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 |
1,110.50 |
1,102.50 |
-8.00 |
-0.7% |
1,061.75 |
High |
1,115.75 |
1,113.00 |
-2.75 |
-0.2% |
1,101.50 |
Low |
1,099.25 |
1,088.75 |
-10.50 |
-1.0% |
1,050.75 |
Close |
1,102.00 |
1,097.00 |
-5.00 |
-0.5% |
1,100.50 |
Range |
16.50 |
24.25 |
7.75 |
47.0% |
50.75 |
ATR |
22.25 |
22.39 |
0.14 |
0.6% |
0.00 |
Volume |
1,822,244 |
1,641,500 |
-180,744 |
-9.9% |
11,160,187 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.25 |
1,159.00 |
1,110.25 |
|
R3 |
1,148.00 |
1,134.75 |
1,103.75 |
|
R2 |
1,123.75 |
1,123.75 |
1,101.50 |
|
R1 |
1,110.50 |
1,110.50 |
1,099.25 |
1,105.00 |
PP |
1,099.50 |
1,099.50 |
1,099.50 |
1,097.00 |
S1 |
1,086.25 |
1,086.25 |
1,094.75 |
1,080.75 |
S2 |
1,075.25 |
1,075.25 |
1,092.50 |
|
S3 |
1,051.00 |
1,062.00 |
1,090.25 |
|
S4 |
1,026.75 |
1,037.75 |
1,083.75 |
|
|
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 |
1,084.00 |
34.75 |
3.2% |
17.25 |
1.6% |
37% |
False |
False |
1,855,526 |
10 |
1,118.75 |
1,050.75 |
68.00 |
6.2% |
22.50 |
2.1% |
68% |
False |
False |
2,067,553 |
20 |
1,118.75 |
1,002.75 |
116.00 |
10.6% |
22.50 |
2.0% |
81% |
False |
False |
2,131,699 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.6% |
22.75 |
2.1% |
74% |
False |
False |
1,900,269 |
60 |
1,170.25 |
1,002.75 |
167.50 |
15.3% |
27.25 |
2.5% |
56% |
False |
False |
1,270,766 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
24.50 |
2.2% |
45% |
False |
False |
953,575 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
21.75 |
2.0% |
45% |
False |
False |
763,008 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
20.25 |
1.8% |
45% |
False |
False |
635,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.00 |
2.618 |
1,176.50 |
1.618 |
1,152.25 |
1.000 |
1,137.25 |
0.618 |
1,128.00 |
HIGH |
1,113.00 |
0.618 |
1,103.75 |
0.500 |
1,101.00 |
0.382 |
1,098.00 |
LOW |
1,088.75 |
0.618 |
1,073.75 |
1.000 |
1,064.50 |
1.618 |
1,049.50 |
2.618 |
1,025.25 |
4.250 |
985.75 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,101.00 |
1,103.75 |
PP |
1,099.50 |
1,101.50 |
S1 |
1,098.25 |
1,099.25 |
|