Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,090 |
10,117 |
27 |
0.3% |
9,594 |
High |
10,149 |
10,186 |
37 |
0.4% |
10,149 |
Low |
10,051 |
10,077 |
26 |
0.3% |
9,506 |
Close |
10,132 |
10,181 |
49 |
0.5% |
10,132 |
Range |
98 |
109 |
11 |
11.2% |
643 |
ATR |
205 |
198 |
-7 |
-3.3% |
0 |
Volume |
143,415 |
108,015 |
-35,400 |
-24.7% |
620,282 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,475 |
10,437 |
10,241 |
|
R3 |
10,366 |
10,328 |
10,211 |
|
R2 |
10,257 |
10,257 |
10,201 |
|
R1 |
10,219 |
10,219 |
10,191 |
10,238 |
PP |
10,148 |
10,148 |
10,148 |
10,158 |
S1 |
10,110 |
10,110 |
10,171 |
10,129 |
S2 |
10,039 |
10,039 |
10,161 |
|
S3 |
9,930 |
10,001 |
10,151 |
|
S4 |
9,821 |
9,892 |
10,121 |
|
|
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 |
10,186 |
9,506 |
680 |
6.7% |
204 |
2.0% |
99% |
True |
False |
145,659 |
10 |
10,186 |
9,506 |
680 |
6.7% |
204 |
2.0% |
99% |
True |
False |
159,083 |
20 |
10,536 |
9,506 |
1,030 |
10.1% |
182 |
1.8% |
66% |
False |
False |
153,233 |
40 |
10,735 |
9,506 |
1,229 |
12.1% |
216 |
2.1% |
55% |
False |
False |
79,071 |
60 |
11,144 |
9,506 |
1,638 |
16.1% |
217 |
2.1% |
41% |
False |
False |
52,755 |
80 |
11,144 |
9,506 |
1,638 |
16.1% |
182 |
1.8% |
41% |
False |
False |
39,574 |
100 |
11,144 |
9,506 |
1,638 |
16.1% |
148 |
1.5% |
41% |
False |
False |
31,660 |
120 |
11,144 |
9,506 |
1,638 |
16.1% |
130 |
1.3% |
41% |
False |
False |
26,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,649 |
2.618 |
10,471 |
1.618 |
10,362 |
1.000 |
10,295 |
0.618 |
10,253 |
HIGH |
10,186 |
0.618 |
10,144 |
0.500 |
10,132 |
0.382 |
10,119 |
LOW |
10,077 |
0.618 |
10,010 |
1.000 |
9,968 |
1.618 |
9,901 |
2.618 |
9,792 |
4.250 |
9,614 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,165 |
10,144 |
PP |
10,148 |
10,106 |
S1 |
10,132 |
10,069 |
|