| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
10,050 |
10,143 |
93 |
0.9% |
9,522 |
| High |
10,119 |
10,288 |
169 |
1.7% |
10,083 |
| Low |
10,017 |
10,092 |
75 |
0.7% |
9,452 |
| Close |
10,119 |
10,226 |
107 |
1.1% |
10,071 |
| Range |
102 |
196 |
94 |
92.2% |
631 |
| ATR |
170 |
172 |
2 |
1.1% |
0 |
| Volume |
37 |
40 |
3 |
8.1% |
265 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,790 |
10,704 |
10,334 |
|
| R3 |
10,594 |
10,508 |
10,280 |
|
| R2 |
10,398 |
10,398 |
10,262 |
|
| R1 |
10,312 |
10,312 |
10,244 |
10,355 |
| PP |
10,202 |
10,202 |
10,202 |
10,224 |
| S1 |
10,116 |
10,116 |
10,208 |
10,159 |
| S2 |
10,006 |
10,006 |
10,190 |
|
| S3 |
9,810 |
9,920 |
10,172 |
|
| S4 |
9,614 |
9,724 |
10,118 |
|
|
| 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 |
10,288 |
9,557 |
731 |
7.1% |
178 |
1.7% |
92% |
True |
False |
54 |
| 10 |
10,288 |
9,452 |
836 |
8.2% |
208 |
2.0% |
93% |
True |
False |
95 |
| 20 |
10,466 |
9,452 |
1,014 |
9.9% |
165 |
1.6% |
76% |
False |
False |
66 |
| 40 |
10,552 |
9,452 |
1,100 |
10.8% |
117 |
1.1% |
70% |
False |
False |
35 |
| 60 |
11,033 |
9,452 |
1,581 |
15.5% |
109 |
1.1% |
49% |
False |
False |
24 |
| 80 |
11,033 |
9,452 |
1,581 |
15.5% |
88 |
0.9% |
49% |
False |
False |
18 |
| 100 |
11,033 |
9,452 |
1,581 |
15.5% |
72 |
0.7% |
49% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,121 |
|
2.618 |
10,801 |
|
1.618 |
10,605 |
|
1.000 |
10,484 |
|
0.618 |
10,409 |
|
HIGH |
10,288 |
|
0.618 |
10,213 |
|
0.500 |
10,190 |
|
0.382 |
10,167 |
|
LOW |
10,092 |
|
0.618 |
9,971 |
|
1.000 |
9,896 |
|
1.618 |
9,775 |
|
2.618 |
9,579 |
|
4.250 |
9,259 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,214 |
10,197 |
| PP |
10,202 |
10,169 |
| S1 |
10,190 |
10,140 |
|