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 |
4,497.0 |
4,489.0 |
-8.0 |
-0.2% |
4,335.0 |
High |
4,500.0 |
4,510.0 |
10.0 |
0.2% |
4,451.0 |
Low |
4,463.0 |
4,463.0 |
0.0 |
0.0% |
4,322.0 |
Close |
4,473.0 |
4,508.0 |
35.0 |
0.8% |
4,436.0 |
Range |
37.0 |
47.0 |
10.0 |
27.0% |
129.0 |
ATR |
64.5 |
63.2 |
-1.2 |
-1.9% |
0.0 |
Volume |
19,733 |
25,373 |
5,640 |
28.6% |
121,106 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,634.7 |
4,618.3 |
4,533.9 |
|
R3 |
4,587.7 |
4,571.3 |
4,520.9 |
|
R2 |
4,540.7 |
4,540.7 |
4,516.6 |
|
R1 |
4,524.3 |
4,524.3 |
4,512.3 |
4,532.5 |
PP |
4,493.7 |
4,493.7 |
4,493.7 |
4,497.8 |
S1 |
4,477.3 |
4,477.3 |
4,503.7 |
4,485.5 |
S2 |
4,446.7 |
4,446.7 |
4,499.4 |
|
S3 |
4,399.7 |
4,430.3 |
4,495.1 |
|
S4 |
4,352.7 |
4,383.3 |
4,482.2 |
|
|
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 |
4,510.0 |
4,341.0 |
169.0 |
3.7% |
40.2 |
0.9% |
99% |
True |
False |
23,856 |
10 |
4,510.0 |
4,322.0 |
188.0 |
4.2% |
43.1 |
1.0% |
99% |
True |
False |
22,968 |
20 |
4,510.0 |
4,163.0 |
347.0 |
7.7% |
49.9 |
1.1% |
99% |
True |
False |
25,104 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.4% |
48.8 |
1.1% |
74% |
False |
False |
24,087 |
60 |
4,677.0 |
4,163.0 |
514.0 |
11.4% |
47.8 |
1.1% |
67% |
False |
False |
16,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,709.8 |
2.618 |
4,633.0 |
1.618 |
4,586.0 |
1.000 |
4,557.0 |
0.618 |
4,539.0 |
HIGH |
4,510.0 |
0.618 |
4,492.0 |
0.500 |
4,486.5 |
0.382 |
4,481.0 |
LOW |
4,463.0 |
0.618 |
4,434.0 |
1.000 |
4,416.0 |
1.618 |
4,387.0 |
2.618 |
4,340.0 |
4.250 |
4,263.3 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4,500.8 |
4,499.0 |
PP |
4,493.7 |
4,490.0 |
S1 |
4,486.5 |
4,481.0 |
|