Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,226.02 |
10,121.81 |
-104.21 |
-1.0% |
10,199.24 |
High |
10,265.54 |
10,363.24 |
97.70 |
1.0% |
10,407.82 |
Low |
10,065.50 |
10,121.81 |
56.31 |
0.6% |
10,079.58 |
Close |
10,120.53 |
10,322.30 |
201.77 |
2.0% |
10,097.90 |
Range |
200.04 |
241.43 |
41.39 |
20.7% |
328.24 |
ATR |
175.39 |
180.20 |
4.81 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,993.41 |
10,899.28 |
10,455.09 |
|
R3 |
10,751.98 |
10,657.85 |
10,388.69 |
|
R2 |
10,510.55 |
10,510.55 |
10,366.56 |
|
R1 |
10,416.42 |
10,416.42 |
10,344.43 |
10,463.49 |
PP |
10,269.12 |
10,269.12 |
10,269.12 |
10,292.65 |
S1 |
10,174.99 |
10,174.99 |
10,300.17 |
10,222.06 |
S2 |
10,027.69 |
10,027.69 |
10,278.04 |
|
S3 |
9,786.26 |
9,933.56 |
10,255.91 |
|
S4 |
9,544.83 |
9,692.13 |
10,189.51 |
|
|
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 |
10,363.24 |
10,007.76 |
355.48 |
3.4% |
212.07 |
2.1% |
88% |
True |
False |
|
10 |
10,407.82 |
10,007.76 |
400.06 |
3.9% |
164.41 |
1.6% |
79% |
False |
False |
|
20 |
10,407.82 |
9,614.32 |
793.50 |
7.7% |
172.72 |
1.7% |
89% |
False |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.5% |
180.92 |
1.8% |
72% |
False |
False |
|
60 |
11,197.93 |
9,614.32 |
1,583.61 |
15.3% |
209.57 |
2.0% |
45% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
181.59 |
1.8% |
43% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
162.07 |
1.6% |
43% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
157.91 |
1.5% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,389.32 |
2.618 |
10,995.30 |
1.618 |
10,753.87 |
1.000 |
10,604.67 |
0.618 |
10,512.44 |
HIGH |
10,363.24 |
0.618 |
10,271.01 |
0.500 |
10,242.53 |
0.382 |
10,214.04 |
LOW |
10,121.81 |
0.618 |
9,972.61 |
1.000 |
9,880.38 |
1.618 |
9,731.18 |
2.618 |
9,489.75 |
4.250 |
9,095.73 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,295.71 |
10,276.70 |
PP |
10,269.12 |
10,231.10 |
S1 |
10,242.53 |
10,185.50 |
|