| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
10,143 |
10,294 |
151 |
1.5% |
9,522 |
| High |
10,288 |
10,294 |
6 |
0.1% |
10,083 |
| Low |
10,092 |
10,187 |
95 |
0.9% |
9,452 |
| Close |
10,226 |
10,244 |
18 |
0.2% |
10,071 |
| Range |
196 |
107 |
-89 |
-45.4% |
631 |
| ATR |
172 |
167 |
-5 |
-2.7% |
0 |
| Volume |
40 |
22 |
-18 |
-45.0% |
265 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,563 |
10,510 |
10,303 |
|
| R3 |
10,456 |
10,403 |
10,274 |
|
| R2 |
10,349 |
10,349 |
10,264 |
|
| R1 |
10,296 |
10,296 |
10,254 |
10,269 |
| PP |
10,242 |
10,242 |
10,242 |
10,228 |
| S1 |
10,189 |
10,189 |
10,234 |
10,162 |
| S2 |
10,135 |
10,135 |
10,225 |
|
| S3 |
10,028 |
10,082 |
10,215 |
|
| S4 |
9,921 |
9,975 |
10,185 |
|
|
| 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 |
10,294 |
9,895 |
399 |
3.9% |
127 |
1.2% |
87% |
True |
False |
51 |
| 10 |
10,294 |
9,452 |
842 |
8.2% |
182 |
1.8% |
94% |
True |
False |
88 |
| 20 |
10,466 |
9,452 |
1,014 |
9.9% |
166 |
1.6% |
78% |
False |
False |
67 |
| 40 |
10,552 |
9,452 |
1,100 |
10.7% |
117 |
1.1% |
72% |
False |
False |
36 |
| 60 |
11,033 |
9,452 |
1,581 |
15.4% |
111 |
1.1% |
50% |
False |
False |
24 |
| 80 |
11,033 |
9,452 |
1,581 |
15.4% |
89 |
0.9% |
50% |
False |
False |
18 |
| 100 |
11,033 |
9,452 |
1,581 |
15.4% |
74 |
0.7% |
50% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,749 |
|
2.618 |
10,574 |
|
1.618 |
10,467 |
|
1.000 |
10,401 |
|
0.618 |
10,360 |
|
HIGH |
10,294 |
|
0.618 |
10,253 |
|
0.500 |
10,241 |
|
0.382 |
10,228 |
|
LOW |
10,187 |
|
0.618 |
10,121 |
|
1.000 |
10,080 |
|
1.618 |
10,014 |
|
2.618 |
9,907 |
|
4.250 |
9,732 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,243 |
10,215 |
| PP |
10,242 |
10,185 |
| S1 |
10,241 |
10,156 |
|