Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,213.4 |
1,195.5 |
-17.9 |
-1.5% |
1,216.2 |
High |
1,214.5 |
1,197.8 |
-16.7 |
-1.4% |
1,222.1 |
Low |
1,189.9 |
1,181.0 |
-8.9 |
-0.7% |
1,189.9 |
Close |
1,192.1 |
1,185.8 |
-6.3 |
-0.5% |
1,192.1 |
Range |
24.6 |
16.8 |
-7.8 |
-31.7% |
32.2 |
ATR |
20.1 |
19.9 |
-0.2 |
-1.2% |
0.0 |
Volume |
11,238 |
21,191 |
9,953 |
88.6% |
84,051 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.6 |
1,229.0 |
1,195.0 |
|
R3 |
1,221.8 |
1,212.2 |
1,190.4 |
|
R2 |
1,205.0 |
1,205.0 |
1,188.9 |
|
R1 |
1,195.4 |
1,195.4 |
1,187.3 |
1,191.8 |
PP |
1,188.2 |
1,188.2 |
1,188.2 |
1,186.4 |
S1 |
1,178.6 |
1,178.6 |
1,184.3 |
1,175.0 |
S2 |
1,171.4 |
1,171.4 |
1,182.7 |
|
S3 |
1,154.6 |
1,161.8 |
1,181.2 |
|
S4 |
1,137.8 |
1,145.0 |
1,176.6 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.0 |
1,277.2 |
1,209.8 |
|
R3 |
1,265.8 |
1,245.0 |
1,201.0 |
|
R2 |
1,233.6 |
1,233.6 |
1,198.0 |
|
R1 |
1,212.8 |
1,212.8 |
1,195.1 |
1,207.1 |
PP |
1,201.4 |
1,201.4 |
1,201.4 |
1,198.5 |
S1 |
1,180.6 |
1,180.6 |
1,189.1 |
1,174.9 |
S2 |
1,169.2 |
1,169.2 |
1,186.2 |
|
S3 |
1,137.0 |
1,148.4 |
1,183.2 |
|
S4 |
1,104.8 |
1,116.2 |
1,174.4 |
|
|
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 |
1,181.0 |
41.1 |
3.5% |
18.1 |
1.5% |
12% |
False |
True |
16,739 |
10 |
1,222.1 |
1,181.0 |
41.1 |
3.5% |
19.1 |
1.6% |
12% |
False |
True |
15,906 |
20 |
1,270.6 |
1,181.0 |
89.6 |
7.6% |
20.6 |
1.7% |
5% |
False |
True |
12,297 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.3% |
19.4 |
1.6% |
14% |
False |
False |
9,067 |
60 |
1,270.6 |
1,139.0 |
131.6 |
11.1% |
20.3 |
1.7% |
36% |
False |
False |
7,404 |
80 |
1,270.6 |
1,091.9 |
178.7 |
15.1% |
18.7 |
1.6% |
53% |
False |
False |
5,952 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.2% |
18.0 |
1.5% |
53% |
False |
False |
5,024 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.8% |
18.6 |
1.6% |
62% |
False |
False |
4,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.2 |
2.618 |
1,241.8 |
1.618 |
1,225.0 |
1.000 |
1,214.6 |
0.618 |
1,208.2 |
HIGH |
1,197.8 |
0.618 |
1,191.4 |
0.500 |
1,189.4 |
0.382 |
1,187.4 |
LOW |
1,181.0 |
0.618 |
1,170.6 |
1.000 |
1,164.2 |
1.618 |
1,153.8 |
2.618 |
1,137.0 |
4.250 |
1,109.6 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,189.4 |
1,201.1 |
PP |
1,188.2 |
1,196.0 |
S1 |
1,187.0 |
1,190.9 |
|