Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,600 |
9,605 |
5 |
0.1% |
9,100 |
High |
9,650 |
9,685 |
35 |
0.4% |
9,665 |
Low |
9,540 |
9,525 |
-15 |
-0.2% |
9,100 |
Close |
9,600 |
9,650 |
50 |
0.5% |
9,640 |
Range |
110 |
160 |
50 |
45.5% |
565 |
ATR |
212 |
209 |
-4 |
-1.8% |
0 |
Volume |
6,605 |
6,580 |
-25 |
-0.4% |
40,481 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,100 |
10,035 |
9,738 |
|
R3 |
9,940 |
9,875 |
9,694 |
|
R2 |
9,780 |
9,780 |
9,679 |
|
R1 |
9,715 |
9,715 |
9,665 |
9,748 |
PP |
9,620 |
9,620 |
9,620 |
9,636 |
S1 |
9,555 |
9,555 |
9,635 |
9,588 |
S2 |
9,460 |
9,460 |
9,621 |
|
S3 |
9,300 |
9,395 |
9,606 |
|
S4 |
9,140 |
9,235 |
9,562 |
|
|
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 |
9,685 |
9,245 |
440 |
4.6% |
172 |
1.8% |
92% |
True |
False |
9,090 |
10 |
9,785 |
9,050 |
735 |
7.6% |
243 |
2.5% |
82% |
False |
False |
10,540 |
20 |
10,305 |
9,050 |
1,255 |
13.0% |
215 |
2.2% |
48% |
False |
False |
9,808 |
40 |
10,375 |
9,050 |
1,325 |
13.7% |
183 |
1.9% |
45% |
False |
False |
6,366 |
60 |
11,200 |
9,050 |
2,150 |
22.3% |
135 |
1.4% |
28% |
False |
False |
4,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,365 |
2.618 |
10,104 |
1.618 |
9,944 |
1.000 |
9,845 |
0.618 |
9,784 |
HIGH |
9,685 |
0.618 |
9,624 |
0.500 |
9,605 |
0.382 |
9,586 |
LOW |
9,525 |
0.618 |
9,426 |
1.000 |
9,365 |
1.618 |
9,266 |
2.618 |
9,106 |
4.250 |
8,845 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,635 |
9,635 |
PP |
9,620 |
9,620 |
S1 |
9,605 |
9,605 |
|