Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,260 |
9,245 |
-15 |
-0.2% |
9,600 |
High |
9,320 |
9,425 |
105 |
1.1% |
9,830 |
Low |
9,200 |
9,180 |
-20 |
-0.2% |
9,205 |
Close |
9,290 |
9,400 |
110 |
1.2% |
9,265 |
Range |
120 |
245 |
125 |
104.2% |
625 |
ATR |
222 |
224 |
2 |
0.7% |
0 |
Volume |
14,100 |
7,556 |
-6,544 |
-46.4% |
41,424 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,070 |
9,980 |
9,535 |
|
R3 |
9,825 |
9,735 |
9,468 |
|
R2 |
9,580 |
9,580 |
9,445 |
|
R1 |
9,490 |
9,490 |
9,423 |
9,535 |
PP |
9,335 |
9,335 |
9,335 |
9,358 |
S1 |
9,245 |
9,245 |
9,378 |
9,290 |
S2 |
9,090 |
9,090 |
9,355 |
|
S3 |
8,845 |
9,000 |
9,333 |
|
S4 |
8,600 |
8,755 |
9,265 |
|
|
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 |
9,180 |
650 |
6.9% |
253 |
2.7% |
34% |
False |
True |
9,979 |
10 |
9,830 |
9,180 |
650 |
6.9% |
213 |
2.3% |
34% |
False |
True |
9,534 |
20 |
10,225 |
9,050 |
1,175 |
12.5% |
238 |
2.5% |
30% |
False |
False |
10,299 |
40 |
10,305 |
9,050 |
1,255 |
13.4% |
215 |
2.3% |
28% |
False |
False |
7,613 |
60 |
11,200 |
9,050 |
2,150 |
22.9% |
156 |
1.7% |
16% |
False |
False |
5,076 |
80 |
11,465 |
9,050 |
2,415 |
25.7% |
118 |
1.3% |
14% |
False |
False |
3,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,466 |
2.618 |
10,067 |
1.618 |
9,822 |
1.000 |
9,670 |
0.618 |
9,577 |
HIGH |
9,425 |
0.618 |
9,332 |
0.500 |
9,303 |
0.382 |
9,274 |
LOW |
9,180 |
0.618 |
9,029 |
1.000 |
8,935 |
1.618 |
8,784 |
2.618 |
8,539 |
4.250 |
8,139 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,368 |
9,443 |
PP |
9,335 |
9,428 |
S1 |
9,303 |
9,414 |
|