Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,098.12 |
10,151.48 |
53.36 |
0.5% |
10,199.24 |
High |
10,187.28 |
10,236.40 |
49.12 |
0.5% |
10,407.82 |
Low |
10,073.68 |
10,007.76 |
-65.92 |
-0.7% |
10,079.58 |
Close |
10,154.43 |
10,229.96 |
75.53 |
0.7% |
10,097.90 |
Range |
113.60 |
228.64 |
115.04 |
101.3% |
328.24 |
ATR |
169.26 |
173.50 |
4.24 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,843.96 |
10,765.60 |
10,355.71 |
|
R3 |
10,615.32 |
10,536.96 |
10,292.84 |
|
R2 |
10,386.68 |
10,386.68 |
10,271.88 |
|
R1 |
10,308.32 |
10,308.32 |
10,250.92 |
10,347.50 |
PP |
10,158.04 |
10,158.04 |
10,158.04 |
10,177.63 |
S1 |
10,079.68 |
10,079.68 |
10,209.00 |
10,118.86 |
S2 |
9,929.40 |
9,929.40 |
10,188.04 |
|
S3 |
9,700.76 |
9,851.04 |
10,167.08 |
|
S4 |
9,472.12 |
9,622.40 |
10,104.21 |
|
|
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 |
10,400.10 |
10,007.76 |
392.34 |
3.8% |
171.04 |
1.7% |
57% |
False |
True |
|
10 |
10,407.82 |
9,736.70 |
671.12 |
6.6% |
161.31 |
1.6% |
73% |
False |
False |
|
20 |
10,493.57 |
9,614.32 |
879.25 |
8.6% |
168.19 |
1.6% |
70% |
False |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.6% |
180.65 |
1.8% |
63% |
False |
False |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
207.48 |
2.0% |
37% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
178.08 |
1.7% |
37% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
159.35 |
1.6% |
37% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
157.55 |
1.5% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,208.12 |
2.618 |
10,834.98 |
1.618 |
10,606.34 |
1.000 |
10,465.04 |
0.618 |
10,377.70 |
HIGH |
10,236.40 |
0.618 |
10,149.06 |
0.500 |
10,122.08 |
0.382 |
10,095.10 |
LOW |
10,007.76 |
0.618 |
9,866.46 |
1.000 |
9,779.12 |
1.618 |
9,637.82 |
2.618 |
9,409.18 |
4.250 |
9,036.04 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,194.00 |
10,213.97 |
PP |
10,158.04 |
10,197.97 |
S1 |
10,122.08 |
10,181.98 |
|