Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,178 |
10,332 |
154 |
1.5% |
9,594 |
High |
10,354 |
10,362 |
8 |
0.1% |
10,149 |
Low |
10,151 |
10,248 |
97 |
1.0% |
9,506 |
Close |
10,288 |
10,306 |
18 |
0.2% |
10,132 |
Range |
203 |
114 |
-89 |
-43.8% |
643 |
ATR |
198 |
192 |
-6 |
-3.0% |
0 |
Volume |
103,397 |
132,004 |
28,607 |
27.7% |
620,282 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,647 |
10,591 |
10,369 |
|
R3 |
10,533 |
10,477 |
10,337 |
|
R2 |
10,419 |
10,419 |
10,327 |
|
R1 |
10,363 |
10,363 |
10,317 |
10,334 |
PP |
10,305 |
10,305 |
10,305 |
10,291 |
S1 |
10,249 |
10,249 |
10,296 |
10,220 |
S2 |
10,191 |
10,191 |
10,285 |
|
S3 |
10,077 |
10,135 |
10,275 |
|
S4 |
9,963 |
10,021 |
10,243 |
|
|
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 |
10,362 |
9,951 |
411 |
4.0% |
135 |
1.3% |
86% |
True |
False |
130,333 |
10 |
10,362 |
9,506 |
856 |
8.3% |
189 |
1.8% |
93% |
True |
False |
155,132 |
20 |
10,536 |
9,506 |
1,030 |
10.0% |
179 |
1.7% |
78% |
False |
False |
151,808 |
40 |
10,639 |
9,506 |
1,133 |
11.0% |
212 |
2.1% |
71% |
False |
False |
84,951 |
60 |
11,144 |
9,506 |
1,638 |
15.9% |
218 |
2.1% |
49% |
False |
False |
56,677 |
80 |
11,144 |
9,506 |
1,638 |
15.9% |
184 |
1.8% |
49% |
False |
False |
42,516 |
100 |
11,144 |
9,506 |
1,638 |
15.9% |
151 |
1.5% |
49% |
False |
False |
34,014 |
120 |
11,144 |
9,506 |
1,638 |
15.9% |
132 |
1.3% |
49% |
False |
False |
28,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,847 |
2.618 |
10,661 |
1.618 |
10,547 |
1.000 |
10,476 |
0.618 |
10,433 |
HIGH |
10,362 |
0.618 |
10,319 |
0.500 |
10,305 |
0.382 |
10,292 |
LOW |
10,248 |
0.618 |
10,178 |
1.000 |
10,134 |
1.618 |
10,064 |
2.618 |
9,950 |
4.250 |
9,764 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,306 |
10,277 |
PP |
10,305 |
10,248 |
S1 |
10,305 |
10,220 |
|