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 |
9,555 |
9,640 |
85 |
0.9% |
9,260 |
High |
9,655 |
9,775 |
120 |
1.2% |
9,565 |
Low |
9,500 |
9,635 |
135 |
1.4% |
9,180 |
Close |
9,655 |
9,695 |
40 |
0.4% |
9,520 |
Range |
155 |
140 |
-15 |
-9.7% |
385 |
ATR |
214 |
209 |
-5 |
-2.5% |
0 |
Volume |
7,812 |
8,769 |
957 |
12.3% |
51,796 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,122 |
10,048 |
9,772 |
|
R3 |
9,982 |
9,908 |
9,734 |
|
R2 |
9,842 |
9,842 |
9,721 |
|
R1 |
9,768 |
9,768 |
9,708 |
9,805 |
PP |
9,702 |
9,702 |
9,702 |
9,720 |
S1 |
9,628 |
9,628 |
9,682 |
9,665 |
S2 |
9,562 |
9,562 |
9,669 |
|
S3 |
9,422 |
9,488 |
9,657 |
|
S4 |
9,282 |
9,348 |
9,618 |
|
|
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 |
9,775 |
9,195 |
580 |
6.0% |
177 |
1.8% |
86% |
True |
False |
9,340 |
10 |
9,790 |
9,180 |
610 |
6.3% |
223 |
2.3% |
84% |
False |
False |
9,650 |
20 |
9,830 |
9,050 |
780 |
8.0% |
218 |
2.2% |
83% |
False |
False |
10,095 |
40 |
10,305 |
9,050 |
1,255 |
12.9% |
217 |
2.2% |
51% |
False |
False |
9,021 |
60 |
10,800 |
9,050 |
1,750 |
18.1% |
175 |
1.8% |
37% |
False |
False |
6,016 |
80 |
11,465 |
9,050 |
2,415 |
24.9% |
132 |
1.4% |
27% |
False |
False |
4,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,370 |
2.618 |
10,142 |
1.618 |
10,002 |
1.000 |
9,915 |
0.618 |
9,862 |
HIGH |
9,775 |
0.618 |
9,722 |
0.500 |
9,705 |
0.382 |
9,689 |
LOW |
9,635 |
0.618 |
9,549 |
1.000 |
9,495 |
1.618 |
9,409 |
2.618 |
9,269 |
4.250 |
9,040 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,705 |
9,667 |
PP |
9,702 |
9,638 |
S1 |
9,698 |
9,610 |
|