Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,057.00 |
1,074.50 |
17.50 |
1.7% |
1,066.50 |
High |
1,076.00 |
1,083.00 |
7.00 |
0.7% |
1,094.25 |
Low |
1,046.50 |
1,056.75 |
10.25 |
1.0% |
1,054.75 |
Close |
1,075.50 |
1,059.25 |
-16.25 |
-1.5% |
1,058.50 |
Range |
29.50 |
26.25 |
-3.25 |
-11.0% |
39.50 |
ATR |
23.03 |
23.26 |
0.23 |
1.0% |
0.00 |
Volume |
7,643 |
5,925 |
-1,718 |
-22.5% |
10,140 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.00 |
1,128.50 |
1,073.75 |
|
R3 |
1,118.75 |
1,102.25 |
1,066.50 |
|
R2 |
1,092.50 |
1,092.50 |
1,064.00 |
|
R1 |
1,076.00 |
1,076.00 |
1,061.75 |
1,071.00 |
PP |
1,066.25 |
1,066.25 |
1,066.25 |
1,064.00 |
S1 |
1,049.75 |
1,049.75 |
1,056.75 |
1,045.00 |
S2 |
1,040.00 |
1,040.00 |
1,054.50 |
|
S3 |
1,013.75 |
1,023.50 |
1,052.00 |
|
S4 |
987.50 |
997.25 |
1,044.75 |
|
|
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 |
1,046.50 |
47.75 |
4.5% |
25.50 |
2.4% |
27% |
False |
False |
4,492 |
10 |
1,094.25 |
1,046.50 |
47.75 |
4.5% |
20.25 |
1.9% |
27% |
False |
False |
3,091 |
20 |
1,094.25 |
998.75 |
95.50 |
9.0% |
23.00 |
2.2% |
63% |
False |
False |
2,493 |
40 |
1,125.00 |
998.75 |
126.25 |
11.9% |
24.00 |
2.3% |
48% |
False |
False |
1,344 |
60 |
1,206.25 |
998.75 |
207.50 |
19.6% |
26.00 |
2.5% |
29% |
False |
False |
938 |
80 |
1,208.00 |
998.75 |
209.25 |
19.8% |
22.25 |
2.1% |
29% |
False |
False |
725 |
100 |
1,208.00 |
998.75 |
209.25 |
19.8% |
19.25 |
1.8% |
29% |
False |
False |
598 |
120 |
1,208.00 |
998.75 |
209.25 |
19.8% |
16.75 |
1.6% |
29% |
False |
False |
499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,194.50 |
2.618 |
1,151.75 |
1.618 |
1,125.50 |
1.000 |
1,109.25 |
0.618 |
1,099.25 |
HIGH |
1,083.00 |
0.618 |
1,073.00 |
0.500 |
1,070.00 |
0.382 |
1,066.75 |
LOW |
1,056.75 |
0.618 |
1,040.50 |
1.000 |
1,030.50 |
1.618 |
1,014.25 |
2.618 |
988.00 |
4.250 |
945.25 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,070.00 |
1,064.75 |
PP |
1,066.25 |
1,063.00 |
S1 |
1,062.75 |
1,061.00 |
|