Trading Metrics calculated at close of trading on 26-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,360 |
9,520 |
160 |
1.7% |
9,260 |
High |
9,565 |
9,570 |
5 |
0.1% |
9,565 |
Low |
9,350 |
9,445 |
95 |
1.0% |
9,180 |
Close |
9,520 |
9,555 |
35 |
0.4% |
9,520 |
Range |
215 |
125 |
-90 |
-41.9% |
385 |
ATR |
226 |
218 |
-7 |
-3.2% |
0 |
Volume |
10,542 |
9,702 |
-840 |
-8.0% |
51,796 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,898 |
9,852 |
9,624 |
|
R3 |
9,773 |
9,727 |
9,590 |
|
R2 |
9,648 |
9,648 |
9,578 |
|
R1 |
9,602 |
9,602 |
9,567 |
9,625 |
PP |
9,523 |
9,523 |
9,523 |
9,535 |
S1 |
9,477 |
9,477 |
9,544 |
9,500 |
S2 |
9,398 |
9,398 |
9,532 |
|
S3 |
9,273 |
9,352 |
9,521 |
|
S4 |
9,148 |
9,227 |
9,486 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,577 |
10,433 |
9,732 |
|
R3 |
10,192 |
10,048 |
9,626 |
|
R2 |
9,807 |
9,807 |
9,591 |
|
R1 |
9,663 |
9,663 |
9,555 |
9,735 |
PP |
9,422 |
9,422 |
9,422 |
9,458 |
S1 |
9,278 |
9,278 |
9,485 |
9,350 |
S2 |
9,037 |
9,037 |
9,450 |
|
S3 |
8,652 |
8,893 |
9,414 |
|
S4 |
8,267 |
8,508 |
9,308 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,570 |
9,180 |
390 |
4.1% |
214 |
2.2% |
96% |
True |
False |
9,479 |
10 |
9,830 |
9,180 |
650 |
6.8% |
225 |
2.4% |
58% |
False |
False |
9,631 |
20 |
9,830 |
9,050 |
780 |
8.2% |
233 |
2.4% |
65% |
False |
False |
10,235 |
40 |
10,305 |
9,050 |
1,255 |
13.1% |
218 |
2.3% |
40% |
False |
False |
8,607 |
60 |
11,150 |
9,050 |
2,100 |
22.0% |
170 |
1.8% |
24% |
False |
False |
5,740 |
80 |
11,465 |
9,050 |
2,415 |
25.3% |
129 |
1.3% |
21% |
False |
False |
4,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,101 |
2.618 |
9,897 |
1.618 |
9,772 |
1.000 |
9,695 |
0.618 |
9,647 |
HIGH |
9,570 |
0.618 |
9,522 |
0.500 |
9,508 |
0.382 |
9,493 |
LOW |
9,445 |
0.618 |
9,368 |
1.000 |
9,320 |
1.618 |
9,243 |
2.618 |
9,118 |
4.250 |
8,914 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,539 |
9,498 |
PP |
9,523 |
9,440 |
S1 |
9,508 |
9,383 |
|