Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,058 |
10,259 |
201 |
2.0% |
10,046 |
High |
10,314 |
10,393 |
79 |
0.8% |
10,393 |
Low |
10,035 |
10,235 |
200 |
2.0% |
9,946 |
Close |
10,267 |
10,386 |
119 |
1.2% |
10,386 |
Range |
279 |
158 |
-121 |
-43.4% |
447 |
ATR |
204 |
201 |
-3 |
-1.6% |
0 |
Volume |
171,959 |
154,260 |
-17,699 |
-10.3% |
784,491 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,812 |
10,757 |
10,473 |
|
R3 |
10,654 |
10,599 |
10,430 |
|
R2 |
10,496 |
10,496 |
10,415 |
|
R1 |
10,441 |
10,441 |
10,401 |
10,469 |
PP |
10,338 |
10,338 |
10,338 |
10,352 |
S1 |
10,283 |
10,283 |
10,372 |
10,311 |
S2 |
10,180 |
10,180 |
10,357 |
|
S3 |
10,022 |
10,125 |
10,343 |
|
S4 |
9,864 |
9,967 |
10,299 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,583 |
11,431 |
10,632 |
|
R3 |
11,136 |
10,984 |
10,509 |
|
R2 |
10,689 |
10,689 |
10,468 |
|
R1 |
10,537 |
10,537 |
10,427 |
10,613 |
PP |
10,242 |
10,242 |
10,242 |
10,280 |
S1 |
10,090 |
10,090 |
10,345 |
10,166 |
S2 |
9,795 |
9,795 |
10,304 |
|
S3 |
9,348 |
9,643 |
10,263 |
|
S4 |
8,901 |
9,196 |
10,140 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,393 |
9,946 |
447 |
4.3% |
202 |
1.9% |
98% |
True |
False |
156,898 |
10 |
10,393 |
9,946 |
447 |
4.3% |
192 |
1.8% |
98% |
True |
False |
142,643 |
20 |
10,393 |
9,506 |
887 |
8.5% |
199 |
1.9% |
99% |
True |
False |
153,981 |
40 |
10,536 |
9,506 |
1,030 |
9.9% |
204 |
2.0% |
85% |
False |
False |
111,970 |
60 |
11,096 |
9,506 |
1,590 |
15.3% |
229 |
2.2% |
55% |
False |
False |
74,718 |
80 |
11,144 |
9,506 |
1,638 |
15.8% |
196 |
1.9% |
54% |
False |
False |
56,052 |
100 |
11,144 |
9,506 |
1,638 |
15.8% |
165 |
1.6% |
54% |
False |
False |
44,844 |
120 |
11,144 |
9,506 |
1,638 |
15.8% |
142 |
1.4% |
54% |
False |
False |
37,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,065 |
2.618 |
10,807 |
1.618 |
10,649 |
1.000 |
10,551 |
0.618 |
10,491 |
HIGH |
10,393 |
0.618 |
10,333 |
0.500 |
10,314 |
0.382 |
10,295 |
LOW |
10,235 |
0.618 |
10,137 |
1.000 |
10,077 |
1.618 |
9,979 |
2.618 |
9,821 |
4.250 |
9,564 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,362 |
10,325 |
PP |
10,338 |
10,264 |
S1 |
10,314 |
10,203 |
|