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 |
1,874.25 |
1,887.50 |
13.25 |
0.7% |
1,800.50 |
High |
1,888.25 |
1,900.75 |
12.50 |
0.7% |
1,876.25 |
Low |
1,866.00 |
1,878.25 |
12.25 |
0.7% |
1,781.75 |
Close |
1,887.50 |
1,886.50 |
-1.00 |
-0.1% |
1,873.75 |
Range |
22.25 |
22.50 |
0.25 |
1.1% |
94.50 |
ATR |
42.42 |
40.99 |
-1.42 |
-3.4% |
0.00 |
Volume |
326,684 |
254,147 |
-72,537 |
-22.2% |
1,800,645 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.00 |
1,943.75 |
1,899.00 |
|
R3 |
1,933.50 |
1,921.25 |
1,892.75 |
|
R2 |
1,911.00 |
1,911.00 |
1,890.50 |
|
R1 |
1,898.75 |
1,898.75 |
1,888.50 |
1,893.50 |
PP |
1,888.50 |
1,888.50 |
1,888.50 |
1,886.00 |
S1 |
1,876.25 |
1,876.25 |
1,884.50 |
1,871.00 |
S2 |
1,866.00 |
1,866.00 |
1,882.50 |
|
S3 |
1,843.50 |
1,853.75 |
1,880.25 |
|
S4 |
1,821.00 |
1,831.25 |
1,874.00 |
|
|
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 |
1,900.75 |
1,811.00 |
89.75 |
4.8% |
36.50 |
1.9% |
84% |
True |
False |
336,403 |
10 |
1,900.75 |
1,781.75 |
119.00 |
6.3% |
40.00 |
2.1% |
88% |
True |
False |
339,519 |
20 |
1,900.75 |
1,698.00 |
202.75 |
10.7% |
43.00 |
2.3% |
93% |
True |
False |
338,416 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.9% |
42.75 |
2.3% |
78% |
False |
False |
264,226 |
60 |
2,035.50 |
1,698.00 |
337.50 |
17.9% |
51.00 |
2.7% |
56% |
False |
False |
176,253 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.0% |
45.00 |
2.4% |
53% |
False |
False |
132,237 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.0% |
38.75 |
2.1% |
53% |
False |
False |
105,797 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.0% |
32.50 |
1.7% |
53% |
False |
False |
88,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,996.50 |
2.618 |
1,959.75 |
1.618 |
1,937.25 |
1.000 |
1,923.25 |
0.618 |
1,914.75 |
HIGH |
1,900.75 |
0.618 |
1,892.25 |
0.500 |
1,889.50 |
0.382 |
1,886.75 |
LOW |
1,878.25 |
0.618 |
1,864.25 |
1.000 |
1,855.75 |
1.618 |
1,841.75 |
2.618 |
1,819.25 |
4.250 |
1,782.50 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,889.50 |
1,881.75 |
PP |
1,888.50 |
1,877.25 |
S1 |
1,887.50 |
1,872.50 |
|