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 |
9,990 |
10,131 |
141 |
1.4% |
10,050 |
High |
10,119 |
10,162 |
43 |
0.4% |
10,299 |
Low |
9,887 |
9,952 |
65 |
0.7% |
9,965 |
Close |
10,115 |
9,995 |
-120 |
-1.2% |
9,996 |
Range |
232 |
210 |
-22 |
-9.5% |
334 |
ATR |
176 |
178 |
2 |
1.4% |
0 |
Volume |
120 |
67 |
-53 |
-44.2% |
263 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,666 |
10,541 |
10,111 |
|
R3 |
10,456 |
10,331 |
10,053 |
|
R2 |
10,246 |
10,246 |
10,034 |
|
R1 |
10,121 |
10,121 |
10,014 |
10,079 |
PP |
10,036 |
10,036 |
10,036 |
10,015 |
S1 |
9,911 |
9,911 |
9,976 |
9,869 |
S2 |
9,826 |
9,826 |
9,957 |
|
S3 |
9,616 |
9,701 |
9,937 |
|
S4 |
9,406 |
9,491 |
9,880 |
|
|
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% |
204 |
2.0% |
26% |
False |
False |
86 |
10 |
10,299 |
9,887 |
412 |
4.1% |
165 |
1.7% |
26% |
False |
False |
69 |
20 |
10,299 |
9,452 |
847 |
8.5% |
188 |
1.9% |
64% |
False |
False |
85 |
40 |
10,466 |
9,452 |
1,014 |
10.1% |
129 |
1.3% |
54% |
False |
False |
46 |
60 |
11,033 |
9,452 |
1,581 |
15.8% |
125 |
1.3% |
34% |
False |
False |
31 |
80 |
11,033 |
9,452 |
1,581 |
15.8% |
100 |
1.0% |
34% |
False |
False |
24 |
100 |
11,033 |
9,452 |
1,581 |
15.8% |
82 |
0.8% |
34% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,055 |
2.618 |
10,712 |
1.618 |
10,502 |
1.000 |
10,372 |
0.618 |
10,292 |
HIGH |
10,162 |
0.618 |
10,082 |
0.500 |
10,057 |
0.382 |
10,032 |
LOW |
9,952 |
0.618 |
9,822 |
1.000 |
9,742 |
1.618 |
9,612 |
2.618 |
9,402 |
4.250 |
9,060 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,057 |
10,025 |
PP |
10,036 |
10,015 |
S1 |
10,016 |
10,005 |
|