Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,215.8 |
1,212.1 |
-3.7 |
-0.3% |
1,217.0 |
High |
1,222.1 |
1,221.1 |
-1.0 |
-0.1% |
1,218.5 |
Low |
1,206.5 |
1,208.2 |
1.7 |
0.1% |
1,188.7 |
Close |
1,211.0 |
1,212.3 |
1.3 |
0.1% |
1,213.7 |
Range |
15.6 |
12.9 |
-2.7 |
-17.3% |
29.8 |
ATR |
20.3 |
19.8 |
-0.5 |
-2.6% |
0.0 |
Volume |
17,454 |
9,678 |
-7,776 |
-44.6% |
53,823 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.6 |
1,245.3 |
1,219.4 |
|
R3 |
1,239.7 |
1,232.4 |
1,215.8 |
|
R2 |
1,226.8 |
1,226.8 |
1,214.7 |
|
R1 |
1,219.5 |
1,219.5 |
1,213.5 |
1,223.2 |
PP |
1,213.9 |
1,213.9 |
1,213.9 |
1,215.7 |
S1 |
1,206.6 |
1,206.6 |
1,211.1 |
1,210.3 |
S2 |
1,201.0 |
1,201.0 |
1,209.9 |
|
S3 |
1,188.1 |
1,193.7 |
1,208.8 |
|
S4 |
1,175.2 |
1,180.8 |
1,205.2 |
|
|
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 |
1,199.1 |
23.0 |
1.9% |
16.9 |
1.4% |
57% |
False |
False |
18,518 |
10 |
1,248.2 |
1,188.7 |
59.5 |
4.9% |
21.1 |
1.7% |
40% |
False |
False |
15,223 |
20 |
1,270.6 |
1,188.7 |
81.9 |
6.8% |
20.6 |
1.7% |
29% |
False |
False |
11,634 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.1% |
19.9 |
1.6% |
41% |
False |
False |
8,457 |
60 |
1,270.6 |
1,135.9 |
134.7 |
11.1% |
20.1 |
1.7% |
57% |
False |
False |
6,931 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.5 |
1.5% |
68% |
False |
False |
5,591 |
100 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.0 |
1.5% |
68% |
False |
False |
4,719 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.3% |
18.4 |
1.5% |
74% |
False |
False |
4,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.9 |
2.618 |
1,254.9 |
1.618 |
1,242.0 |
1.000 |
1,234.0 |
0.618 |
1,229.1 |
HIGH |
1,221.1 |
0.618 |
1,216.2 |
0.500 |
1,214.7 |
0.382 |
1,213.1 |
LOW |
1,208.2 |
0.618 |
1,200.2 |
1.000 |
1,195.3 |
1.618 |
1,187.3 |
2.618 |
1,174.4 |
4.250 |
1,153.4 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,214.7 |
1,212.1 |
PP |
1,213.9 |
1,212.0 |
S1 |
1,213.1 |
1,211.8 |
|