Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,367.10 |
10,356.20 |
-10.90 |
-0.1% |
10,199.24 |
High |
10,379.74 |
10,356.20 |
-23.54 |
-0.2% |
10,407.82 |
Low |
10,240.48 |
10,079.58 |
-160.90 |
-1.6% |
10,079.58 |
Close |
10,359.31 |
10,097.90 |
-261.41 |
-2.5% |
10,097.90 |
Range |
139.26 |
276.62 |
137.36 |
98.6% |
328.24 |
ATR |
165.37 |
173.54 |
8.17 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,007.75 |
10,829.45 |
10,250.04 |
|
R3 |
10,731.13 |
10,552.83 |
10,173.97 |
|
R2 |
10,454.51 |
10,454.51 |
10,148.61 |
|
R1 |
10,276.21 |
10,276.21 |
10,123.26 |
10,227.05 |
PP |
10,177.89 |
10,177.89 |
10,177.89 |
10,153.32 |
S1 |
9,999.59 |
9,999.59 |
10,072.54 |
9,950.43 |
S2 |
9,901.27 |
9,901.27 |
10,047.19 |
|
S3 |
9,624.65 |
9,722.97 |
10,021.83 |
|
S4 |
9,348.03 |
9,446.35 |
9,945.76 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,179.82 |
10,967.10 |
10,278.43 |
|
R3 |
10,851.58 |
10,638.86 |
10,188.17 |
|
R2 |
10,523.34 |
10,523.34 |
10,158.08 |
|
R1 |
10,310.62 |
10,310.62 |
10,127.99 |
10,252.86 |
PP |
10,195.10 |
10,195.10 |
10,195.10 |
10,166.22 |
S1 |
9,982.38 |
9,982.38 |
10,067.81 |
9,924.62 |
S2 |
9,866.86 |
9,866.86 |
10,037.72 |
|
S3 |
9,538.62 |
9,654.14 |
10,007.63 |
|
S4 |
9,210.38 |
9,325.90 |
9,917.37 |
|
|
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 |
10,079.58 |
328.24 |
3.3% |
155.41 |
1.5% |
6% |
False |
True |
|
10 |
10,407.82 |
9,614.32 |
793.50 |
7.9% |
162.66 |
1.6% |
61% |
False |
False |
|
20 |
10,594.16 |
9,614.32 |
979.84 |
9.7% |
163.96 |
1.6% |
49% |
False |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.7% |
188.46 |
1.9% |
49% |
False |
False |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
16.3% |
205.67 |
2.0% |
29% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.3% |
176.10 |
1.7% |
29% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.3% |
158.83 |
1.6% |
29% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.3% |
157.04 |
1.6% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,531.84 |
2.618 |
11,080.39 |
1.618 |
10,803.77 |
1.000 |
10,632.82 |
0.618 |
10,527.15 |
HIGH |
10,356.20 |
0.618 |
10,250.53 |
0.500 |
10,217.89 |
0.382 |
10,185.25 |
LOW |
10,079.58 |
0.618 |
9,908.63 |
1.000 |
9,802.96 |
1.618 |
9,632.01 |
2.618 |
9,355.39 |
4.250 |
8,903.95 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,217.89 |
10,239.84 |
PP |
10,177.89 |
10,192.53 |
S1 |
10,137.90 |
10,145.21 |
|