Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,245 |
9,425 |
180 |
1.9% |
9,600 |
High |
9,425 |
9,450 |
25 |
0.3% |
9,830 |
Low |
9,180 |
9,215 |
35 |
0.4% |
9,205 |
Close |
9,400 |
9,225 |
-175 |
-1.9% |
9,265 |
Range |
245 |
235 |
-10 |
-4.1% |
625 |
ATR |
224 |
225 |
1 |
0.4% |
0 |
Volume |
7,556 |
9,722 |
2,166 |
28.7% |
41,424 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,002 |
9,848 |
9,354 |
|
R3 |
9,767 |
9,613 |
9,290 |
|
R2 |
9,532 |
9,532 |
9,268 |
|
R1 |
9,378 |
9,378 |
9,247 |
9,338 |
PP |
9,297 |
9,297 |
9,297 |
9,276 |
S1 |
9,143 |
9,143 |
9,204 |
9,103 |
S2 |
9,062 |
9,062 |
9,182 |
|
S3 |
8,827 |
8,908 |
9,161 |
|
S4 |
8,592 |
8,673 |
9,096 |
|
|
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 |
9,790 |
9,180 |
610 |
6.6% |
269 |
2.9% |
7% |
False |
False |
9,960 |
10 |
9,830 |
9,180 |
650 |
7.0% |
205 |
2.2% |
7% |
False |
False |
9,206 |
20 |
10,040 |
9,050 |
990 |
10.7% |
236 |
2.6% |
18% |
False |
False |
10,353 |
40 |
10,305 |
9,050 |
1,255 |
13.6% |
221 |
2.4% |
14% |
False |
False |
7,856 |
60 |
11,150 |
9,050 |
2,100 |
22.8% |
160 |
1.7% |
8% |
False |
False |
5,238 |
80 |
11,465 |
9,050 |
2,415 |
26.2% |
121 |
1.3% |
7% |
False |
False |
3,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,449 |
2.618 |
10,065 |
1.618 |
9,830 |
1.000 |
9,685 |
0.618 |
9,595 |
HIGH |
9,450 |
0.618 |
9,360 |
0.500 |
9,333 |
0.382 |
9,305 |
LOW |
9,215 |
0.618 |
9,070 |
1.000 |
8,980 |
1.618 |
8,835 |
2.618 |
8,600 |
4.250 |
8,216 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,333 |
9,315 |
PP |
9,297 |
9,285 |
S1 |
9,261 |
9,255 |
|