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 |
9,520 |
9,555 |
35 |
0.4% |
9,260 |
High |
9,570 |
9,655 |
85 |
0.9% |
9,565 |
Low |
9,445 |
9,500 |
55 |
0.6% |
9,180 |
Close |
9,555 |
9,655 |
100 |
1.0% |
9,520 |
Range |
125 |
155 |
30 |
24.0% |
385 |
ATR |
218 |
214 |
-5 |
-2.1% |
0 |
Volume |
9,702 |
7,812 |
-1,890 |
-19.5% |
51,796 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,068 |
10,017 |
9,740 |
|
R3 |
9,913 |
9,862 |
9,698 |
|
R2 |
9,758 |
9,758 |
9,684 |
|
R1 |
9,707 |
9,707 |
9,669 |
9,733 |
PP |
9,603 |
9,603 |
9,603 |
9,616 |
S1 |
9,552 |
9,552 |
9,641 |
9,578 |
S2 |
9,448 |
9,448 |
9,627 |
|
S3 |
9,293 |
9,397 |
9,613 |
|
S4 |
9,138 |
9,242 |
9,570 |
|
|
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 |
9,655 |
9,195 |
460 |
4.8% |
196 |
2.0% |
100% |
True |
False |
9,530 |
10 |
9,830 |
9,180 |
650 |
6.7% |
225 |
2.3% |
73% |
False |
False |
9,754 |
20 |
9,830 |
9,050 |
780 |
8.1% |
234 |
2.4% |
78% |
False |
False |
10,147 |
40 |
10,305 |
9,050 |
1,255 |
13.0% |
217 |
2.2% |
48% |
False |
False |
8,802 |
60 |
11,060 |
9,050 |
2,010 |
20.8% |
173 |
1.8% |
30% |
False |
False |
5,870 |
80 |
11,465 |
9,050 |
2,415 |
25.0% |
131 |
1.4% |
25% |
False |
False |
4,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,314 |
2.618 |
10,061 |
1.618 |
9,906 |
1.000 |
9,810 |
0.618 |
9,751 |
HIGH |
9,655 |
0.618 |
9,596 |
0.500 |
9,578 |
0.382 |
9,559 |
LOW |
9,500 |
0.618 |
9,404 |
1.000 |
9,345 |
1.618 |
9,249 |
2.618 |
9,094 |
4.250 |
8,841 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,629 |
9,604 |
PP |
9,603 |
9,553 |
S1 |
9,578 |
9,503 |
|