Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,705 |
9,260 |
-445 |
-4.6% |
9,600 |
High |
9,705 |
9,320 |
-385 |
-4.0% |
9,830 |
Low |
9,205 |
9,200 |
-5 |
-0.1% |
9,205 |
Close |
9,265 |
9,290 |
25 |
0.3% |
9,265 |
Range |
500 |
120 |
-380 |
-76.0% |
625 |
ATR |
230 |
222 |
-8 |
-3.4% |
0 |
Volume |
10,817 |
14,100 |
3,283 |
30.4% |
41,424 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,630 |
9,580 |
9,356 |
|
R3 |
9,510 |
9,460 |
9,323 |
|
R2 |
9,390 |
9,390 |
9,312 |
|
R1 |
9,340 |
9,340 |
9,301 |
9,365 |
PP |
9,270 |
9,270 |
9,270 |
9,283 |
S1 |
9,220 |
9,220 |
9,279 |
9,245 |
S2 |
9,150 |
9,150 |
9,268 |
|
S3 |
9,030 |
9,100 |
9,257 |
|
S4 |
8,910 |
8,980 |
9,224 |
|
|
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 |
9,200 |
630 |
6.8% |
236 |
2.5% |
14% |
False |
True |
9,783 |
10 |
9,830 |
9,100 |
730 |
7.9% |
232 |
2.5% |
26% |
False |
False |
9,600 |
20 |
10,305 |
9,050 |
1,255 |
13.5% |
233 |
2.5% |
19% |
False |
False |
10,258 |
40 |
10,305 |
9,050 |
1,255 |
13.5% |
209 |
2.2% |
19% |
False |
False |
7,424 |
60 |
11,200 |
9,050 |
2,150 |
23.1% |
152 |
1.6% |
11% |
False |
False |
4,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,830 |
2.618 |
9,634 |
1.618 |
9,514 |
1.000 |
9,440 |
0.618 |
9,394 |
HIGH |
9,320 |
0.618 |
9,274 |
0.500 |
9,260 |
0.382 |
9,246 |
LOW |
9,200 |
0.618 |
9,126 |
1.000 |
9,080 |
1.618 |
9,006 |
2.618 |
8,886 |
4.250 |
8,690 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,280 |
9,495 |
PP |
9,270 |
9,427 |
S1 |
9,260 |
9,358 |
|