Trading Metrics calculated at close of trading on 26-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,087.25 |
1,101.25 |
14.00 |
1.3% |
1,061.75 |
High |
1,101.50 |
1,111.75 |
10.25 |
0.9% |
1,101.50 |
Low |
1,084.00 |
1,097.00 |
13.00 |
1.2% |
1,050.75 |
Close |
1,100.50 |
1,109.50 |
9.00 |
0.8% |
1,100.50 |
Range |
17.50 |
14.75 |
-2.75 |
-15.7% |
50.75 |
ATR |
24.12 |
23.46 |
-0.67 |
-2.8% |
0.00 |
Volume |
2,178,892 |
2,091,081 |
-87,811 |
-4.0% |
11,160,187 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.25 |
1,144.75 |
1,117.50 |
|
R3 |
1,135.50 |
1,130.00 |
1,113.50 |
|
R2 |
1,120.75 |
1,120.75 |
1,112.25 |
|
R1 |
1,115.25 |
1,115.25 |
1,110.75 |
1,118.00 |
PP |
1,106.00 |
1,106.00 |
1,106.00 |
1,107.50 |
S1 |
1,100.50 |
1,100.50 |
1,108.25 |
1,103.25 |
S2 |
1,091.25 |
1,091.25 |
1,106.75 |
|
S3 |
1,076.50 |
1,085.75 |
1,105.50 |
|
S4 |
1,061.75 |
1,071.00 |
1,101.50 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.50 |
1,219.25 |
1,128.50 |
|
R3 |
1,185.75 |
1,168.50 |
1,114.50 |
|
R2 |
1,135.00 |
1,135.00 |
1,109.75 |
|
R1 |
1,117.75 |
1,117.75 |
1,105.25 |
1,126.50 |
PP |
1,084.25 |
1,084.25 |
1,084.25 |
1,088.50 |
S1 |
1,067.00 |
1,067.00 |
1,095.75 |
1,075.50 |
S2 |
1,033.50 |
1,033.50 |
1,091.25 |
|
S3 |
982.75 |
1,016.25 |
1,086.50 |
|
S4 |
932.00 |
965.50 |
1,072.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,111.75 |
1,050.75 |
61.00 |
5.5% |
24.50 |
2.2% |
96% |
True |
False |
2,149,525 |
10 |
1,111.75 |
1,050.75 |
61.00 |
5.5% |
23.25 |
2.1% |
96% |
True |
False |
2,099,222 |
20 |
1,111.75 |
1,002.75 |
109.00 |
9.8% |
23.75 |
2.1% |
98% |
True |
False |
2,243,867 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.4% |
23.50 |
2.1% |
84% |
False |
False |
1,777,003 |
60 |
1,203.25 |
1,002.75 |
200.50 |
18.1% |
27.50 |
2.5% |
53% |
False |
False |
1,187,397 |
80 |
1,211.50 |
1,002.75 |
208.75 |
18.8% |
24.25 |
2.2% |
51% |
False |
False |
891,014 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.8% |
21.50 |
1.9% |
51% |
False |
False |
712,934 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.8% |
20.00 |
1.8% |
51% |
False |
False |
594,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,174.50 |
2.618 |
1,150.25 |
1.618 |
1,135.50 |
1.000 |
1,126.50 |
0.618 |
1,120.75 |
HIGH |
1,111.75 |
0.618 |
1,106.00 |
0.500 |
1,104.50 |
0.382 |
1,102.75 |
LOW |
1,097.00 |
0.618 |
1,088.00 |
1.000 |
1,082.25 |
1.618 |
1,073.25 |
2.618 |
1,058.50 |
4.250 |
1,034.25 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,107.75 |
1,101.75 |
PP |
1,106.00 |
1,094.25 |
S1 |
1,104.50 |
1,086.50 |
|