| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
10,332 |
10,303 |
-29 |
-0.3% |
9,594 |
| High |
10,362 |
10,367 |
5 |
0.0% |
10,149 |
| Low |
10,248 |
10,183 |
-65 |
-0.6% |
9,506 |
| Close |
10,306 |
10,292 |
-14 |
-0.1% |
10,132 |
| Range |
114 |
184 |
70 |
61.4% |
643 |
| ATR |
192 |
192 |
-1 |
-0.3% |
0 |
| Volume |
132,004 |
133,968 |
1,964 |
1.5% |
620,282 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,833 |
10,746 |
10,393 |
|
| R3 |
10,649 |
10,562 |
10,343 |
|
| R2 |
10,465 |
10,465 |
10,326 |
|
| R1 |
10,378 |
10,378 |
10,309 |
10,330 |
| PP |
10,281 |
10,281 |
10,281 |
10,256 |
| S1 |
10,194 |
10,194 |
10,275 |
10,146 |
| S2 |
10,097 |
10,097 |
10,258 |
|
| S3 |
9,913 |
10,010 |
10,242 |
|
| S4 |
9,729 |
9,826 |
10,191 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,858 |
11,638 |
10,486 |
|
| R3 |
11,215 |
10,995 |
10,309 |
|
| R2 |
10,572 |
10,572 |
10,250 |
|
| R1 |
10,352 |
10,352 |
10,191 |
10,462 |
| PP |
9,929 |
9,929 |
9,929 |
9,984 |
| S1 |
9,709 |
9,709 |
10,073 |
9,819 |
| S2 |
9,286 |
9,286 |
10,014 |
|
| S3 |
8,643 |
9,066 |
9,955 |
|
| S4 |
8,000 |
8,423 |
9,778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,367 |
10,051 |
316 |
3.1% |
142 |
1.4% |
76% |
True |
False |
124,159 |
| 10 |
10,367 |
9,506 |
861 |
8.4% |
190 |
1.8% |
91% |
True |
False |
148,411 |
| 20 |
10,536 |
9,506 |
1,030 |
10.0% |
183 |
1.8% |
76% |
False |
False |
150,887 |
| 40 |
10,536 |
9,506 |
1,030 |
10.0% |
211 |
2.0% |
76% |
False |
False |
88,295 |
| 60 |
11,144 |
9,506 |
1,638 |
15.9% |
220 |
2.1% |
48% |
False |
False |
58,908 |
| 80 |
11,144 |
9,506 |
1,638 |
15.9% |
184 |
1.8% |
48% |
False |
False |
44,190 |
| 100 |
11,144 |
9,506 |
1,638 |
15.9% |
153 |
1.5% |
48% |
False |
False |
35,354 |
| 120 |
11,144 |
9,506 |
1,638 |
15.9% |
134 |
1.3% |
48% |
False |
False |
29,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,149 |
|
2.618 |
10,849 |
|
1.618 |
10,665 |
|
1.000 |
10,551 |
|
0.618 |
10,481 |
|
HIGH |
10,367 |
|
0.618 |
10,297 |
|
0.500 |
10,275 |
|
0.382 |
10,253 |
|
LOW |
10,183 |
|
0.618 |
10,069 |
|
1.000 |
9,999 |
|
1.618 |
9,885 |
|
2.618 |
9,701 |
|
4.250 |
9,401 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,286 |
10,281 |
| PP |
10,281 |
10,270 |
| S1 |
10,275 |
10,259 |
|