| 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 |
10,012 |
10,050 |
38 |
0.4% |
9,522 |
| High |
10,083 |
10,119 |
36 |
0.4% |
10,083 |
| Low |
9,992 |
10,017 |
25 |
0.3% |
9,452 |
| Close |
10,071 |
10,119 |
48 |
0.5% |
10,071 |
| Range |
91 |
102 |
11 |
12.1% |
631 |
| ATR |
175 |
170 |
-5 |
-3.0% |
0 |
| Volume |
81 |
37 |
-44 |
-54.3% |
265 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,391 |
10,357 |
10,175 |
|
| R3 |
10,289 |
10,255 |
10,147 |
|
| R2 |
10,187 |
10,187 |
10,138 |
|
| R1 |
10,153 |
10,153 |
10,128 |
10,170 |
| PP |
10,085 |
10,085 |
10,085 |
10,094 |
| S1 |
10,051 |
10,051 |
10,110 |
10,068 |
| S2 |
9,983 |
9,983 |
10,100 |
|
| S3 |
9,881 |
9,949 |
10,091 |
|
| S4 |
9,779 |
9,847 |
10,063 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,762 |
11,547 |
10,418 |
|
| R3 |
11,131 |
10,916 |
10,245 |
|
| R2 |
10,500 |
10,500 |
10,187 |
|
| R1 |
10,285 |
10,285 |
10,129 |
10,393 |
| PP |
9,869 |
9,869 |
9,869 |
9,922 |
| S1 |
9,654 |
9,654 |
10,013 |
9,762 |
| S2 |
9,238 |
9,238 |
9,955 |
|
| S3 |
8,607 |
9,023 |
9,898 |
|
| S4 |
7,976 |
8,392 |
9,724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,119 |
9,452 |
667 |
6.6% |
195 |
1.9% |
100% |
True |
False |
60 |
| 10 |
10,119 |
9,452 |
667 |
6.6% |
198 |
2.0% |
100% |
True |
False |
95 |
| 20 |
10,466 |
9,452 |
1,014 |
10.0% |
155 |
1.5% |
66% |
False |
False |
64 |
| 40 |
10,600 |
9,452 |
1,148 |
11.3% |
117 |
1.2% |
58% |
False |
False |
34 |
| 60 |
11,033 |
9,452 |
1,581 |
15.6% |
110 |
1.1% |
42% |
False |
False |
23 |
| 80 |
11,033 |
9,452 |
1,581 |
15.6% |
86 |
0.8% |
42% |
False |
False |
18 |
| 100 |
11,033 |
9,452 |
1,581 |
15.6% |
71 |
0.7% |
42% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,553 |
|
2.618 |
10,386 |
|
1.618 |
10,284 |
|
1.000 |
10,221 |
|
0.618 |
10,182 |
|
HIGH |
10,119 |
|
0.618 |
10,080 |
|
0.500 |
10,068 |
|
0.382 |
10,056 |
|
LOW |
10,017 |
|
0.618 |
9,954 |
|
1.000 |
9,915 |
|
1.618 |
9,852 |
|
2.618 |
9,750 |
|
4.250 |
9,584 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,102 |
10,082 |
| PP |
10,085 |
10,044 |
| S1 |
10,068 |
10,007 |
|