Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,195.5 |
1,188.1 |
-7.4 |
-0.6% |
1,216.2 |
High |
1,197.8 |
1,197.4 |
-0.4 |
0.0% |
1,222.1 |
Low |
1,181.0 |
1,178.8 |
-2.2 |
-0.2% |
1,189.9 |
Close |
1,185.8 |
1,195.5 |
9.7 |
0.8% |
1,192.1 |
Range |
16.8 |
18.6 |
1.8 |
10.7% |
32.2 |
ATR |
19.9 |
19.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
21,191 |
15,447 |
-5,744 |
-27.1% |
84,051 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.4 |
1,239.5 |
1,205.7 |
|
R3 |
1,227.8 |
1,220.9 |
1,200.6 |
|
R2 |
1,209.2 |
1,209.2 |
1,198.9 |
|
R1 |
1,202.3 |
1,202.3 |
1,197.2 |
1,205.8 |
PP |
1,190.6 |
1,190.6 |
1,190.6 |
1,192.3 |
S1 |
1,183.7 |
1,183.7 |
1,193.8 |
1,187.2 |
S2 |
1,172.0 |
1,172.0 |
1,192.1 |
|
S3 |
1,153.4 |
1,165.1 |
1,190.4 |
|
S4 |
1,134.8 |
1,146.5 |
1,185.3 |
|
|
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 |
1,178.8 |
43.3 |
3.6% |
17.7 |
1.5% |
39% |
False |
True |
15,001 |
10 |
1,222.1 |
1,178.8 |
43.3 |
3.6% |
18.4 |
1.5% |
39% |
False |
True |
16,945 |
20 |
1,267.5 |
1,178.8 |
88.7 |
7.4% |
19.8 |
1.7% |
19% |
False |
True |
12,870 |
40 |
1,270.6 |
1,178.8 |
91.8 |
7.7% |
19.3 |
1.6% |
18% |
False |
True |
9,310 |
60 |
1,270.6 |
1,150.7 |
119.9 |
10.0% |
20.2 |
1.7% |
37% |
False |
False |
7,617 |
80 |
1,270.6 |
1,094.0 |
176.6 |
14.8% |
18.8 |
1.6% |
57% |
False |
False |
6,131 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.0 |
1.5% |
58% |
False |
False |
5,163 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.6% |
18.6 |
1.6% |
66% |
False |
False |
4,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.5 |
2.618 |
1,246.1 |
1.618 |
1,227.5 |
1.000 |
1,216.0 |
0.618 |
1,208.9 |
HIGH |
1,197.4 |
0.618 |
1,190.3 |
0.500 |
1,188.1 |
0.382 |
1,185.9 |
LOW |
1,178.8 |
0.618 |
1,167.3 |
1.000 |
1,160.2 |
1.618 |
1,148.7 |
2.618 |
1,130.1 |
4.250 |
1,099.8 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,193.0 |
1,196.7 |
PP |
1,190.6 |
1,196.3 |
S1 |
1,188.1 |
1,195.9 |
|