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 |
1,109.25 |
1,110.50 |
1.25 |
0.1% |
1,061.75 |
High |
1,118.75 |
1,115.75 |
-3.00 |
-0.3% |
1,101.50 |
Low |
1,106.00 |
1,099.25 |
-6.75 |
-0.6% |
1,050.75 |
Close |
1,111.00 |
1,102.00 |
-9.00 |
-0.8% |
1,100.50 |
Range |
12.75 |
16.50 |
3.75 |
29.4% |
50.75 |
ATR |
22.69 |
22.25 |
-0.44 |
-1.9% |
0.00 |
Volume |
1,543,914 |
1,822,244 |
278,330 |
18.0% |
11,160,187 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.25 |
1,145.00 |
1,111.00 |
|
R3 |
1,138.75 |
1,128.50 |
1,106.50 |
|
R2 |
1,122.25 |
1,122.25 |
1,105.00 |
|
R1 |
1,112.00 |
1,112.00 |
1,103.50 |
1,109.00 |
PP |
1,105.75 |
1,105.75 |
1,105.75 |
1,104.00 |
S1 |
1,095.50 |
1,095.50 |
1,100.50 |
1,092.50 |
S2 |
1,089.25 |
1,089.25 |
1,099.00 |
|
S3 |
1,072.75 |
1,079.00 |
1,097.50 |
|
S4 |
1,056.25 |
1,062.50 |
1,093.00 |
|
|
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 |
1,061.25 |
57.50 |
5.2% |
19.00 |
1.7% |
71% |
False |
False |
2,015,417 |
10 |
1,118.75 |
1,050.75 |
68.00 |
6.2% |
22.50 |
2.0% |
75% |
False |
False |
2,097,472 |
20 |
1,118.75 |
1,002.75 |
116.00 |
10.5% |
22.25 |
2.0% |
86% |
False |
False |
2,205,096 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.5% |
23.00 |
2.1% |
78% |
False |
False |
1,859,686 |
60 |
1,194.75 |
1,002.75 |
192.00 |
17.4% |
27.50 |
2.5% |
52% |
False |
False |
1,243,428 |
80 |
1,211.50 |
1,002.75 |
208.75 |
18.9% |
24.25 |
2.2% |
48% |
False |
False |
933,081 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.9% |
21.50 |
2.0% |
48% |
False |
False |
746,593 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.9% |
20.00 |
1.8% |
48% |
False |
False |
622,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,186.00 |
2.618 |
1,159.00 |
1.618 |
1,142.50 |
1.000 |
1,132.25 |
0.618 |
1,126.00 |
HIGH |
1,115.75 |
0.618 |
1,109.50 |
0.500 |
1,107.50 |
0.382 |
1,105.50 |
LOW |
1,099.25 |
0.618 |
1,089.00 |
1.000 |
1,082.75 |
1.618 |
1,072.50 |
2.618 |
1,056.00 |
4.250 |
1,029.00 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,107.50 |
1,108.00 |
PP |
1,105.75 |
1,106.00 |
S1 |
1,103.75 |
1,104.00 |
|