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 |
10,000 |
10,217 |
217 |
2.2% |
9,992 |
High |
10,250 |
10,329 |
79 |
0.8% |
10,329 |
Low |
9,973 |
10,174 |
201 |
2.0% |
9,887 |
Close |
10,203 |
10,323 |
120 |
1.2% |
10,323 |
Range |
277 |
155 |
-122 |
-44.0% |
442 |
ATR |
185 |
183 |
-2 |
-1.2% |
0 |
Volume |
78 |
99 |
21 |
26.9% |
446 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,740 |
10,687 |
10,408 |
|
R3 |
10,585 |
10,532 |
10,366 |
|
R2 |
10,430 |
10,430 |
10,352 |
|
R1 |
10,377 |
10,377 |
10,337 |
10,404 |
PP |
10,275 |
10,275 |
10,275 |
10,289 |
S1 |
10,222 |
10,222 |
10,309 |
10,249 |
S2 |
10,120 |
10,120 |
10,295 |
|
S3 |
9,965 |
10,067 |
10,281 |
|
S4 |
9,810 |
9,912 |
10,238 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,506 |
11,356 |
10,566 |
|
R3 |
11,064 |
10,914 |
10,445 |
|
R2 |
10,622 |
10,622 |
10,404 |
|
R1 |
10,472 |
10,472 |
10,364 |
10,547 |
PP |
10,180 |
10,180 |
10,180 |
10,217 |
S1 |
10,030 |
10,030 |
10,283 |
10,105 |
S2 |
9,738 |
9,738 |
10,242 |
|
S3 |
9,296 |
9,588 |
10,202 |
|
S4 |
8,854 |
9,146 |
10,080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,329 |
9,887 |
442 |
4.3% |
197 |
1.9% |
99% |
True |
False |
89 |
10 |
10,329 |
9,887 |
442 |
4.3% |
186 |
1.8% |
99% |
True |
False |
70 |
20 |
10,329 |
9,452 |
877 |
8.5% |
193 |
1.9% |
99% |
True |
False |
86 |
40 |
10,466 |
9,452 |
1,014 |
9.8% |
135 |
1.3% |
86% |
False |
False |
50 |
60 |
11,033 |
9,452 |
1,581 |
15.3% |
129 |
1.2% |
55% |
False |
False |
34 |
80 |
11,033 |
9,452 |
1,581 |
15.3% |
106 |
1.0% |
55% |
False |
False |
26 |
100 |
11,033 |
9,452 |
1,581 |
15.3% |
86 |
0.8% |
55% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,988 |
2.618 |
10,735 |
1.618 |
10,580 |
1.000 |
10,484 |
0.618 |
10,425 |
HIGH |
10,329 |
0.618 |
10,270 |
0.500 |
10,252 |
0.382 |
10,233 |
LOW |
10,174 |
0.618 |
10,078 |
1.000 |
10,019 |
1.618 |
9,923 |
2.618 |
9,768 |
4.250 |
9,515 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,299 |
10,262 |
PP |
10,275 |
10,201 |
S1 |
10,252 |
10,141 |
|