Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,091.25 |
1,087.25 |
-4.00 |
-0.4% |
1,010.25 |
High |
1,094.25 |
1,094.25 |
0.00 |
0.0% |
1,070.50 |
Low |
1,079.25 |
1,072.00 |
-7.25 |
-0.7% |
998.75 |
Close |
1,086.50 |
1,085.75 |
-0.75 |
-0.1% |
1,068.00 |
Range |
15.00 |
22.25 |
7.25 |
48.3% |
71.75 |
ATR |
22.26 |
22.26 |
0.00 |
0.0% |
0.00 |
Volume |
2,375 |
2,854 |
479 |
20.2% |
6,919 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.75 |
1,140.50 |
1,098.00 |
|
R3 |
1,128.50 |
1,118.25 |
1,091.75 |
|
R2 |
1,106.25 |
1,106.25 |
1,089.75 |
|
R1 |
1,096.00 |
1,096.00 |
1,087.75 |
1,090.00 |
PP |
1,084.00 |
1,084.00 |
1,084.00 |
1,081.00 |
S1 |
1,073.75 |
1,073.75 |
1,083.75 |
1,067.75 |
S2 |
1,061.75 |
1,061.75 |
1,081.75 |
|
S3 |
1,039.50 |
1,051.50 |
1,079.75 |
|
S4 |
1,017.25 |
1,029.25 |
1,073.50 |
|
|
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 |
1,059.00 |
35.25 |
3.2% |
16.50 |
1.5% |
76% |
True |
False |
1,795 |
10 |
1,094.25 |
998.75 |
95.50 |
8.8% |
22.00 |
2.0% |
91% |
True |
False |
1,876 |
20 |
1,125.00 |
998.75 |
126.25 |
11.6% |
21.25 |
2.0% |
69% |
False |
False |
1,592 |
40 |
1,125.00 |
998.75 |
126.25 |
11.6% |
24.25 |
2.2% |
69% |
False |
False |
874 |
60 |
1,208.00 |
998.75 |
209.25 |
19.3% |
25.25 |
2.3% |
42% |
False |
False |
627 |
80 |
1,208.00 |
998.75 |
209.25 |
19.3% |
21.50 |
2.0% |
42% |
False |
False |
480 |
100 |
1,208.00 |
998.75 |
209.25 |
19.3% |
18.25 |
1.7% |
42% |
False |
False |
402 |
120 |
1,208.00 |
998.75 |
209.25 |
19.3% |
16.50 |
1.5% |
42% |
False |
False |
336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,188.75 |
2.618 |
1,152.50 |
1.618 |
1,130.25 |
1.000 |
1,116.50 |
0.618 |
1,108.00 |
HIGH |
1,094.25 |
0.618 |
1,085.75 |
0.500 |
1,083.00 |
0.382 |
1,080.50 |
LOW |
1,072.00 |
0.618 |
1,058.25 |
1.000 |
1,049.75 |
1.618 |
1,036.00 |
2.618 |
1,013.75 |
4.250 |
977.50 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,085.00 |
1,084.25 |
PP |
1,084.00 |
1,083.00 |
S1 |
1,083.00 |
1,081.50 |
|