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 |
4,489.0 |
4,489.0 |
0.0 |
0.0% |
4,335.0 |
High |
4,510.0 |
4,506.0 |
-4.0 |
-0.1% |
4,451.0 |
Low |
4,463.0 |
4,475.0 |
12.0 |
0.3% |
4,322.0 |
Close |
4,508.0 |
4,494.0 |
-14.0 |
-0.3% |
4,436.0 |
Range |
47.0 |
31.0 |
-16.0 |
-34.0% |
129.0 |
ATR |
63.2 |
61.1 |
-2.2 |
-3.4% |
0.0 |
Volume |
25,373 |
21,253 |
-4,120 |
-16.2% |
121,106 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,584.7 |
4,570.3 |
4,511.1 |
|
R3 |
4,553.7 |
4,539.3 |
4,502.5 |
|
R2 |
4,522.7 |
4,522.7 |
4,499.7 |
|
R1 |
4,508.3 |
4,508.3 |
4,496.8 |
4,515.5 |
PP |
4,491.7 |
4,491.7 |
4,491.7 |
4,495.3 |
S1 |
4,477.3 |
4,477.3 |
4,491.2 |
4,484.5 |
S2 |
4,460.7 |
4,460.7 |
4,488.3 |
|
S3 |
4,429.7 |
4,446.3 |
4,485.5 |
|
S4 |
4,398.7 |
4,415.3 |
4,477.0 |
|
|
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 |
4,417.0 |
93.0 |
2.1% |
35.8 |
0.8% |
83% |
False |
False |
23,692 |
10 |
4,510.0 |
4,322.0 |
188.0 |
4.2% |
42.3 |
0.9% |
91% |
False |
False |
22,623 |
20 |
4,510.0 |
4,163.0 |
347.0 |
7.7% |
48.7 |
1.1% |
95% |
False |
False |
24,355 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.4% |
48.7 |
1.1% |
71% |
False |
False |
24,611 |
60 |
4,654.0 |
4,163.0 |
491.0 |
10.9% |
47.8 |
1.1% |
67% |
False |
False |
16,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,637.8 |
2.618 |
4,587.2 |
1.618 |
4,556.2 |
1.000 |
4,537.0 |
0.618 |
4,525.2 |
HIGH |
4,506.0 |
0.618 |
4,494.2 |
0.500 |
4,490.5 |
0.382 |
4,486.8 |
LOW |
4,475.0 |
0.618 |
4,455.8 |
1.000 |
4,444.0 |
1.618 |
4,424.8 |
2.618 |
4,393.8 |
4.250 |
4,343.3 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4,492.8 |
4,491.5 |
PP |
4,491.7 |
4,489.0 |
S1 |
4,490.5 |
4,486.5 |
|