Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4,489.0 |
4,471.0 |
-18.0 |
-0.4% |
4,480.0 |
High |
4,506.0 |
4,480.0 |
-26.0 |
-0.6% |
4,510.0 |
Low |
4,475.0 |
4,450.0 |
-25.0 |
-0.6% |
4,450.0 |
Close |
4,494.0 |
4,462.0 |
-32.0 |
-0.7% |
4,462.0 |
Range |
31.0 |
30.0 |
-1.0 |
-3.2% |
60.0 |
ATR |
61.1 |
59.8 |
-1.2 |
-2.0% |
0.0 |
Volume |
21,253 |
26,268 |
5,015 |
23.6% |
115,636 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.0 |
4,538.0 |
4,478.5 |
|
R3 |
4,524.0 |
4,508.0 |
4,470.3 |
|
R2 |
4,494.0 |
4,494.0 |
4,467.5 |
|
R1 |
4,478.0 |
4,478.0 |
4,464.8 |
4,471.0 |
PP |
4,464.0 |
4,464.0 |
4,464.0 |
4,460.5 |
S1 |
4,448.0 |
4,448.0 |
4,459.3 |
4,441.0 |
S2 |
4,434.0 |
4,434.0 |
4,456.5 |
|
S3 |
4,404.0 |
4,418.0 |
4,453.8 |
|
S4 |
4,374.0 |
4,388.0 |
4,445.5 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.0 |
4,618.0 |
4,495.0 |
|
R3 |
4,594.0 |
4,558.0 |
4,478.5 |
|
R2 |
4,534.0 |
4,534.0 |
4,473.0 |
|
R1 |
4,498.0 |
4,498.0 |
4,467.5 |
4,486.0 |
PP |
4,474.0 |
4,474.0 |
4,474.0 |
4,468.0 |
S1 |
4,438.0 |
4,438.0 |
4,456.5 |
4,426.0 |
S2 |
4,414.0 |
4,414.0 |
4,451.0 |
|
S3 |
4,354.0 |
4,378.0 |
4,445.5 |
|
S4 |
4,294.0 |
4,318.0 |
4,429.0 |
|
|
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 |
4,450.0 |
60.0 |
1.3% |
35.0 |
0.8% |
20% |
False |
True |
23,127 |
10 |
4,510.0 |
4,322.0 |
188.0 |
4.2% |
40.3 |
0.9% |
74% |
False |
False |
23,674 |
20 |
4,510.0 |
4,163.0 |
347.0 |
7.8% |
47.0 |
1.1% |
86% |
False |
False |
24,235 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.5% |
48.6 |
1.1% |
64% |
False |
False |
25,266 |
60 |
4,654.0 |
4,163.0 |
491.0 |
11.0% |
47.5 |
1.1% |
61% |
False |
False |
16,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,607.5 |
2.618 |
4,558.5 |
1.618 |
4,528.5 |
1.000 |
4,510.0 |
0.618 |
4,498.5 |
HIGH |
4,480.0 |
0.618 |
4,468.5 |
0.500 |
4,465.0 |
0.382 |
4,461.5 |
LOW |
4,450.0 |
0.618 |
4,431.5 |
1.000 |
4,420.0 |
1.618 |
4,401.5 |
2.618 |
4,371.5 |
4.250 |
4,322.5 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4,465.0 |
4,480.0 |
PP |
4,464.0 |
4,474.0 |
S1 |
4,463.0 |
4,468.0 |
|