Trading Metrics calculated at close of trading on 27-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,101.25 |
1,109.25 |
8.00 |
0.7% |
1,061.75 |
High |
1,111.75 |
1,118.75 |
7.00 |
0.6% |
1,101.50 |
Low |
1,097.00 |
1,106.00 |
9.00 |
0.8% |
1,050.75 |
Close |
1,109.50 |
1,111.00 |
1.50 |
0.1% |
1,100.50 |
Range |
14.75 |
12.75 |
-2.00 |
-13.6% |
50.75 |
ATR |
23.46 |
22.69 |
-0.76 |
-3.3% |
0.00 |
Volume |
2,091,081 |
1,543,914 |
-547,167 |
-26.2% |
11,160,187 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.25 |
1,143.25 |
1,118.00 |
|
R3 |
1,137.50 |
1,130.50 |
1,114.50 |
|
R2 |
1,124.75 |
1,124.75 |
1,113.25 |
|
R1 |
1,117.75 |
1,117.75 |
1,112.25 |
1,121.25 |
PP |
1,112.00 |
1,112.00 |
1,112.00 |
1,113.50 |
S1 |
1,105.00 |
1,105.00 |
1,109.75 |
1,108.50 |
S2 |
1,099.25 |
1,099.25 |
1,108.75 |
|
S3 |
1,086.50 |
1,092.25 |
1,107.50 |
|
S4 |
1,073.75 |
1,079.50 |
1,104.00 |
|
|
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 |
1,118.75 |
1,061.00 |
57.75 |
5.2% |
21.00 |
1.9% |
87% |
True |
False |
2,106,132 |
10 |
1,118.75 |
1,050.75 |
68.00 |
6.1% |
22.25 |
2.0% |
89% |
True |
False |
2,115,349 |
20 |
1,118.75 |
1,002.75 |
116.00 |
10.4% |
23.75 |
2.1% |
93% |
True |
False |
2,198,329 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.4% |
23.25 |
2.1% |
85% |
False |
False |
1,814,658 |
60 |
1,197.25 |
1,002.75 |
194.50 |
17.5% |
27.50 |
2.5% |
56% |
False |
False |
1,213,115 |
80 |
1,211.50 |
1,002.75 |
208.75 |
18.8% |
24.25 |
2.2% |
52% |
False |
False |
910,307 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.8% |
21.50 |
1.9% |
52% |
False |
False |
728,372 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.8% |
20.00 |
1.8% |
52% |
False |
False |
606,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.00 |
2.618 |
1,152.25 |
1.618 |
1,139.50 |
1.000 |
1,131.50 |
0.618 |
1,126.75 |
HIGH |
1,118.75 |
0.618 |
1,114.00 |
0.500 |
1,112.50 |
0.382 |
1,110.75 |
LOW |
1,106.00 |
0.618 |
1,098.00 |
1.000 |
1,093.25 |
1.618 |
1,085.25 |
2.618 |
1,072.50 |
4.250 |
1,051.75 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,112.50 |
1,107.75 |
PP |
1,112.00 |
1,104.50 |
S1 |
1,111.50 |
1,101.50 |
|