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 |
1,885.75 |
1,870.25 |
-15.50 |
-0.8% |
1,800.50 |
High |
1,894.75 |
1,886.50 |
-8.25 |
-0.4% |
1,876.25 |
Low |
1,864.75 |
1,838.50 |
-26.25 |
-1.4% |
1,781.75 |
Close |
1,869.75 |
1,857.25 |
-12.50 |
-0.7% |
1,873.75 |
Range |
30.00 |
48.00 |
18.00 |
60.0% |
94.50 |
ATR |
40.21 |
40.76 |
0.56 |
1.4% |
0.00 |
Volume |
270,426 |
253,384 |
-17,042 |
-6.3% |
1,800,645 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.75 |
1,979.00 |
1,883.75 |
|
R3 |
1,956.75 |
1,931.00 |
1,870.50 |
|
R2 |
1,908.75 |
1,908.75 |
1,866.00 |
|
R1 |
1,883.00 |
1,883.00 |
1,861.75 |
1,872.00 |
PP |
1,860.75 |
1,860.75 |
1,860.75 |
1,855.25 |
S1 |
1,835.00 |
1,835.00 |
1,852.75 |
1,824.00 |
S2 |
1,812.75 |
1,812.75 |
1,848.50 |
|
S3 |
1,764.75 |
1,787.00 |
1,844.00 |
|
S4 |
1,716.75 |
1,739.00 |
1,830.75 |
|
|
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 |
1,838.50 |
62.25 |
3.4% |
31.00 |
1.7% |
30% |
False |
True |
290,728 |
10 |
1,900.75 |
1,781.75 |
119.00 |
6.4% |
41.50 |
2.2% |
63% |
False |
False |
327,194 |
20 |
1,900.75 |
1,698.00 |
202.75 |
10.9% |
40.00 |
2.2% |
79% |
False |
False |
326,672 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.1% |
42.00 |
2.3% |
66% |
False |
False |
277,231 |
60 |
1,980.00 |
1,698.00 |
282.00 |
15.2% |
50.50 |
2.7% |
56% |
False |
False |
184,981 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
45.25 |
2.4% |
44% |
False |
False |
138,784 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
39.50 |
2.1% |
44% |
False |
False |
111,035 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
33.25 |
1.8% |
44% |
False |
False |
92,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,090.50 |
2.618 |
2,012.25 |
1.618 |
1,964.25 |
1.000 |
1,934.50 |
0.618 |
1,916.25 |
HIGH |
1,886.50 |
0.618 |
1,868.25 |
0.500 |
1,862.50 |
0.382 |
1,856.75 |
LOW |
1,838.50 |
0.618 |
1,808.75 |
1.000 |
1,790.50 |
1.618 |
1,760.75 |
2.618 |
1,712.75 |
4.250 |
1,634.50 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,862.50 |
1,869.50 |
PP |
1,860.75 |
1,865.50 |
S1 |
1,859.00 |
1,861.50 |
|