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 |
9,992 |
9,990 |
-2 |
0.0% |
10,050 |
High |
10,069 |
10,119 |
50 |
0.5% |
10,299 |
Low |
9,958 |
9,887 |
-71 |
-0.7% |
9,965 |
Close |
9,997 |
10,115 |
118 |
1.2% |
9,996 |
Range |
111 |
232 |
121 |
109.0% |
334 |
ATR |
172 |
176 |
4 |
2.5% |
0 |
Volume |
82 |
120 |
38 |
46.3% |
263 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,736 |
10,658 |
10,243 |
|
R3 |
10,504 |
10,426 |
10,179 |
|
R2 |
10,272 |
10,272 |
10,158 |
|
R1 |
10,194 |
10,194 |
10,136 |
10,233 |
PP |
10,040 |
10,040 |
10,040 |
10,060 |
S1 |
9,962 |
9,962 |
10,094 |
10,001 |
S2 |
9,808 |
9,808 |
10,073 |
|
S3 |
9,576 |
9,730 |
10,051 |
|
S4 |
9,344 |
9,498 |
9,988 |
|
|
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 |
9,887 |
412 |
4.1% |
183 |
1.8% |
55% |
False |
True |
77 |
10 |
10,299 |
9,557 |
742 |
7.3% |
180 |
1.8% |
75% |
False |
False |
65 |
20 |
10,392 |
9,452 |
940 |
9.3% |
188 |
1.9% |
71% |
False |
False |
84 |
40 |
10,466 |
9,452 |
1,014 |
10.0% |
124 |
1.2% |
65% |
False |
False |
44 |
60 |
11,033 |
9,452 |
1,581 |
15.6% |
122 |
1.2% |
42% |
False |
False |
30 |
80 |
11,033 |
9,452 |
1,581 |
15.6% |
98 |
1.0% |
42% |
False |
False |
23 |
100 |
11,033 |
9,452 |
1,581 |
15.6% |
80 |
0.8% |
42% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,105 |
2.618 |
10,727 |
1.618 |
10,495 |
1.000 |
10,351 |
0.618 |
10,263 |
HIGH |
10,119 |
0.618 |
10,031 |
0.500 |
10,003 |
0.382 |
9,976 |
LOW |
9,887 |
0.618 |
9,744 |
1.000 |
9,655 |
1.618 |
9,512 |
2.618 |
9,280 |
4.250 |
8,901 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,078 |
10,100 |
PP |
10,040 |
10,085 |
S1 |
10,003 |
10,070 |
|