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 |
1,850.50 |
1,874.25 |
23.75 |
1.3% |
1,800.50 |
High |
1,876.25 |
1,888.25 |
12.00 |
0.6% |
1,876.25 |
Low |
1,844.25 |
1,866.00 |
21.75 |
1.2% |
1,781.75 |
Close |
1,873.75 |
1,887.50 |
13.75 |
0.7% |
1,873.75 |
Range |
32.00 |
22.25 |
-9.75 |
-30.5% |
94.50 |
ATR |
43.97 |
42.42 |
-1.55 |
-3.5% |
0.00 |
Volume |
349,001 |
326,684 |
-22,317 |
-6.4% |
1,800,645 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.25 |
1,939.75 |
1,899.75 |
|
R3 |
1,925.00 |
1,917.50 |
1,893.50 |
|
R2 |
1,902.75 |
1,902.75 |
1,891.50 |
|
R1 |
1,895.25 |
1,895.25 |
1,889.50 |
1,899.00 |
PP |
1,880.50 |
1,880.50 |
1,880.50 |
1,882.50 |
S1 |
1,873.00 |
1,873.00 |
1,885.50 |
1,876.75 |
S2 |
1,858.25 |
1,858.25 |
1,883.50 |
|
S3 |
1,836.00 |
1,850.75 |
1,881.50 |
|
S4 |
1,813.75 |
1,828.50 |
1,875.25 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,127.50 |
2,095.00 |
1,925.75 |
|
R3 |
2,033.00 |
2,000.50 |
1,899.75 |
|
R2 |
1,938.50 |
1,938.50 |
1,891.00 |
|
R1 |
1,906.00 |
1,906.00 |
1,882.50 |
1,922.25 |
PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,852.00 |
S1 |
1,811.50 |
1,811.50 |
1,865.00 |
1,827.75 |
S2 |
1,749.50 |
1,749.50 |
1,856.50 |
|
S3 |
1,655.00 |
1,717.00 |
1,847.75 |
|
S4 |
1,560.50 |
1,622.50 |
1,821.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,888.25 |
1,781.75 |
106.50 |
5.6% |
44.00 |
2.3% |
99% |
True |
False |
345,919 |
10 |
1,888.25 |
1,781.75 |
106.50 |
5.6% |
41.00 |
2.2% |
99% |
True |
False |
337,949 |
20 |
1,888.25 |
1,698.00 |
190.25 |
10.1% |
43.25 |
2.3% |
100% |
True |
False |
341,888 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.9% |
43.00 |
2.3% |
78% |
False |
False |
257,889 |
60 |
2,044.50 |
1,698.00 |
346.50 |
18.4% |
51.50 |
2.7% |
55% |
False |
False |
172,019 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.0% |
44.75 |
2.4% |
53% |
False |
False |
129,060 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.0% |
38.50 |
2.0% |
53% |
False |
False |
103,255 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.0% |
32.50 |
1.7% |
53% |
False |
False |
86,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,982.75 |
2.618 |
1,946.50 |
1.618 |
1,924.25 |
1.000 |
1,910.50 |
0.618 |
1,902.00 |
HIGH |
1,888.25 |
0.618 |
1,879.75 |
0.500 |
1,877.00 |
0.382 |
1,874.50 |
LOW |
1,866.00 |
0.618 |
1,852.25 |
1.000 |
1,843.75 |
1.618 |
1,830.00 |
2.618 |
1,807.75 |
4.250 |
1,771.50 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,884.00 |
1,875.00 |
PP |
1,880.50 |
1,862.75 |
S1 |
1,877.00 |
1,850.50 |
|