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 |
10,249 |
9,992 |
-257 |
-2.5% |
10,050 |
High |
10,253 |
10,069 |
-184 |
-1.8% |
10,299 |
Low |
9,965 |
9,958 |
-7 |
-0.1% |
9,965 |
Close |
9,996 |
9,997 |
1 |
0.0% |
9,996 |
Range |
288 |
111 |
-177 |
-61.5% |
334 |
ATR |
176 |
172 |
-5 |
-2.6% |
0 |
Volume |
127 |
82 |
-45 |
-35.4% |
263 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,341 |
10,280 |
10,058 |
|
R3 |
10,230 |
10,169 |
10,028 |
|
R2 |
10,119 |
10,119 |
10,017 |
|
R1 |
10,058 |
10,058 |
10,007 |
10,089 |
PP |
10,008 |
10,008 |
10,008 |
10,023 |
S1 |
9,947 |
9,947 |
9,987 |
9,978 |
S2 |
9,897 |
9,897 |
9,977 |
|
S3 |
9,786 |
9,836 |
9,967 |
|
S4 |
9,675 |
9,725 |
9,936 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,089 |
10,876 |
10,180 |
|
R3 |
10,755 |
10,542 |
10,088 |
|
R2 |
10,421 |
10,421 |
10,057 |
|
R1 |
10,208 |
10,208 |
10,027 |
10,148 |
PP |
10,087 |
10,087 |
10,087 |
10,056 |
S1 |
9,874 |
9,874 |
9,966 |
9,814 |
S2 |
9,753 |
9,753 |
9,935 |
|
S3 |
9,419 |
9,540 |
9,904 |
|
S4 |
9,085 |
9,206 |
9,812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,299 |
9,958 |
341 |
3.4% |
176 |
1.8% |
11% |
False |
True |
61 |
10 |
10,299 |
9,452 |
847 |
8.5% |
185 |
1.9% |
64% |
False |
False |
61 |
20 |
10,466 |
9,452 |
1,014 |
10.1% |
186 |
1.9% |
54% |
False |
False |
78 |
40 |
10,466 |
9,452 |
1,014 |
10.1% |
123 |
1.2% |
54% |
False |
False |
41 |
60 |
11,033 |
9,452 |
1,581 |
15.8% |
118 |
1.2% |
34% |
False |
False |
28 |
80 |
11,033 |
9,452 |
1,581 |
15.8% |
95 |
0.9% |
34% |
False |
False |
21 |
100 |
11,033 |
9,452 |
1,581 |
15.8% |
79 |
0.8% |
34% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,541 |
2.618 |
10,360 |
1.618 |
10,249 |
1.000 |
10,180 |
0.618 |
10,138 |
HIGH |
10,069 |
0.618 |
10,027 |
0.500 |
10,014 |
0.382 |
10,001 |
LOW |
9,958 |
0.618 |
9,890 |
1.000 |
9,847 |
1.618 |
9,779 |
2.618 |
9,668 |
4.250 |
9,486 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,014 |
10,129 |
PP |
10,008 |
10,085 |
S1 |
10,003 |
10,041 |
|