Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,303 |
10,295 |
-8 |
-0.1% |
10,117 |
High |
10,367 |
10,321 |
-46 |
-0.4% |
10,367 |
Low |
10,183 |
10,026 |
-157 |
-1.5% |
10,026 |
Close |
10,292 |
10,059 |
-233 |
-2.3% |
10,059 |
Range |
184 |
295 |
111 |
60.3% |
341 |
ATR |
192 |
199 |
7 |
3.8% |
0 |
Volume |
133,968 |
164,561 |
30,593 |
22.8% |
641,945 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,020 |
10,835 |
10,221 |
|
R3 |
10,725 |
10,540 |
10,140 |
|
R2 |
10,430 |
10,430 |
10,113 |
|
R1 |
10,245 |
10,245 |
10,086 |
10,190 |
PP |
10,135 |
10,135 |
10,135 |
10,108 |
S1 |
9,950 |
9,950 |
10,032 |
9,895 |
S2 |
9,840 |
9,840 |
10,005 |
|
S3 |
9,545 |
9,655 |
9,978 |
|
S4 |
9,250 |
9,360 |
9,897 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,174 |
10,957 |
10,247 |
|
R3 |
10,833 |
10,616 |
10,153 |
|
R2 |
10,492 |
10,492 |
10,122 |
|
R1 |
10,275 |
10,275 |
10,090 |
10,213 |
PP |
10,151 |
10,151 |
10,151 |
10,120 |
S1 |
9,934 |
9,934 |
10,028 |
9,872 |
S2 |
9,810 |
9,810 |
9,997 |
|
S3 |
9,469 |
9,593 |
9,965 |
|
S4 |
9,128 |
9,252 |
9,872 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,367 |
10,026 |
341 |
3.4% |
181 |
1.8% |
10% |
False |
True |
128,389 |
10 |
10,367 |
9,506 |
861 |
8.6% |
202 |
2.0% |
64% |
False |
False |
148,235 |
20 |
10,536 |
9,506 |
1,030 |
10.2% |
190 |
1.9% |
54% |
False |
False |
151,722 |
40 |
10,536 |
9,506 |
1,030 |
10.2% |
213 |
2.1% |
54% |
False |
False |
92,407 |
60 |
11,144 |
9,506 |
1,638 |
16.3% |
223 |
2.2% |
34% |
False |
False |
61,649 |
80 |
11,144 |
9,506 |
1,638 |
16.3% |
187 |
1.9% |
34% |
False |
False |
46,247 |
100 |
11,144 |
9,506 |
1,638 |
16.3% |
156 |
1.6% |
34% |
False |
False |
36,999 |
120 |
11,144 |
9,506 |
1,638 |
16.3% |
136 |
1.4% |
34% |
False |
False |
30,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,575 |
2.618 |
11,093 |
1.618 |
10,798 |
1.000 |
10,616 |
0.618 |
10,503 |
HIGH |
10,321 |
0.618 |
10,208 |
0.500 |
10,174 |
0.382 |
10,139 |
LOW |
10,026 |
0.618 |
9,844 |
1.000 |
9,731 |
1.618 |
9,549 |
2.618 |
9,254 |
4.250 |
8,772 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,174 |
10,197 |
PP |
10,135 |
10,151 |
S1 |
10,097 |
10,105 |
|