Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,062.25 |
1,066.50 |
4.25 |
0.4% |
1,010.25 |
High |
1,070.50 |
1,072.50 |
2.00 |
0.2% |
1,070.50 |
Low |
1,059.00 |
1,061.00 |
2.00 |
0.2% |
998.75 |
Close |
1,068.00 |
1,072.00 |
4.00 |
0.4% |
1,068.00 |
Range |
11.50 |
11.50 |
0.00 |
0.0% |
71.75 |
ATR |
23.74 |
22.86 |
-0.87 |
-3.7% |
0.00 |
Volume |
1,305 |
1,193 |
-112 |
-8.6% |
6,919 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.00 |
1,099.00 |
1,078.25 |
|
R3 |
1,091.50 |
1,087.50 |
1,075.25 |
|
R2 |
1,080.00 |
1,080.00 |
1,074.00 |
|
R1 |
1,076.00 |
1,076.00 |
1,073.00 |
1,078.00 |
PP |
1,068.50 |
1,068.50 |
1,068.50 |
1,069.50 |
S1 |
1,064.50 |
1,064.50 |
1,071.00 |
1,066.50 |
S2 |
1,057.00 |
1,057.00 |
1,070.00 |
|
S3 |
1,045.50 |
1,053.00 |
1,068.75 |
|
S4 |
1,034.00 |
1,041.50 |
1,065.75 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.00 |
1,236.25 |
1,107.50 |
|
R3 |
1,189.25 |
1,164.50 |
1,087.75 |
|
R2 |
1,117.50 |
1,117.50 |
1,081.25 |
|
R1 |
1,092.75 |
1,092.75 |
1,074.50 |
1,105.00 |
PP |
1,045.75 |
1,045.75 |
1,045.75 |
1,052.00 |
S1 |
1,021.00 |
1,021.00 |
1,061.50 |
1,033.50 |
S2 |
974.00 |
974.00 |
1,054.75 |
|
S3 |
902.25 |
949.25 |
1,048.25 |
|
S4 |
830.50 |
877.50 |
1,028.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,072.50 |
998.75 |
73.75 |
6.9% |
23.00 |
2.2% |
99% |
True |
False |
1,622 |
10 |
1,075.00 |
998.75 |
76.25 |
7.1% |
23.75 |
2.2% |
96% |
False |
False |
1,970 |
20 |
1,125.00 |
998.75 |
126.25 |
11.8% |
21.25 |
2.0% |
58% |
False |
False |
1,346 |
40 |
1,149.75 |
998.75 |
151.00 |
14.1% |
25.25 |
2.4% |
49% |
False |
False |
715 |
60 |
1,208.00 |
998.75 |
209.25 |
19.5% |
25.00 |
2.3% |
35% |
False |
False |
527 |
80 |
1,208.00 |
998.75 |
209.25 |
19.5% |
21.00 |
2.0% |
35% |
False |
False |
399 |
100 |
1,208.00 |
998.75 |
209.25 |
19.5% |
17.75 |
1.7% |
35% |
False |
False |
337 |
120 |
1,208.00 |
998.75 |
209.25 |
19.5% |
16.50 |
1.5% |
35% |
False |
False |
282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,121.50 |
2.618 |
1,102.50 |
1.618 |
1,091.00 |
1.000 |
1,084.00 |
0.618 |
1,079.50 |
HIGH |
1,072.50 |
0.618 |
1,068.00 |
0.500 |
1,066.75 |
0.382 |
1,065.50 |
LOW |
1,061.00 |
0.618 |
1,054.00 |
1.000 |
1,049.50 |
1.618 |
1,042.50 |
2.618 |
1,031.00 |
4.250 |
1,012.00 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,070.25 |
1,068.25 |
PP |
1,068.50 |
1,064.75 |
S1 |
1,066.75 |
1,061.00 |
|