Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,188.1 |
1,198.8 |
10.7 |
0.9% |
1,195.5 |
High |
1,204.6 |
1,207.5 |
2.9 |
0.2% |
1,207.5 |
Low |
1,184.4 |
1,187.2 |
2.8 |
0.2% |
1,178.8 |
Close |
1,199.3 |
1,191.6 |
-7.7 |
-0.6% |
1,191.6 |
Range |
20.2 |
20.3 |
0.1 |
0.5% |
28.7 |
ATR |
19.5 |
19.5 |
0.1 |
0.3% |
0.0 |
Volume |
49,118 |
44,737 |
-4,381 |
-8.9% |
167,319 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.3 |
1,244.3 |
1,202.8 |
|
R3 |
1,236.0 |
1,224.0 |
1,197.2 |
|
R2 |
1,215.7 |
1,215.7 |
1,195.3 |
|
R1 |
1,203.7 |
1,203.7 |
1,193.5 |
1,199.6 |
PP |
1,195.4 |
1,195.4 |
1,195.4 |
1,193.4 |
S1 |
1,183.4 |
1,183.4 |
1,189.7 |
1,179.3 |
S2 |
1,175.1 |
1,175.1 |
1,187.9 |
|
S3 |
1,154.8 |
1,163.1 |
1,186.0 |
|
S4 |
1,134.5 |
1,142.8 |
1,180.4 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.7 |
1,263.9 |
1,207.4 |
|
R3 |
1,250.0 |
1,235.2 |
1,199.5 |
|
R2 |
1,221.3 |
1,221.3 |
1,196.9 |
|
R1 |
1,206.5 |
1,206.5 |
1,194.2 |
1,199.6 |
PP |
1,192.6 |
1,192.6 |
1,192.6 |
1,189.2 |
S1 |
1,177.8 |
1,177.8 |
1,189.0 |
1,170.9 |
S2 |
1,163.9 |
1,163.9 |
1,186.3 |
|
S3 |
1,135.2 |
1,149.1 |
1,183.7 |
|
S4 |
1,106.5 |
1,120.4 |
1,175.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,207.5 |
1,178.8 |
28.7 |
2.4% |
18.1 |
1.5% |
45% |
True |
False |
33,463 |
10 |
1,222.1 |
1,178.8 |
43.3 |
3.6% |
18.1 |
1.5% |
30% |
False |
False |
25,137 |
20 |
1,267.5 |
1,178.8 |
88.7 |
7.4% |
20.0 |
1.7% |
14% |
False |
False |
17,878 |
40 |
1,270.6 |
1,178.8 |
91.8 |
7.7% |
19.4 |
1.6% |
14% |
False |
False |
12,153 |
60 |
1,270.6 |
1,161.2 |
109.4 |
9.2% |
20.3 |
1.7% |
28% |
False |
False |
9,681 |
80 |
1,270.6 |
1,107.5 |
163.1 |
13.7% |
19.0 |
1.6% |
52% |
False |
False |
7,700 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.2% |
18.1 |
1.5% |
56% |
False |
False |
6,430 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.7% |
18.5 |
1.6% |
64% |
False |
False |
5,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.8 |
2.618 |
1,260.6 |
1.618 |
1,240.3 |
1.000 |
1,227.8 |
0.618 |
1,220.0 |
HIGH |
1,207.5 |
0.618 |
1,199.7 |
0.500 |
1,197.4 |
0.382 |
1,195.0 |
LOW |
1,187.2 |
0.618 |
1,174.7 |
1.000 |
1,166.9 |
1.618 |
1,154.4 |
2.618 |
1,134.1 |
4.250 |
1,100.9 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,197.4 |
1,196.0 |
PP |
1,195.4 |
1,194.5 |
S1 |
1,193.5 |
1,193.1 |
|