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 |
1,161.1 |
1,163.8 |
2.7 |
0.2% |
1,193.7 |
High |
1,165.0 |
1,169.2 |
4.2 |
0.4% |
1,203.9 |
Low |
1,155.6 |
1,158.7 |
3.1 |
0.3% |
1,175.1 |
Close |
1,160.4 |
1,168.4 |
8.0 |
0.7% |
1,187.8 |
Range |
9.4 |
10.5 |
1.1 |
11.7% |
28.8 |
ATR |
19.8 |
19.1 |
-0.7 |
-3.3% |
0.0 |
Volume |
235,880 |
206,828 |
-29,052 |
-12.3% |
690,843 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,196.9 |
1,193.2 |
1,174.2 |
|
R3 |
1,186.4 |
1,182.7 |
1,171.3 |
|
R2 |
1,175.9 |
1,175.9 |
1,170.3 |
|
R1 |
1,172.2 |
1,172.2 |
1,169.4 |
1,174.1 |
PP |
1,165.4 |
1,165.4 |
1,165.4 |
1,166.4 |
S1 |
1,161.7 |
1,161.7 |
1,167.4 |
1,163.6 |
S2 |
1,154.9 |
1,154.9 |
1,166.5 |
|
S3 |
1,144.4 |
1,151.2 |
1,165.5 |
|
S4 |
1,133.9 |
1,140.7 |
1,162.6 |
|
|
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 |
4.1% |
17.2 |
1.5% |
27% |
False |
False |
181,738 |
10 |
1,210.9 |
1,155.6 |
55.3 |
4.7% |
18.3 |
1.6% |
23% |
False |
False |
156,704 |
20 |
1,244.8 |
1,155.6 |
89.2 |
7.6% |
20.1 |
1.7% |
14% |
False |
False |
143,887 |
40 |
1,266.5 |
1,155.6 |
110.9 |
9.5% |
20.3 |
1.7% |
12% |
False |
False |
132,992 |
60 |
1,266.5 |
1,155.6 |
110.9 |
9.5% |
21.2 |
1.8% |
12% |
False |
False |
105,282 |
80 |
1,266.5 |
1,125.9 |
140.6 |
12.0% |
19.7 |
1.7% |
30% |
False |
False |
79,677 |
100 |
1,266.5 |
1,087.8 |
178.7 |
15.3% |
18.7 |
1.6% |
45% |
False |
False |
64,094 |
120 |
1,266.5 |
1,066.0 |
200.5 |
17.2% |
18.5 |
1.6% |
51% |
False |
False |
53,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.8 |
2.618 |
1,196.7 |
1.618 |
1,186.2 |
1.000 |
1,179.7 |
0.618 |
1,175.7 |
HIGH |
1,169.2 |
0.618 |
1,165.2 |
0.500 |
1,164.0 |
0.382 |
1,162.7 |
LOW |
1,158.7 |
0.618 |
1,152.2 |
1.000 |
1,148.2 |
1.618 |
1,141.7 |
2.618 |
1,131.2 |
4.250 |
1,114.1 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,166.9 |
1,171.1 |
PP |
1,165.4 |
1,170.2 |
S1 |
1,164.0 |
1,169.3 |
|