Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,176 |
10,058 |
-118 |
-1.2% |
10,117 |
High |
10,231 |
10,314 |
83 |
0.8% |
10,367 |
Low |
10,013 |
10,035 |
22 |
0.2% |
10,026 |
Close |
10,058 |
10,267 |
209 |
2.1% |
10,059 |
Range |
218 |
279 |
61 |
28.0% |
341 |
ATR |
198 |
204 |
6 |
2.9% |
0 |
Volume |
161,057 |
171,959 |
10,902 |
6.8% |
641,945 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,042 |
10,934 |
10,421 |
|
R3 |
10,763 |
10,655 |
10,344 |
|
R2 |
10,484 |
10,484 |
10,318 |
|
R1 |
10,376 |
10,376 |
10,293 |
10,430 |
PP |
10,205 |
10,205 |
10,205 |
10,233 |
S1 |
10,097 |
10,097 |
10,242 |
10,151 |
S2 |
9,926 |
9,926 |
10,216 |
|
S3 |
9,647 |
9,818 |
10,190 |
|
S4 |
9,368 |
9,539 |
10,114 |
|
|
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 |
10,321 |
9,946 |
375 |
3.7% |
230 |
2.2% |
86% |
False |
False |
158,958 |
10 |
10,367 |
9,946 |
421 |
4.1% |
186 |
1.8% |
76% |
False |
False |
141,559 |
20 |
10,367 |
9,506 |
861 |
8.4% |
201 |
2.0% |
88% |
False |
False |
154,018 |
40 |
10,536 |
9,506 |
1,030 |
10.0% |
206 |
2.0% |
74% |
False |
False |
108,127 |
60 |
11,096 |
9,506 |
1,590 |
15.5% |
228 |
2.2% |
48% |
False |
False |
72,149 |
80 |
11,144 |
9,506 |
1,638 |
16.0% |
195 |
1.9% |
46% |
False |
False |
54,124 |
100 |
11,144 |
9,506 |
1,638 |
16.0% |
163 |
1.6% |
46% |
False |
False |
43,301 |
120 |
11,144 |
9,506 |
1,638 |
16.0% |
141 |
1.4% |
46% |
False |
False |
36,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,500 |
2.618 |
11,045 |
1.618 |
10,766 |
1.000 |
10,593 |
0.618 |
10,487 |
HIGH |
10,314 |
0.618 |
10,208 |
0.500 |
10,175 |
0.382 |
10,142 |
LOW |
10,035 |
0.618 |
9,863 |
1.000 |
9,756 |
1.618 |
9,584 |
2.618 |
9,305 |
4.250 |
8,849 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,236 |
10,221 |
PP |
10,205 |
10,176 |
S1 |
10,175 |
10,130 |
|