Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,053 |
10,176 |
123 |
1.2% |
10,117 |
High |
10,186 |
10,231 |
45 |
0.4% |
10,367 |
Low |
9,946 |
10,013 |
67 |
0.7% |
10,026 |
Close |
10,178 |
10,058 |
-120 |
-1.2% |
10,059 |
Range |
240 |
218 |
-22 |
-9.2% |
341 |
ATR |
196 |
198 |
2 |
0.8% |
0 |
Volume |
129,193 |
161,057 |
31,864 |
24.7% |
641,945 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,755 |
10,624 |
10,178 |
|
R3 |
10,537 |
10,406 |
10,118 |
|
R2 |
10,319 |
10,319 |
10,098 |
|
R1 |
10,188 |
10,188 |
10,078 |
10,145 |
PP |
10,101 |
10,101 |
10,101 |
10,079 |
S1 |
9,970 |
9,970 |
10,038 |
9,927 |
S2 |
9,883 |
9,883 |
10,018 |
|
S3 |
9,665 |
9,752 |
9,998 |
|
S4 |
9,447 |
9,534 |
9,938 |
|
|
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 |
4.2% |
211 |
2.1% |
27% |
False |
False |
151,360 |
10 |
10,367 |
9,946 |
421 |
4.2% |
173 |
1.7% |
27% |
False |
False |
140,846 |
20 |
10,367 |
9,506 |
861 |
8.6% |
194 |
1.9% |
64% |
False |
False |
153,381 |
40 |
10,536 |
9,506 |
1,030 |
10.2% |
206 |
2.0% |
54% |
False |
False |
103,834 |
60 |
11,105 |
9,506 |
1,599 |
15.9% |
228 |
2.3% |
35% |
False |
False |
69,284 |
80 |
11,144 |
9,506 |
1,638 |
16.3% |
192 |
1.9% |
34% |
False |
False |
51,975 |
100 |
11,144 |
9,506 |
1,638 |
16.3% |
161 |
1.6% |
34% |
False |
False |
41,582 |
120 |
11,144 |
9,506 |
1,638 |
16.3% |
139 |
1.4% |
34% |
False |
False |
34,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,158 |
2.618 |
10,802 |
1.618 |
10,584 |
1.000 |
10,449 |
0.618 |
10,366 |
HIGH |
10,231 |
0.618 |
10,148 |
0.500 |
10,122 |
0.382 |
10,096 |
LOW |
10,013 |
0.618 |
9,878 |
1.000 |
9,795 |
1.618 |
9,660 |
2.618 |
9,442 |
4.250 |
9,087 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,122 |
10,089 |
PP |
10,101 |
10,078 |
S1 |
10,079 |
10,068 |
|