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 |
9,605 |
9,600 |
-5 |
-0.1% |
9,100 |
High |
9,665 |
9,650 |
-15 |
-0.2% |
9,665 |
Low |
9,535 |
9,540 |
5 |
0.1% |
9,100 |
Close |
9,640 |
9,600 |
-40 |
-0.4% |
9,640 |
Range |
130 |
110 |
-20 |
-15.4% |
565 |
ATR |
220 |
212 |
-8 |
-3.6% |
0 |
Volume |
8,456 |
6,605 |
-1,851 |
-21.9% |
40,481 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,927 |
9,873 |
9,661 |
|
R3 |
9,817 |
9,763 |
9,630 |
|
R2 |
9,707 |
9,707 |
9,620 |
|
R1 |
9,653 |
9,653 |
9,610 |
9,655 |
PP |
9,597 |
9,597 |
9,597 |
9,598 |
S1 |
9,543 |
9,543 |
9,590 |
9,545 |
S2 |
9,487 |
9,487 |
9,580 |
|
S3 |
9,377 |
9,433 |
9,570 |
|
S4 |
9,267 |
9,323 |
9,540 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,163 |
10,967 |
9,951 |
|
R3 |
10,598 |
10,402 |
9,796 |
|
R2 |
10,033 |
10,033 |
9,744 |
|
R1 |
9,837 |
9,837 |
9,692 |
9,935 |
PP |
9,468 |
9,468 |
9,468 |
9,518 |
S1 |
9,272 |
9,272 |
9,588 |
9,370 |
S2 |
8,903 |
8,903 |
9,537 |
|
S3 |
8,338 |
8,707 |
9,485 |
|
S4 |
7,773 |
8,142 |
9,329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,665 |
9,100 |
565 |
5.9% |
227 |
2.4% |
88% |
False |
False |
9,417 |
10 |
9,815 |
9,050 |
765 |
8.0% |
241 |
2.5% |
72% |
False |
False |
10,838 |
20 |
10,305 |
9,050 |
1,255 |
13.1% |
214 |
2.2% |
44% |
False |
False |
9,966 |
40 |
10,550 |
9,050 |
1,500 |
15.6% |
179 |
1.9% |
37% |
False |
False |
6,202 |
60 |
11,350 |
9,050 |
2,300 |
24.0% |
133 |
1.4% |
24% |
False |
False |
4,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,118 |
2.618 |
9,938 |
1.618 |
9,828 |
1.000 |
9,760 |
0.618 |
9,718 |
HIGH |
9,650 |
0.618 |
9,608 |
0.500 |
9,595 |
0.382 |
9,582 |
LOW |
9,540 |
0.618 |
9,472 |
1.000 |
9,430 |
1.618 |
9,362 |
2.618 |
9,252 |
4.250 |
9,073 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,598 |
9,596 |
PP |
9,597 |
9,592 |
S1 |
9,595 |
9,588 |
|