Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,370.96 |
10,367.10 |
-3.86 |
0.0% |
9,689.21 |
High |
10,400.10 |
10,379.74 |
-20.36 |
-0.2% |
10,201.77 |
Low |
10,303.00 |
10,240.48 |
-62.52 |
-0.6% |
9,659.01 |
Close |
10,366.72 |
10,359.31 |
-7.41 |
-0.1% |
10,198.03 |
Range |
97.10 |
139.26 |
42.16 |
43.4% |
542.76 |
ATR |
167.38 |
165.37 |
-2.01 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,744.29 |
10,691.06 |
10,435.90 |
|
R3 |
10,605.03 |
10,551.80 |
10,397.61 |
|
R2 |
10,465.77 |
10,465.77 |
10,384.84 |
|
R1 |
10,412.54 |
10,412.54 |
10,372.08 |
10,369.53 |
PP |
10,326.51 |
10,326.51 |
10,326.51 |
10,305.00 |
S1 |
10,273.28 |
10,273.28 |
10,346.54 |
10,230.27 |
S2 |
10,187.25 |
10,187.25 |
10,333.78 |
|
S3 |
10,047.99 |
10,134.02 |
10,321.01 |
|
S4 |
9,908.73 |
9,994.76 |
10,282.72 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,647.88 |
11,465.72 |
10,496.55 |
|
R3 |
11,105.12 |
10,922.96 |
10,347.29 |
|
R2 |
10,562.36 |
10,562.36 |
10,297.54 |
|
R1 |
10,380.20 |
10,380.20 |
10,247.78 |
10,471.28 |
PP |
10,019.60 |
10,019.60 |
10,019.60 |
10,065.15 |
S1 |
9,837.44 |
9,837.44 |
10,148.28 |
9,928.52 |
S2 |
9,476.84 |
9,476.84 |
10,098.52 |
|
S3 |
8,934.08 |
9,294.68 |
10,048.77 |
|
S4 |
8,391.32 |
8,751.92 |
9,899.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,407.82 |
10,118.41 |
289.41 |
2.8% |
116.76 |
1.1% |
83% |
False |
False |
|
10 |
10,407.82 |
9,614.32 |
793.50 |
7.7% |
152.35 |
1.5% |
94% |
False |
False |
|
20 |
10,594.16 |
9,614.32 |
979.84 |
9.5% |
156.23 |
1.5% |
76% |
False |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.5% |
186.49 |
1.8% |
76% |
False |
False |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
202.43 |
2.0% |
45% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
174.00 |
1.7% |
45% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
157.49 |
1.5% |
45% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
155.44 |
1.5% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,971.60 |
2.618 |
10,744.32 |
1.618 |
10,605.06 |
1.000 |
10,519.00 |
0.618 |
10,465.80 |
HIGH |
10,379.74 |
0.618 |
10,326.54 |
0.500 |
10,310.11 |
0.382 |
10,293.68 |
LOW |
10,240.48 |
0.618 |
10,154.42 |
1.000 |
10,101.22 |
1.618 |
10,015.16 |
2.618 |
9,875.90 |
4.250 |
9,648.63 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,342.91 |
10,343.77 |
PP |
10,326.51 |
10,328.23 |
S1 |
10,310.11 |
10,312.69 |
|