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 |
9,665 |
9,655 |
-10 |
-0.1% |
9,520 |
High |
9,755 |
9,665 |
-90 |
-0.9% |
9,775 |
Low |
9,575 |
9,425 |
-150 |
-1.6% |
9,425 |
Close |
9,645 |
9,550 |
-95 |
-1.0% |
9,550 |
Range |
180 |
240 |
60 |
33.3% |
350 |
ATR |
207 |
209 |
2 |
1.2% |
0 |
Volume |
8,625 |
6,786 |
-1,839 |
-21.3% |
41,694 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,267 |
10,148 |
9,682 |
|
R3 |
10,027 |
9,908 |
9,616 |
|
R2 |
9,787 |
9,787 |
9,594 |
|
R1 |
9,668 |
9,668 |
9,572 |
9,608 |
PP |
9,547 |
9,547 |
9,547 |
9,516 |
S1 |
9,428 |
9,428 |
9,528 |
9,368 |
S2 |
9,307 |
9,307 |
9,506 |
|
S3 |
9,067 |
9,188 |
9,484 |
|
S4 |
8,827 |
8,948 |
9,418 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,633 |
10,442 |
9,743 |
|
R3 |
10,283 |
10,092 |
9,646 |
|
R2 |
9,933 |
9,933 |
9,614 |
|
R1 |
9,742 |
9,742 |
9,582 |
9,838 |
PP |
9,583 |
9,583 |
9,583 |
9,631 |
S1 |
9,392 |
9,392 |
9,518 |
9,488 |
S2 |
9,233 |
9,233 |
9,486 |
|
S3 |
8,883 |
9,042 |
9,454 |
|
S4 |
8,533 |
8,692 |
9,358 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,775 |
9,425 |
350 |
3.7% |
168 |
1.8% |
36% |
False |
True |
8,338 |
10 |
9,775 |
9,180 |
595 |
6.2% |
191 |
2.0% |
62% |
False |
False |
9,349 |
20 |
9,830 |
9,100 |
730 |
7.6% |
215 |
2.2% |
62% |
False |
False |
9,593 |
40 |
10,305 |
9,050 |
1,255 |
13.1% |
218 |
2.3% |
40% |
False |
False |
9,389 |
60 |
10,680 |
9,050 |
1,630 |
17.1% |
182 |
1.9% |
31% |
False |
False |
6,273 |
80 |
11,365 |
9,050 |
2,315 |
24.2% |
138 |
1.4% |
22% |
False |
False |
4,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,685 |
2.618 |
10,293 |
1.618 |
10,053 |
1.000 |
9,905 |
0.618 |
9,813 |
HIGH |
9,665 |
0.618 |
9,573 |
0.500 |
9,545 |
0.382 |
9,517 |
LOW |
9,425 |
0.618 |
9,277 |
1.000 |
9,185 |
1.618 |
9,037 |
2.618 |
8,797 |
4.250 |
8,405 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,548 |
9,600 |
PP |
9,547 |
9,583 |
S1 |
9,545 |
9,567 |
|