Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,182.7 |
1,161.1 |
-21.6 |
-1.8% |
1,193.7 |
High |
1,186.5 |
1,165.0 |
-21.5 |
-1.8% |
1,203.9 |
Low |
1,156.9 |
1,155.6 |
-1.3 |
-0.1% |
1,175.1 |
Close |
1,158.0 |
1,160.4 |
2.4 |
0.2% |
1,187.8 |
Range |
29.6 |
9.4 |
-20.2 |
-68.2% |
28.8 |
ATR |
20.6 |
19.8 |
-0.8 |
-3.9% |
0.0 |
Volume |
193,657 |
235,880 |
42,223 |
21.8% |
690,843 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,188.5 |
1,183.9 |
1,165.6 |
|
R3 |
1,179.1 |
1,174.5 |
1,163.0 |
|
R2 |
1,169.7 |
1,169.7 |
1,162.1 |
|
R1 |
1,165.1 |
1,165.1 |
1,161.3 |
1,162.7 |
PP |
1,160.3 |
1,160.3 |
1,160.3 |
1,159.2 |
S1 |
1,155.7 |
1,155.7 |
1,159.5 |
1,153.3 |
S2 |
1,150.9 |
1,150.9 |
1,158.7 |
|
S3 |
1,141.5 |
1,146.3 |
1,157.8 |
|
S4 |
1,132.1 |
1,136.9 |
1,155.2 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.3 |
1,260.4 |
1,203.6 |
|
R3 |
1,246.5 |
1,231.6 |
1,195.7 |
|
R2 |
1,217.7 |
1,217.7 |
1,193.1 |
|
R1 |
1,202.8 |
1,202.8 |
1,190.4 |
1,195.9 |
PP |
1,188.9 |
1,188.9 |
1,188.9 |
1,185.5 |
S1 |
1,174.0 |
1,174.0 |
1,185.2 |
1,167.1 |
S2 |
1,160.1 |
1,160.1 |
1,182.5 |
|
S3 |
1,131.3 |
1,145.2 |
1,179.9 |
|
S4 |
1,102.5 |
1,116.4 |
1,172.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,203.9 |
1,155.6 |
48.3 |
4.2% |
19.2 |
1.7% |
10% |
False |
True |
169,767 |
10 |
1,217.3 |
1,155.6 |
61.7 |
5.3% |
18.6 |
1.6% |
8% |
False |
True |
146,767 |
20 |
1,248.8 |
1,155.6 |
93.2 |
8.0% |
20.2 |
1.7% |
5% |
False |
True |
140,987 |
40 |
1,266.5 |
1,155.6 |
110.9 |
9.6% |
20.4 |
1.8% |
4% |
False |
True |
130,506 |
60 |
1,266.5 |
1,155.6 |
110.9 |
9.6% |
21.5 |
1.8% |
4% |
False |
True |
101,875 |
80 |
1,266.5 |
1,125.9 |
140.6 |
12.1% |
19.7 |
1.7% |
25% |
False |
False |
77,102 |
100 |
1,266.5 |
1,087.8 |
178.7 |
15.4% |
18.8 |
1.6% |
41% |
False |
False |
62,040 |
120 |
1,266.5 |
1,050.0 |
216.5 |
18.7% |
18.6 |
1.6% |
51% |
False |
False |
51,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.0 |
2.618 |
1,189.6 |
1.618 |
1,180.2 |
1.000 |
1,174.4 |
0.618 |
1,170.8 |
HIGH |
1,165.0 |
0.618 |
1,161.4 |
0.500 |
1,160.3 |
0.382 |
1,159.2 |
LOW |
1,155.6 |
0.618 |
1,149.8 |
1.000 |
1,146.2 |
1.618 |
1,140.4 |
2.618 |
1,131.0 |
4.250 |
1,115.7 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,160.4 |
1,175.2 |
PP |
1,160.3 |
1,170.3 |
S1 |
1,160.3 |
1,165.3 |
|