Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,087.25 |
1,087.00 |
-0.25 |
0.0% |
1,066.50 |
High |
1,094.25 |
1,090.25 |
-4.00 |
-0.4% |
1,094.25 |
Low |
1,072.00 |
1,054.75 |
-17.25 |
-1.6% |
1,054.75 |
Close |
1,085.75 |
1,058.50 |
-27.25 |
-2.5% |
1,058.50 |
Range |
22.25 |
35.50 |
13.25 |
59.6% |
39.50 |
ATR |
22.26 |
23.21 |
0.95 |
4.2% |
0.00 |
Volume |
2,854 |
2,469 |
-385 |
-13.5% |
10,140 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.25 |
1,152.00 |
1,078.00 |
|
R3 |
1,138.75 |
1,116.50 |
1,068.25 |
|
R2 |
1,103.25 |
1,103.25 |
1,065.00 |
|
R1 |
1,081.00 |
1,081.00 |
1,061.75 |
1,074.50 |
PP |
1,067.75 |
1,067.75 |
1,067.75 |
1,064.50 |
S1 |
1,045.50 |
1,045.50 |
1,055.25 |
1,039.00 |
S2 |
1,032.25 |
1,032.25 |
1,052.00 |
|
S3 |
996.75 |
1,010.00 |
1,048.75 |
|
S4 |
961.25 |
974.50 |
1,039.00 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.75 |
1,162.50 |
1,080.25 |
|
R3 |
1,148.25 |
1,123.00 |
1,069.25 |
|
R2 |
1,108.75 |
1,108.75 |
1,065.75 |
|
R1 |
1,083.50 |
1,083.50 |
1,062.00 |
1,076.50 |
PP |
1,069.25 |
1,069.25 |
1,069.25 |
1,065.50 |
S1 |
1,044.00 |
1,044.00 |
1,055.00 |
1,037.00 |
S2 |
1,029.75 |
1,029.75 |
1,051.25 |
|
S3 |
990.25 |
1,004.50 |
1,047.75 |
|
S4 |
950.75 |
965.00 |
1,036.75 |
|
|
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 |
1,054.75 |
39.50 |
3.7% |
21.25 |
2.0% |
9% |
False |
True |
2,028 |
10 |
1,094.25 |
998.75 |
95.50 |
9.0% |
23.00 |
2.2% |
63% |
False |
False |
1,904 |
20 |
1,125.00 |
998.75 |
126.25 |
11.9% |
22.50 |
2.1% |
47% |
False |
False |
1,708 |
40 |
1,125.00 |
998.75 |
126.25 |
11.9% |
24.75 |
2.3% |
47% |
False |
False |
921 |
60 |
1,208.00 |
998.75 |
209.25 |
19.8% |
25.50 |
2.4% |
29% |
False |
False |
668 |
80 |
1,208.00 |
998.75 |
209.25 |
19.8% |
21.75 |
2.1% |
29% |
False |
False |
511 |
100 |
1,208.00 |
998.75 |
209.25 |
19.8% |
18.50 |
1.7% |
29% |
False |
False |
427 |
120 |
1,208.00 |
998.75 |
209.25 |
19.8% |
16.50 |
1.6% |
29% |
False |
False |
357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.00 |
2.618 |
1,183.25 |
1.618 |
1,147.75 |
1.000 |
1,125.75 |
0.618 |
1,112.25 |
HIGH |
1,090.25 |
0.618 |
1,076.75 |
0.500 |
1,072.50 |
0.382 |
1,068.25 |
LOW |
1,054.75 |
0.618 |
1,032.75 |
1.000 |
1,019.25 |
1.618 |
997.25 |
2.618 |
961.75 |
4.250 |
904.00 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,072.50 |
1,074.50 |
PP |
1,067.75 |
1,069.25 |
S1 |
1,063.25 |
1,063.75 |
|