Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,072.00 |
1,091.25 |
19.25 |
1.8% |
1,010.25 |
High |
1,091.00 |
1,094.25 |
3.25 |
0.3% |
1,070.50 |
Low |
1,068.75 |
1,079.25 |
10.50 |
1.0% |
998.75 |
Close |
1,085.00 |
1,086.50 |
1.50 |
0.1% |
1,068.00 |
Range |
22.25 |
15.00 |
-7.25 |
-32.6% |
71.75 |
ATR |
22.82 |
22.26 |
-0.56 |
-2.4% |
0.00 |
Volume |
1,249 |
2,375 |
1,126 |
90.2% |
6,919 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,131.75 |
1,124.00 |
1,094.75 |
|
R3 |
1,116.75 |
1,109.00 |
1,090.50 |
|
R2 |
1,101.75 |
1,101.75 |
1,089.25 |
|
R1 |
1,094.00 |
1,094.00 |
1,088.00 |
1,090.50 |
PP |
1,086.75 |
1,086.75 |
1,086.75 |
1,084.75 |
S1 |
1,079.00 |
1,079.00 |
1,085.00 |
1,075.50 |
S2 |
1,071.75 |
1,071.75 |
1,083.75 |
|
S3 |
1,056.75 |
1,064.00 |
1,082.50 |
|
S4 |
1,041.75 |
1,049.00 |
1,078.25 |
|
|
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 |
1,094.25 |
1,049.50 |
44.75 |
4.1% |
15.00 |
1.4% |
83% |
True |
False |
1,690 |
10 |
1,094.25 |
998.75 |
95.50 |
8.8% |
21.75 |
2.0% |
92% |
True |
False |
2,118 |
20 |
1,125.00 |
998.75 |
126.25 |
11.6% |
21.00 |
1.9% |
70% |
False |
False |
1,457 |
40 |
1,138.00 |
998.75 |
139.25 |
12.8% |
24.50 |
2.3% |
63% |
False |
False |
804 |
60 |
1,208.00 |
998.75 |
209.25 |
19.3% |
25.00 |
2.3% |
42% |
False |
False |
580 |
80 |
1,208.00 |
998.75 |
209.25 |
19.3% |
21.25 |
2.0% |
42% |
False |
False |
444 |
100 |
1,208.00 |
998.75 |
209.25 |
19.3% |
18.00 |
1.7% |
42% |
False |
False |
373 |
120 |
1,208.00 |
998.75 |
209.25 |
19.3% |
16.25 |
1.5% |
42% |
False |
False |
312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.00 |
2.618 |
1,133.50 |
1.618 |
1,118.50 |
1.000 |
1,109.25 |
0.618 |
1,103.50 |
HIGH |
1,094.25 |
0.618 |
1,088.50 |
0.500 |
1,086.75 |
0.382 |
1,085.00 |
LOW |
1,079.25 |
0.618 |
1,070.00 |
1.000 |
1,064.25 |
1.618 |
1,055.00 |
2.618 |
1,040.00 |
4.250 |
1,015.50 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,086.75 |
1,083.50 |
PP |
1,086.75 |
1,080.50 |
S1 |
1,086.50 |
1,077.50 |
|