Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,295 |
10,046 |
-249 |
-2.4% |
10,117 |
High |
10,321 |
10,134 |
-187 |
-1.8% |
10,367 |
Low |
10,026 |
10,019 |
-7 |
-0.1% |
10,026 |
Close |
10,059 |
10,060 |
1 |
0.0% |
10,059 |
Range |
295 |
115 |
-180 |
-61.0% |
341 |
ATR |
199 |
193 |
-6 |
-3.0% |
0 |
Volume |
164,561 |
168,022 |
3,461 |
2.1% |
641,945 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,416 |
10,353 |
10,123 |
|
R3 |
10,301 |
10,238 |
10,092 |
|
R2 |
10,186 |
10,186 |
10,081 |
|
R1 |
10,123 |
10,123 |
10,071 |
10,155 |
PP |
10,071 |
10,071 |
10,071 |
10,087 |
S1 |
10,008 |
10,008 |
10,050 |
10,040 |
S2 |
9,956 |
9,956 |
10,039 |
|
S3 |
9,841 |
9,893 |
10,029 |
|
S4 |
9,726 |
9,778 |
9,997 |
|
|
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 |
10,019 |
348 |
3.5% |
182 |
1.8% |
12% |
False |
True |
140,390 |
10 |
10,367 |
9,506 |
861 |
8.6% |
193 |
1.9% |
64% |
False |
False |
143,024 |
20 |
10,536 |
9,506 |
1,030 |
10.2% |
192 |
1.9% |
54% |
False |
False |
151,719 |
40 |
10,536 |
9,506 |
1,030 |
10.2% |
206 |
2.0% |
54% |
False |
False |
96,603 |
60 |
11,144 |
9,506 |
1,638 |
16.3% |
223 |
2.2% |
34% |
False |
False |
64,448 |
80 |
11,144 |
9,506 |
1,638 |
16.3% |
187 |
1.9% |
34% |
False |
False |
48,347 |
100 |
11,144 |
9,506 |
1,638 |
16.3% |
156 |
1.5% |
34% |
False |
False |
38,680 |
120 |
11,144 |
9,506 |
1,638 |
16.3% |
137 |
1.4% |
34% |
False |
False |
32,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,623 |
2.618 |
10,435 |
1.618 |
10,320 |
1.000 |
10,249 |
0.618 |
10,205 |
HIGH |
10,134 |
0.618 |
10,090 |
0.500 |
10,077 |
0.382 |
10,063 |
LOW |
10,019 |
0.618 |
9,948 |
1.000 |
9,904 |
1.618 |
9,833 |
2.618 |
9,718 |
4.250 |
9,530 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,077 |
10,193 |
PP |
10,071 |
10,149 |
S1 |
10,066 |
10,104 |
|