Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,188.1 |
1,195.6 |
7.5 |
0.6% |
1,216.2 |
High |
1,197.4 |
1,201.3 |
3.9 |
0.3% |
1,222.1 |
Low |
1,178.8 |
1,186.7 |
7.9 |
0.7% |
1,189.9 |
Close |
1,195.5 |
1,195.5 |
0.0 |
0.0% |
1,192.1 |
Range |
18.6 |
14.6 |
-4.0 |
-21.5% |
32.2 |
ATR |
19.8 |
19.4 |
-0.4 |
-1.9% |
0.0 |
Volume |
15,447 |
36,826 |
21,379 |
138.4% |
84,051 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.3 |
1,231.5 |
1,203.5 |
|
R3 |
1,223.7 |
1,216.9 |
1,199.5 |
|
R2 |
1,209.1 |
1,209.1 |
1,198.2 |
|
R1 |
1,202.3 |
1,202.3 |
1,196.8 |
1,198.4 |
PP |
1,194.5 |
1,194.5 |
1,194.5 |
1,192.6 |
S1 |
1,187.7 |
1,187.7 |
1,194.2 |
1,183.8 |
S2 |
1,179.9 |
1,179.9 |
1,192.8 |
|
S3 |
1,165.3 |
1,173.1 |
1,191.5 |
|
S4 |
1,150.7 |
1,158.5 |
1,187.5 |
|
|
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 |
1,221.1 |
1,178.8 |
42.3 |
3.5% |
17.5 |
1.5% |
39% |
False |
False |
18,876 |
10 |
1,222.1 |
1,178.8 |
43.3 |
3.6% |
18.0 |
1.5% |
39% |
False |
False |
19,683 |
20 |
1,267.5 |
1,178.8 |
88.7 |
7.4% |
20.0 |
1.7% |
19% |
False |
False |
14,173 |
40 |
1,270.6 |
1,178.8 |
91.8 |
7.7% |
19.3 |
1.6% |
18% |
False |
False |
10,132 |
60 |
1,270.6 |
1,150.7 |
119.9 |
10.0% |
20.3 |
1.7% |
37% |
False |
False |
8,204 |
80 |
1,270.6 |
1,106.6 |
164.0 |
13.7% |
18.7 |
1.6% |
54% |
False |
False |
6,570 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.0 |
1.5% |
58% |
False |
False |
5,523 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.6% |
18.5 |
1.5% |
66% |
False |
False |
4,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.4 |
2.618 |
1,239.5 |
1.618 |
1,224.9 |
1.000 |
1,215.9 |
0.618 |
1,210.3 |
HIGH |
1,201.3 |
0.618 |
1,195.7 |
0.500 |
1,194.0 |
0.382 |
1,192.3 |
LOW |
1,186.7 |
0.618 |
1,177.7 |
1.000 |
1,172.1 |
1.618 |
1,163.1 |
2.618 |
1,148.5 |
4.250 |
1,124.7 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,195.0 |
1,193.7 |
PP |
1,194.5 |
1,191.9 |
S1 |
1,194.0 |
1,190.1 |
|