Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,202.0 |
1,215.8 |
13.8 |
1.1% |
1,217.0 |
High |
1,221.9 |
1,222.1 |
0.2 |
0.0% |
1,218.5 |
Low |
1,201.5 |
1,206.5 |
5.0 |
0.4% |
1,188.7 |
Close |
1,217.4 |
1,211.0 |
-6.4 |
-0.5% |
1,213.7 |
Range |
20.4 |
15.6 |
-4.8 |
-23.5% |
29.8 |
ATR |
20.7 |
20.3 |
-0.4 |
-1.8% |
0.0 |
Volume |
24,136 |
17,454 |
-6,682 |
-27.7% |
53,823 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.0 |
1,251.1 |
1,219.6 |
|
R3 |
1,244.4 |
1,235.5 |
1,215.3 |
|
R2 |
1,228.8 |
1,228.8 |
1,213.9 |
|
R1 |
1,219.9 |
1,219.9 |
1,212.4 |
1,216.6 |
PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,211.5 |
S1 |
1,204.3 |
1,204.3 |
1,209.6 |
1,201.0 |
S2 |
1,197.6 |
1,197.6 |
1,208.1 |
|
S3 |
1,182.0 |
1,188.7 |
1,206.7 |
|
S4 |
1,166.4 |
1,173.1 |
1,202.4 |
|
|
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 |
1,222.1 |
1,191.4 |
30.7 |
2.5% |
18.4 |
1.5% |
64% |
True |
False |
20,490 |
10 |
1,252.0 |
1,188.7 |
63.3 |
5.2% |
21.0 |
1.7% |
35% |
False |
False |
15,886 |
20 |
1,270.6 |
1,188.7 |
81.9 |
6.8% |
20.4 |
1.7% |
27% |
False |
False |
11,745 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.1% |
20.1 |
1.7% |
40% |
False |
False |
8,312 |
60 |
1,270.6 |
1,135.9 |
134.7 |
11.1% |
20.1 |
1.7% |
56% |
False |
False |
6,782 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.6 |
1.5% |
67% |
False |
False |
5,480 |
100 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.0 |
1.5% |
67% |
False |
False |
4,636 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.4% |
18.4 |
1.5% |
73% |
False |
False |
4,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.4 |
2.618 |
1,262.9 |
1.618 |
1,247.3 |
1.000 |
1,237.7 |
0.618 |
1,231.7 |
HIGH |
1,222.1 |
0.618 |
1,216.1 |
0.500 |
1,214.3 |
0.382 |
1,212.5 |
LOW |
1,206.5 |
0.618 |
1,196.9 |
1.000 |
1,190.9 |
1.618 |
1,181.3 |
2.618 |
1,165.7 |
4.250 |
1,140.2 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,214.3 |
1,211.1 |
PP |
1,213.2 |
1,211.1 |
S1 |
1,212.1 |
1,211.0 |
|