Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,790 |
9,705 |
-85 |
-0.9% |
9,600 |
High |
9,790 |
9,705 |
-85 |
-0.9% |
9,830 |
Low |
9,545 |
9,205 |
-340 |
-3.6% |
9,205 |
Close |
9,645 |
9,265 |
-380 |
-3.9% |
9,265 |
Range |
245 |
500 |
255 |
104.1% |
625 |
ATR |
209 |
230 |
21 |
9.9% |
0 |
Volume |
7,607 |
10,817 |
3,210 |
42.2% |
41,424 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,892 |
10,578 |
9,540 |
|
R3 |
10,392 |
10,078 |
9,403 |
|
R2 |
9,892 |
9,892 |
9,357 |
|
R1 |
9,578 |
9,578 |
9,311 |
9,485 |
PP |
9,392 |
9,392 |
9,392 |
9,345 |
S1 |
9,078 |
9,078 |
9,219 |
8,985 |
S2 |
8,892 |
8,892 |
9,173 |
|
S3 |
8,392 |
8,578 |
9,128 |
|
S4 |
7,892 |
8,078 |
8,990 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,308 |
10,912 |
9,609 |
|
R3 |
10,683 |
10,287 |
9,437 |
|
R2 |
10,058 |
10,058 |
9,380 |
|
R1 |
9,662 |
9,662 |
9,322 |
9,548 |
PP |
9,433 |
9,433 |
9,433 |
9,376 |
S1 |
9,037 |
9,037 |
9,208 |
8,923 |
S2 |
8,808 |
8,808 |
9,151 |
|
S3 |
8,183 |
8,412 |
9,093 |
|
S4 |
7,558 |
7,787 |
8,921 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,830 |
9,205 |
625 |
6.7% |
234 |
2.5% |
10% |
False |
True |
8,284 |
10 |
9,830 |
9,100 |
730 |
7.9% |
239 |
2.6% |
23% |
False |
False |
9,838 |
20 |
10,305 |
9,050 |
1,255 |
13.5% |
231 |
2.5% |
17% |
False |
False |
10,057 |
40 |
10,305 |
9,050 |
1,255 |
13.5% |
206 |
2.2% |
17% |
False |
False |
7,072 |
60 |
11,200 |
9,050 |
2,150 |
23.2% |
150 |
1.6% |
10% |
False |
False |
4,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,830 |
2.618 |
11,014 |
1.618 |
10,514 |
1.000 |
10,205 |
0.618 |
10,014 |
HIGH |
9,705 |
0.618 |
9,514 |
0.500 |
9,455 |
0.382 |
9,396 |
LOW |
9,205 |
0.618 |
8,896 |
1.000 |
8,705 |
1.618 |
8,396 |
2.618 |
7,896 |
4.250 |
7,080 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,455 |
9,518 |
PP |
9,392 |
9,433 |
S1 |
9,328 |
9,349 |
|