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 |
4,480.0 |
4,497.0 |
17.0 |
0.4% |
4,335.0 |
High |
4,482.0 |
4,500.0 |
18.0 |
0.4% |
4,451.0 |
Low |
4,452.0 |
4,463.0 |
11.0 |
0.2% |
4,322.0 |
Close |
4,475.0 |
4,473.0 |
-2.0 |
0.0% |
4,436.0 |
Range |
30.0 |
37.0 |
7.0 |
23.3% |
129.0 |
ATR |
66.6 |
64.5 |
-2.1 |
-3.2% |
0.0 |
Volume |
23,009 |
19,733 |
-3,276 |
-14.2% |
121,106 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,589.7 |
4,568.3 |
4,493.4 |
|
R3 |
4,552.7 |
4,531.3 |
4,483.2 |
|
R2 |
4,515.7 |
4,515.7 |
4,479.8 |
|
R1 |
4,494.3 |
4,494.3 |
4,476.4 |
4,486.5 |
PP |
4,478.7 |
4,478.7 |
4,478.7 |
4,474.8 |
S1 |
4,457.3 |
4,457.3 |
4,469.6 |
4,449.5 |
S2 |
4,441.7 |
4,441.7 |
4,466.2 |
|
S3 |
4,404.7 |
4,420.3 |
4,462.8 |
|
S4 |
4,367.7 |
4,383.3 |
4,452.7 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,790.0 |
4,742.0 |
4,507.0 |
|
R3 |
4,661.0 |
4,613.0 |
4,471.5 |
|
R2 |
4,532.0 |
4,532.0 |
4,459.7 |
|
R1 |
4,484.0 |
4,484.0 |
4,447.8 |
4,508.0 |
PP |
4,403.0 |
4,403.0 |
4,403.0 |
4,415.0 |
S1 |
4,355.0 |
4,355.0 |
4,424.2 |
4,379.0 |
S2 |
4,274.0 |
4,274.0 |
4,412.4 |
|
S3 |
4,145.0 |
4,226.0 |
4,400.5 |
|
S4 |
4,016.0 |
4,097.0 |
4,365.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,500.0 |
4,341.0 |
159.0 |
3.6% |
38.4 |
0.9% |
83% |
True |
False |
22,796 |
10 |
4,500.0 |
4,322.0 |
178.0 |
4.0% |
41.5 |
0.9% |
85% |
True |
False |
22,842 |
20 |
4,500.0 |
4,163.0 |
337.0 |
7.5% |
50.1 |
1.1% |
92% |
True |
False |
25,643 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.4% |
48.3 |
1.1% |
66% |
False |
False |
23,456 |
60 |
4,799.0 |
4,163.0 |
636.0 |
14.2% |
48.3 |
1.1% |
49% |
False |
False |
15,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,657.3 |
2.618 |
4,596.9 |
1.618 |
4,559.9 |
1.000 |
4,537.0 |
0.618 |
4,522.9 |
HIGH |
4,500.0 |
0.618 |
4,485.9 |
0.500 |
4,481.5 |
0.382 |
4,477.1 |
LOW |
4,463.0 |
0.618 |
4,440.1 |
1.000 |
4,426.0 |
1.618 |
4,403.1 |
2.618 |
4,366.1 |
4.250 |
4,305.8 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4,481.5 |
4,468.2 |
PP |
4,478.7 |
4,463.3 |
S1 |
4,475.8 |
4,458.5 |
|