Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,046 |
10,053 |
7 |
0.1% |
10,117 |
High |
10,134 |
10,186 |
52 |
0.5% |
10,367 |
Low |
10,019 |
9,946 |
-73 |
-0.7% |
10,026 |
Close |
10,060 |
10,178 |
118 |
1.2% |
10,059 |
Range |
115 |
240 |
125 |
108.7% |
341 |
ATR |
193 |
196 |
3 |
1.7% |
0 |
Volume |
168,022 |
129,193 |
-38,829 |
-23.1% |
641,945 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,823 |
10,741 |
10,310 |
|
R3 |
10,583 |
10,501 |
10,244 |
|
R2 |
10,343 |
10,343 |
10,222 |
|
R1 |
10,261 |
10,261 |
10,200 |
10,302 |
PP |
10,103 |
10,103 |
10,103 |
10,124 |
S1 |
10,021 |
10,021 |
10,156 |
10,062 |
S2 |
9,863 |
9,863 |
10,134 |
|
S3 |
9,623 |
9,781 |
10,112 |
|
S4 |
9,383 |
9,541 |
10,046 |
|
|
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 |
9,946 |
421 |
4.1% |
190 |
1.9% |
55% |
False |
True |
145,549 |
10 |
10,367 |
9,613 |
754 |
7.4% |
188 |
1.8% |
75% |
False |
False |
140,652 |
20 |
10,449 |
9,506 |
943 |
9.3% |
194 |
1.9% |
71% |
False |
False |
152,418 |
40 |
10,536 |
9,506 |
1,030 |
10.1% |
204 |
2.0% |
65% |
False |
False |
99,823 |
60 |
11,144 |
9,506 |
1,638 |
16.1% |
225 |
2.2% |
41% |
False |
False |
66,601 |
80 |
11,144 |
9,506 |
1,638 |
16.1% |
190 |
1.9% |
41% |
False |
False |
49,962 |
100 |
11,144 |
9,506 |
1,638 |
16.1% |
158 |
1.6% |
41% |
False |
False |
39,971 |
120 |
11,144 |
9,506 |
1,638 |
16.1% |
138 |
1.4% |
41% |
False |
False |
33,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,206 |
2.618 |
10,814 |
1.618 |
10,574 |
1.000 |
10,426 |
0.618 |
10,334 |
HIGH |
10,186 |
0.618 |
10,094 |
0.500 |
10,066 |
0.382 |
10,038 |
LOW |
9,946 |
0.618 |
9,798 |
1.000 |
9,706 |
1.618 |
9,558 |
2.618 |
9,318 |
4.250 |
8,926 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,141 |
10,163 |
PP |
10,103 |
10,148 |
S1 |
10,066 |
10,134 |
|