Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,605 |
9,685 |
80 |
0.8% |
9,100 |
High |
9,685 |
9,830 |
145 |
1.5% |
9,665 |
Low |
9,525 |
9,675 |
150 |
1.6% |
9,100 |
Close |
9,650 |
9,790 |
140 |
1.5% |
9,640 |
Range |
160 |
155 |
-5 |
-3.1% |
565 |
ATR |
209 |
207 |
-2 |
-1.0% |
0 |
Volume |
6,580 |
9,815 |
3,235 |
49.2% |
40,481 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,230 |
10,165 |
9,875 |
|
R3 |
10,075 |
10,010 |
9,833 |
|
R2 |
9,920 |
9,920 |
9,819 |
|
R1 |
9,855 |
9,855 |
9,804 |
9,888 |
PP |
9,765 |
9,765 |
9,765 |
9,781 |
S1 |
9,700 |
9,700 |
9,776 |
9,733 |
S2 |
9,610 |
9,610 |
9,762 |
|
S3 |
9,455 |
9,545 |
9,748 |
|
S4 |
9,300 |
9,390 |
9,705 |
|
|
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 |
9,830 |
9,510 |
320 |
3.3% |
140 |
1.4% |
88% |
True |
False |
8,452 |
10 |
9,830 |
9,050 |
780 |
8.0% |
212 |
2.2% |
95% |
True |
False |
10,540 |
20 |
10,305 |
9,050 |
1,255 |
12.8% |
211 |
2.2% |
59% |
False |
False |
9,909 |
40 |
10,350 |
9,050 |
1,300 |
13.3% |
187 |
1.9% |
57% |
False |
False |
6,612 |
60 |
11,200 |
9,050 |
2,150 |
22.0% |
138 |
1.4% |
34% |
False |
False |
4,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,489 |
2.618 |
10,236 |
1.618 |
10,081 |
1.000 |
9,985 |
0.618 |
9,926 |
HIGH |
9,830 |
0.618 |
9,771 |
0.500 |
9,753 |
0.382 |
9,734 |
LOW |
9,675 |
0.618 |
9,579 |
1.000 |
9,520 |
1.618 |
9,424 |
2.618 |
9,269 |
4.250 |
9,016 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,778 |
9,753 |
PP |
9,765 |
9,715 |
S1 |
9,753 |
9,678 |
|