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 |
10,131 |
10,000 |
-131 |
-1.3% |
10,050 |
High |
10,162 |
10,250 |
88 |
0.9% |
10,299 |
Low |
9,952 |
9,973 |
21 |
0.2% |
9,965 |
Close |
9,995 |
10,203 |
208 |
2.1% |
9,996 |
Range |
210 |
277 |
67 |
31.9% |
334 |
ATR |
178 |
185 |
7 |
4.0% |
0 |
Volume |
67 |
78 |
11 |
16.4% |
263 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,973 |
10,865 |
10,355 |
|
R3 |
10,696 |
10,588 |
10,279 |
|
R2 |
10,419 |
10,419 |
10,254 |
|
R1 |
10,311 |
10,311 |
10,229 |
10,365 |
PP |
10,142 |
10,142 |
10,142 |
10,169 |
S1 |
10,034 |
10,034 |
10,178 |
10,088 |
S2 |
9,865 |
9,865 |
10,152 |
|
S3 |
9,588 |
9,757 |
10,127 |
|
S4 |
9,311 |
9,480 |
10,051 |
|
|
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 |
10,253 |
9,887 |
366 |
3.6% |
224 |
2.2% |
86% |
False |
False |
94 |
10 |
10,299 |
9,887 |
412 |
4.0% |
179 |
1.8% |
77% |
False |
False |
69 |
20 |
10,299 |
9,452 |
847 |
8.3% |
195 |
1.9% |
89% |
False |
False |
84 |
40 |
10,466 |
9,452 |
1,014 |
9.9% |
136 |
1.3% |
74% |
False |
False |
48 |
60 |
11,033 |
9,452 |
1,581 |
15.5% |
126 |
1.2% |
48% |
False |
False |
33 |
80 |
11,033 |
9,452 |
1,581 |
15.5% |
104 |
1.0% |
48% |
False |
False |
25 |
100 |
11,033 |
9,452 |
1,581 |
15.5% |
84 |
0.8% |
48% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,427 |
2.618 |
10,975 |
1.618 |
10,698 |
1.000 |
10,527 |
0.618 |
10,421 |
HIGH |
10,250 |
0.618 |
10,144 |
0.500 |
10,112 |
0.382 |
10,079 |
LOW |
9,973 |
0.618 |
9,802 |
1.000 |
9,696 |
1.618 |
9,525 |
2.618 |
9,248 |
4.250 |
8,796 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,173 |
10,158 |
PP |
10,142 |
10,113 |
S1 |
10,112 |
10,069 |
|