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 |
9,640 |
9,665 |
25 |
0.3% |
9,260 |
High |
9,775 |
9,755 |
-20 |
-0.2% |
9,565 |
Low |
9,635 |
9,575 |
-60 |
-0.6% |
9,180 |
Close |
9,695 |
9,645 |
-50 |
-0.5% |
9,520 |
Range |
140 |
180 |
40 |
28.6% |
385 |
ATR |
209 |
207 |
-2 |
-1.0% |
0 |
Volume |
8,769 |
8,625 |
-144 |
-1.6% |
51,796 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,198 |
10,102 |
9,744 |
|
R3 |
10,018 |
9,922 |
9,695 |
|
R2 |
9,838 |
9,838 |
9,678 |
|
R1 |
9,742 |
9,742 |
9,662 |
9,700 |
PP |
9,658 |
9,658 |
9,658 |
9,638 |
S1 |
9,562 |
9,562 |
9,629 |
9,520 |
S2 |
9,478 |
9,478 |
9,612 |
|
S3 |
9,298 |
9,382 |
9,596 |
|
S4 |
9,118 |
9,202 |
9,546 |
|
|
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 |
9,350 |
425 |
4.4% |
163 |
1.7% |
69% |
False |
False |
9,090 |
10 |
9,775 |
9,180 |
595 |
6.2% |
217 |
2.2% |
78% |
False |
False |
9,752 |
20 |
9,830 |
9,050 |
780 |
8.1% |
216 |
2.2% |
76% |
False |
False |
9,793 |
40 |
10,305 |
9,050 |
1,255 |
13.0% |
217 |
2.2% |
47% |
False |
False |
9,231 |
60 |
10,800 |
9,050 |
1,750 |
18.1% |
178 |
1.8% |
34% |
False |
False |
6,160 |
80 |
11,410 |
9,050 |
2,360 |
24.5% |
135 |
1.4% |
25% |
False |
False |
4,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,520 |
2.618 |
10,226 |
1.618 |
10,046 |
1.000 |
9,935 |
0.618 |
9,866 |
HIGH |
9,755 |
0.618 |
9,686 |
0.500 |
9,665 |
0.382 |
9,644 |
LOW |
9,575 |
0.618 |
9,464 |
1.000 |
9,395 |
1.618 |
9,284 |
2.618 |
9,104 |
4.250 |
8,810 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,665 |
9,643 |
PP |
9,658 |
9,640 |
S1 |
9,652 |
9,638 |
|