Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,356.20 |
10,098.12 |
-258.08 |
-2.5% |
10,199.24 |
High |
10,356.20 |
10,187.28 |
-168.92 |
-1.6% |
10,407.82 |
Low |
10,079.58 |
10,073.68 |
-5.90 |
-0.1% |
10,079.58 |
Close |
10,097.90 |
10,154.43 |
56.53 |
0.6% |
10,097.90 |
Range |
276.62 |
113.60 |
-163.02 |
-58.9% |
328.24 |
ATR |
173.54 |
169.26 |
-4.28 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,479.26 |
10,430.45 |
10,216.91 |
|
R3 |
10,365.66 |
10,316.85 |
10,185.67 |
|
R2 |
10,252.06 |
10,252.06 |
10,175.26 |
|
R1 |
10,203.25 |
10,203.25 |
10,164.84 |
10,227.66 |
PP |
10,138.46 |
10,138.46 |
10,138.46 |
10,150.67 |
S1 |
10,089.65 |
10,089.65 |
10,144.02 |
10,114.06 |
S2 |
10,024.86 |
10,024.86 |
10,133.60 |
|
S3 |
9,911.26 |
9,976.05 |
10,123.19 |
|
S4 |
9,797.66 |
9,862.45 |
10,091.95 |
|
|
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 |
10,073.68 |
334.14 |
3.3% |
163.37 |
1.6% |
24% |
False |
True |
|
10 |
10,407.82 |
9,659.01 |
748.81 |
7.4% |
158.36 |
1.6% |
66% |
False |
False |
|
20 |
10,594.16 |
9,614.32 |
979.84 |
9.6% |
166.69 |
1.6% |
55% |
False |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.6% |
181.93 |
1.8% |
55% |
False |
False |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
205.34 |
2.0% |
33% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
176.74 |
1.7% |
33% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
158.87 |
1.6% |
33% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
156.90 |
1.5% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,670.08 |
2.618 |
10,484.68 |
1.618 |
10,371.08 |
1.000 |
10,300.88 |
0.618 |
10,257.48 |
HIGH |
10,187.28 |
0.618 |
10,143.88 |
0.500 |
10,130.48 |
0.382 |
10,117.08 |
LOW |
10,073.68 |
0.618 |
10,003.48 |
1.000 |
9,960.08 |
1.618 |
9,889.88 |
2.618 |
9,776.28 |
4.250 |
9,590.88 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,146.45 |
10,226.71 |
PP |
10,138.46 |
10,202.62 |
S1 |
10,130.48 |
10,178.52 |
|