Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,976 |
10,090 |
114 |
1.1% |
9,594 |
High |
10,101 |
10,149 |
48 |
0.5% |
10,149 |
Low |
9,951 |
10,051 |
100 |
1.0% |
9,506 |
Close |
10,092 |
10,132 |
40 |
0.4% |
10,132 |
Range |
150 |
98 |
-52 |
-34.7% |
643 |
ATR |
213 |
205 |
-8 |
-3.9% |
0 |
Volume |
164,837 |
143,415 |
-21,422 |
-13.0% |
620,282 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,405 |
10,366 |
10,186 |
|
R3 |
10,307 |
10,268 |
10,159 |
|
R2 |
10,209 |
10,209 |
10,150 |
|
R1 |
10,170 |
10,170 |
10,141 |
10,190 |
PP |
10,111 |
10,111 |
10,111 |
10,120 |
S1 |
10,072 |
10,072 |
10,123 |
10,092 |
S2 |
10,013 |
10,013 |
10,114 |
|
S3 |
9,915 |
9,974 |
10,105 |
|
S4 |
9,817 |
9,876 |
10,078 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,858 |
11,638 |
10,486 |
|
R3 |
11,215 |
10,995 |
10,309 |
|
R2 |
10,572 |
10,572 |
10,250 |
|
R1 |
10,352 |
10,352 |
10,191 |
10,462 |
PP |
9,929 |
9,929 |
9,929 |
9,984 |
S1 |
9,709 |
9,709 |
10,073 |
9,819 |
S2 |
9,286 |
9,286 |
10,014 |
|
S3 |
8,643 |
9,066 |
9,955 |
|
S4 |
8,000 |
8,423 |
9,778 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,149 |
9,506 |
643 |
6.3% |
222 |
2.2% |
97% |
True |
False |
168,081 |
10 |
10,149 |
9,506 |
643 |
6.3% |
206 |
2.0% |
97% |
True |
False |
165,319 |
20 |
10,536 |
9,506 |
1,030 |
10.2% |
183 |
1.8% |
61% |
False |
False |
151,414 |
40 |
10,859 |
9,506 |
1,353 |
13.4% |
218 |
2.2% |
46% |
False |
False |
76,378 |
60 |
11,144 |
9,506 |
1,638 |
16.2% |
217 |
2.1% |
38% |
False |
False |
50,956 |
80 |
11,144 |
9,506 |
1,638 |
16.2% |
181 |
1.8% |
38% |
False |
False |
38,224 |
100 |
11,144 |
9,506 |
1,638 |
16.2% |
148 |
1.5% |
38% |
False |
False |
30,580 |
120 |
11,144 |
9,506 |
1,638 |
16.2% |
129 |
1.3% |
38% |
False |
False |
25,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,566 |
2.618 |
10,406 |
1.618 |
10,308 |
1.000 |
10,247 |
0.618 |
10,210 |
HIGH |
10,149 |
0.618 |
10,112 |
0.500 |
10,100 |
0.382 |
10,089 |
LOW |
10,051 |
0.618 |
9,991 |
1.000 |
9,953 |
1.618 |
9,893 |
2.618 |
9,795 |
4.250 |
9,635 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,121 |
10,048 |
PP |
10,111 |
9,965 |
S1 |
10,100 |
9,881 |
|