7 |
1,203.2 |
|