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 |
1,887.50 |
1,885.75 |
-1.75 |
-0.1% |
1,800.50 |
High |
1,900.75 |
1,894.75 |
-6.00 |
-0.3% |
1,876.25 |
Low |
1,878.25 |
1,864.75 |
-13.50 |
-0.7% |
1,781.75 |
Close |
1,886.50 |
1,869.75 |
-16.75 |
-0.9% |
1,873.75 |
Range |
22.50 |
30.00 |
7.50 |
33.3% |
94.50 |
ATR |
40.99 |
40.21 |
-0.79 |
-1.9% |
0.00 |
Volume |
254,147 |
270,426 |
16,279 |
6.4% |
1,800,645 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.50 |
1,948.00 |
1,886.25 |
|
R3 |
1,936.50 |
1,918.00 |
1,878.00 |
|
R2 |
1,906.50 |
1,906.50 |
1,875.25 |
|
R1 |
1,888.00 |
1,888.00 |
1,872.50 |
1,882.25 |
PP |
1,876.50 |
1,876.50 |
1,876.50 |
1,873.50 |
S1 |
1,858.00 |
1,858.00 |
1,867.00 |
1,852.25 |
S2 |
1,846.50 |
1,846.50 |
1,864.25 |
|
S3 |
1,816.50 |
1,828.00 |
1,861.50 |
|
S4 |
1,786.50 |
1,798.00 |
1,853.25 |
|
|
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 |
1,900.75 |
1,812.50 |
88.25 |
4.7% |
32.75 |
1.7% |
65% |
False |
False |
320,427 |
10 |
1,900.75 |
1,781.75 |
119.00 |
6.4% |
40.25 |
2.2% |
74% |
False |
False |
335,539 |
20 |
1,900.75 |
1,698.00 |
202.75 |
10.8% |
40.00 |
2.1% |
85% |
False |
False |
337,901 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.0% |
42.00 |
2.3% |
71% |
False |
False |
270,967 |
60 |
2,026.00 |
1,698.00 |
328.00 |
17.5% |
51.00 |
2.7% |
52% |
False |
False |
180,759 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.1% |
45.00 |
2.4% |
48% |
False |
False |
135,617 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.1% |
39.00 |
2.1% |
48% |
False |
False |
108,501 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.1% |
32.75 |
1.8% |
48% |
False |
False |
90,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,022.25 |
2.618 |
1,973.25 |
1.618 |
1,943.25 |
1.000 |
1,924.75 |
0.618 |
1,913.25 |
HIGH |
1,894.75 |
0.618 |
1,883.25 |
0.500 |
1,879.75 |
0.382 |
1,876.25 |
LOW |
1,864.75 |
0.618 |
1,846.25 |
1.000 |
1,834.75 |
1.618 |
1,816.25 |
2.618 |
1,786.25 |
4.250 |
1,737.25 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,879.75 |
1,882.75 |
PP |
1,876.50 |
1,878.50 |
S1 |
1,873.00 |
1,874.00 |
|