Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,685 |
9,790 |
105 |
1.1% |
9,100 |
High |
9,830 |
9,790 |
-40 |
-0.4% |
9,665 |
Low |
9,675 |
9,545 |
-130 |
-1.3% |
9,100 |
Close |
9,790 |
9,645 |
-145 |
-1.5% |
9,640 |
Range |
155 |
245 |
90 |
58.1% |
565 |
ATR |
207 |
209 |
3 |
1.3% |
0 |
Volume |
9,815 |
7,607 |
-2,208 |
-22.5% |
40,481 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,395 |
10,265 |
9,780 |
|
R3 |
10,150 |
10,020 |
9,713 |
|
R2 |
9,905 |
9,905 |
9,690 |
|
R1 |
9,775 |
9,775 |
9,668 |
9,718 |
PP |
9,660 |
9,660 |
9,660 |
9,631 |
S1 |
9,530 |
9,530 |
9,623 |
9,473 |
S2 |
9,415 |
9,415 |
9,600 |
|
S3 |
9,170 |
9,285 |
9,578 |
|
S4 |
8,925 |
9,040 |
9,510 |
|
|
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 |
9,525 |
305 |
3.2% |
160 |
1.7% |
39% |
False |
False |
7,812 |
10 |
9,830 |
9,050 |
780 |
8.1% |
216 |
2.2% |
76% |
False |
False |
9,834 |
20 |
10,305 |
9,050 |
1,255 |
13.0% |
214 |
2.2% |
47% |
False |
False |
9,876 |
40 |
10,305 |
9,050 |
1,255 |
13.0% |
193 |
2.0% |
47% |
False |
False |
6,802 |
60 |
11,200 |
9,050 |
2,150 |
22.3% |
142 |
1.5% |
28% |
False |
False |
4,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,831 |
2.618 |
10,432 |
1.618 |
10,187 |
1.000 |
10,035 |
0.618 |
9,942 |
HIGH |
9,790 |
0.618 |
9,697 |
0.500 |
9,668 |
0.382 |
9,639 |
LOW |
9,545 |
0.618 |
9,394 |
1.000 |
9,300 |
1.618 |
9,149 |
2.618 |
8,904 |
4.250 |
8,504 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,668 |
9,678 |
PP |
9,660 |
9,667 |
S1 |
9,653 |
9,656 |
|