Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,112.84 |
1,108.07 |
-4.77 |
-0.4% |
1,066.85 |
High |
1,114.66 |
1,115.90 |
1.24 |
0.1% |
1,103.73 |
Low |
1,103.11 |
1,092.82 |
-10.29 |
-0.9% |
1,056.88 |
Close |
1,106.13 |
1,101.53 |
-4.60 |
-0.4% |
1,102.66 |
Range |
11.55 |
23.08 |
11.53 |
99.8% |
46.85 |
ATR |
19.10 |
19.38 |
0.28 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.66 |
1,160.17 |
1,114.22 |
|
R3 |
1,149.58 |
1,137.09 |
1,107.88 |
|
R2 |
1,126.50 |
1,126.50 |
1,105.76 |
|
R1 |
1,114.01 |
1,114.01 |
1,103.65 |
1,108.72 |
PP |
1,103.42 |
1,103.42 |
1,103.42 |
1,100.77 |
S1 |
1,090.93 |
1,090.93 |
1,099.41 |
1,085.64 |
S2 |
1,080.34 |
1,080.34 |
1,097.30 |
|
S3 |
1,057.26 |
1,067.85 |
1,095.18 |
|
S4 |
1,034.18 |
1,044.77 |
1,088.84 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,228.31 |
1,212.33 |
1,128.43 |
|
R3 |
1,181.46 |
1,165.48 |
1,115.54 |
|
R2 |
1,134.61 |
1,134.61 |
1,111.25 |
|
R1 |
1,118.63 |
1,118.63 |
1,106.95 |
1,126.62 |
PP |
1,087.76 |
1,087.76 |
1,087.76 |
1,091.75 |
S1 |
1,071.78 |
1,071.78 |
1,098.37 |
1,079.77 |
S2 |
1,040.91 |
1,040.91 |
1,094.07 |
|
S3 |
994.06 |
1,024.93 |
1,089.78 |
|
S4 |
947.21 |
978.08 |
1,076.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,120.95 |
1,087.88 |
33.07 |
3.0% |
15.07 |
1.4% |
41% |
False |
False |
|
10 |
1,120.95 |
1,056.88 |
64.07 |
5.8% |
19.56 |
1.8% |
70% |
False |
False |
|
20 |
1,120.95 |
1,010.91 |
110.04 |
10.0% |
18.68 |
1.7% |
82% |
False |
False |
|
40 |
1,131.23 |
1,010.91 |
120.32 |
10.9% |
19.32 |
1.8% |
75% |
False |
False |
|
60 |
1,175.94 |
1,010.91 |
165.03 |
15.0% |
23.17 |
2.1% |
55% |
False |
False |
|
80 |
1,219.80 |
1,010.91 |
208.89 |
19.0% |
21.03 |
1.9% |
43% |
False |
False |
|
100 |
1,219.80 |
1,010.91 |
208.89 |
19.0% |
18.84 |
1.7% |
43% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
19.0% |
17.71 |
1.6% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.99 |
2.618 |
1,176.32 |
1.618 |
1,153.24 |
1.000 |
1,138.98 |
0.618 |
1,130.16 |
HIGH |
1,115.90 |
0.618 |
1,107.08 |
0.500 |
1,104.36 |
0.382 |
1,101.64 |
LOW |
1,092.82 |
0.618 |
1,078.56 |
1.000 |
1,069.74 |
1.618 |
1,055.48 |
2.618 |
1,032.40 |
4.250 |
994.73 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,104.36 |
1,106.89 |
PP |
1,103.42 |
1,105.10 |
S1 |
1,102.47 |
1,103.32 |
|