Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,215 |
9,360 |
145 |
1.6% |
9,260 |
High |
9,445 |
9,565 |
120 |
1.3% |
9,565 |
Low |
9,195 |
9,350 |
155 |
1.7% |
9,180 |
Close |
9,350 |
9,520 |
170 |
1.8% |
9,520 |
Range |
250 |
215 |
-35 |
-14.0% |
385 |
ATR |
226 |
226 |
-1 |
-0.4% |
0 |
Volume |
9,876 |
10,542 |
666 |
6.7% |
51,796 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,123 |
10,037 |
9,638 |
|
R3 |
9,908 |
9,822 |
9,579 |
|
R2 |
9,693 |
9,693 |
9,560 |
|
R1 |
9,607 |
9,607 |
9,540 |
9,650 |
PP |
9,478 |
9,478 |
9,478 |
9,500 |
S1 |
9,392 |
9,392 |
9,500 |
9,435 |
S2 |
9,263 |
9,263 |
9,481 |
|
S3 |
9,048 |
9,177 |
9,461 |
|
S4 |
8,833 |
8,962 |
9,402 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,577 |
10,433 |
9,732 |
|
R3 |
10,192 |
10,048 |
9,626 |
|
R2 |
9,807 |
9,807 |
9,591 |
|
R1 |
9,663 |
9,663 |
9,555 |
9,735 |
PP |
9,422 |
9,422 |
9,422 |
9,458 |
S1 |
9,278 |
9,278 |
9,485 |
9,350 |
S2 |
9,037 |
9,037 |
9,450 |
|
S3 |
8,652 |
8,893 |
9,414 |
|
S4 |
8,267 |
8,508 |
9,308 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,565 |
9,180 |
385 |
4.0% |
213 |
2.2% |
88% |
True |
False |
10,359 |
10 |
9,830 |
9,180 |
650 |
6.8% |
224 |
2.3% |
52% |
False |
False |
9,322 |
20 |
9,835 |
9,050 |
785 |
8.2% |
234 |
2.5% |
60% |
False |
False |
10,310 |
40 |
10,305 |
9,050 |
1,255 |
13.2% |
220 |
2.3% |
37% |
False |
False |
8,366 |
60 |
11,150 |
9,050 |
2,100 |
22.1% |
168 |
1.8% |
22% |
False |
False |
5,578 |
80 |
11,465 |
9,050 |
2,415 |
25.4% |
127 |
1.3% |
19% |
False |
False |
4,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,479 |
2.618 |
10,128 |
1.618 |
9,913 |
1.000 |
9,780 |
0.618 |
9,698 |
HIGH |
9,565 |
0.618 |
9,483 |
0.500 |
9,458 |
0.382 |
9,432 |
LOW |
9,350 |
0.618 |
9,217 |
1.000 |
9,135 |
1.618 |
9,002 |
2.618 |
8,787 |
4.250 |
8,436 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,499 |
9,473 |
PP |
9,478 |
9,427 |
S1 |
9,458 |
9,380 |
|