Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,117 |
10,178 |
61 |
0.6% |
9,594 |
High |
10,186 |
10,354 |
168 |
1.6% |
10,149 |
Low |
10,077 |
10,151 |
74 |
0.7% |
9,506 |
Close |
10,181 |
10,288 |
107 |
1.1% |
10,132 |
Range |
109 |
203 |
94 |
86.2% |
643 |
ATR |
198 |
198 |
0 |
0.2% |
0 |
Volume |
108,015 |
103,397 |
-4,618 |
-4.3% |
620,282 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,873 |
10,784 |
10,400 |
|
R3 |
10,670 |
10,581 |
10,344 |
|
R2 |
10,467 |
10,467 |
10,325 |
|
R1 |
10,378 |
10,378 |
10,307 |
10,423 |
PP |
10,264 |
10,264 |
10,264 |
10,287 |
S1 |
10,175 |
10,175 |
10,270 |
10,220 |
S2 |
10,061 |
10,061 |
10,251 |
|
S3 |
9,858 |
9,972 |
10,232 |
|
S4 |
9,655 |
9,769 |
10,176 |
|
|
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 |
10,354 |
9,613 |
741 |
7.2% |
186 |
1.8% |
91% |
True |
False |
135,755 |
10 |
10,354 |
9,506 |
848 |
8.2% |
215 |
2.1% |
92% |
True |
False |
153,735 |
20 |
10,536 |
9,506 |
1,030 |
10.0% |
185 |
1.8% |
76% |
False |
False |
152,044 |
40 |
10,639 |
9,506 |
1,133 |
11.0% |
215 |
2.1% |
69% |
False |
False |
81,654 |
60 |
11,144 |
9,506 |
1,638 |
15.9% |
218 |
2.1% |
48% |
False |
False |
54,478 |
80 |
11,144 |
9,506 |
1,638 |
15.9% |
184 |
1.8% |
48% |
False |
False |
40,866 |
100 |
11,144 |
9,506 |
1,638 |
15.9% |
150 |
1.5% |
48% |
False |
False |
32,694 |
120 |
11,144 |
9,506 |
1,638 |
15.9% |
131 |
1.3% |
48% |
False |
False |
27,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,217 |
2.618 |
10,886 |
1.618 |
10,683 |
1.000 |
10,557 |
0.618 |
10,480 |
HIGH |
10,354 |
0.618 |
10,277 |
0.500 |
10,253 |
0.382 |
10,229 |
LOW |
10,151 |
0.618 |
10,026 |
1.000 |
9,948 |
1.618 |
9,823 |
2.618 |
9,620 |
4.250 |
9,288 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,276 |
10,260 |
PP |
10,264 |
10,231 |
S1 |
10,253 |
10,203 |
|