Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,425 |
9,215 |
-210 |
-2.2% |
9,600 |
High |
9,450 |
9,445 |
-5 |
-0.1% |
9,830 |
Low |
9,215 |
9,195 |
-20 |
-0.2% |
9,205 |
Close |
9,225 |
9,350 |
125 |
1.4% |
9,265 |
Range |
235 |
250 |
15 |
6.4% |
625 |
ATR |
225 |
226 |
2 |
0.8% |
0 |
Volume |
9,722 |
9,876 |
154 |
1.6% |
41,424 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,080 |
9,965 |
9,488 |
|
R3 |
9,830 |
9,715 |
9,419 |
|
R2 |
9,580 |
9,580 |
9,396 |
|
R1 |
9,465 |
9,465 |
9,373 |
9,523 |
PP |
9,330 |
9,330 |
9,330 |
9,359 |
S1 |
9,215 |
9,215 |
9,327 |
9,273 |
S2 |
9,080 |
9,080 |
9,304 |
|
S3 |
8,830 |
8,965 |
9,281 |
|
S4 |
8,580 |
8,715 |
9,213 |
|
|
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 |
9,705 |
9,180 |
525 |
5.6% |
270 |
2.9% |
32% |
False |
False |
10,414 |
10 |
9,830 |
9,180 |
650 |
7.0% |
215 |
2.3% |
26% |
False |
False |
9,113 |
20 |
10,040 |
9,050 |
990 |
10.6% |
238 |
2.5% |
30% |
False |
False |
10,268 |
40 |
10,305 |
9,050 |
1,255 |
13.4% |
224 |
2.4% |
24% |
False |
False |
8,103 |
60 |
11,150 |
9,050 |
2,100 |
22.5% |
164 |
1.8% |
14% |
False |
False |
5,403 |
80 |
11,465 |
9,050 |
2,415 |
25.8% |
124 |
1.3% |
12% |
False |
False |
4,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,508 |
2.618 |
10,100 |
1.618 |
9,850 |
1.000 |
9,695 |
0.618 |
9,600 |
HIGH |
9,445 |
0.618 |
9,350 |
0.500 |
9,320 |
0.382 |
9,291 |
LOW |
9,195 |
0.618 |
9,041 |
1.000 |
8,945 |
1.618 |
8,791 |
2.618 |
8,541 |
4.250 |
8,133 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,340 |
9,338 |
PP |
9,330 |
9,327 |
S1 |
9,320 |
9,315 |
|