Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,137.93 |
10,199.24 |
61.31 |
0.6% |
9,689.21 |
High |
10,201.77 |
10,220.28 |
18.51 |
0.2% |
10,201.77 |
Low |
10,118.41 |
10,146.49 |
28.08 |
0.3% |
9,659.01 |
Close |
10,198.03 |
10,216.27 |
18.24 |
0.2% |
10,198.03 |
Range |
83.36 |
73.79 |
-9.57 |
-11.5% |
542.76 |
ATR |
178.84 |
171.34 |
-7.50 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,415.72 |
10,389.78 |
10,256.85 |
|
R3 |
10,341.93 |
10,315.99 |
10,236.56 |
|
R2 |
10,268.14 |
10,268.14 |
10,229.80 |
|
R1 |
10,242.20 |
10,242.20 |
10,223.03 |
10,255.17 |
PP |
10,194.35 |
10,194.35 |
10,194.35 |
10,200.83 |
S1 |
10,168.41 |
10,168.41 |
10,209.51 |
10,181.38 |
S2 |
10,120.56 |
10,120.56 |
10,202.74 |
|
S3 |
10,046.77 |
10,094.62 |
10,195.98 |
|
S4 |
9,972.98 |
10,020.83 |
10,175.69 |
|
|
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 |
10,220.28 |
9,659.01 |
561.27 |
5.5% |
153.35 |
1.5% |
99% |
True |
False |
|
10 |
10,220.28 |
9,614.32 |
605.96 |
5.9% |
167.64 |
1.6% |
99% |
True |
False |
|
20 |
10,594.16 |
9,614.32 |
979.84 |
9.6% |
157.64 |
1.5% |
61% |
False |
False |
|
40 |
10,780.75 |
9,614.32 |
1,166.43 |
11.4% |
193.45 |
1.9% |
52% |
False |
False |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
201.35 |
2.0% |
37% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
172.37 |
1.7% |
37% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
155.99 |
1.5% |
37% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
157.51 |
1.5% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,533.89 |
2.618 |
10,413.46 |
1.618 |
10,339.67 |
1.000 |
10,294.07 |
0.618 |
10,265.88 |
HIGH |
10,220.28 |
0.618 |
10,192.09 |
0.500 |
10,183.39 |
0.382 |
10,174.68 |
LOW |
10,146.49 |
0.618 |
10,100.89 |
1.000 |
10,072.70 |
1.618 |
10,027.10 |
2.618 |
9,953.31 |
4.250 |
9,832.88 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,205.31 |
10,184.10 |
PP |
10,194.35 |
10,151.94 |
S1 |
10,183.39 |
10,119.77 |
|