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 |
1,870.25 |
1,857.00 |
-13.25 |
-0.7% |
1,874.25 |
High |
1,886.50 |
1,873.50 |
-13.00 |
-0.7% |
1,900.75 |
Low |
1,838.50 |
1,831.50 |
-7.00 |
-0.4% |
1,831.50 |
Close |
1,857.25 |
1,862.25 |
5.00 |
0.3% |
1,862.25 |
Range |
48.00 |
42.00 |
-6.00 |
-12.5% |
69.25 |
ATR |
40.76 |
40.85 |
0.09 |
0.2% |
0.00 |
Volume |
253,384 |
384,506 |
131,122 |
51.7% |
1,489,147 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.75 |
1,964.00 |
1,885.25 |
|
R3 |
1,939.75 |
1,922.00 |
1,873.75 |
|
R2 |
1,897.75 |
1,897.75 |
1,870.00 |
|
R1 |
1,880.00 |
1,880.00 |
1,866.00 |
1,889.00 |
PP |
1,855.75 |
1,855.75 |
1,855.75 |
1,860.25 |
S1 |
1,838.00 |
1,838.00 |
1,858.50 |
1,847.00 |
S2 |
1,813.75 |
1,813.75 |
1,854.50 |
|
S3 |
1,771.75 |
1,796.00 |
1,850.75 |
|
S4 |
1,729.75 |
1,754.00 |
1,839.25 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.50 |
2,036.75 |
1,900.25 |
|
R3 |
2,003.25 |
1,967.50 |
1,881.25 |
|
R2 |
1,934.00 |
1,934.00 |
1,875.00 |
|
R1 |
1,898.25 |
1,898.25 |
1,868.50 |
1,881.50 |
PP |
1,864.75 |
1,864.75 |
1,864.75 |
1,856.50 |
S1 |
1,829.00 |
1,829.00 |
1,856.00 |
1,812.25 |
S2 |
1,795.50 |
1,795.50 |
1,849.50 |
|
S3 |
1,726.25 |
1,759.75 |
1,843.25 |
|
S4 |
1,657.00 |
1,690.50 |
1,824.25 |
|
|
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 |
1,831.50 |
69.25 |
3.7% |
33.00 |
1.8% |
44% |
False |
True |
297,829 |
10 |
1,900.75 |
1,781.75 |
119.00 |
6.4% |
40.00 |
2.2% |
68% |
False |
False |
328,979 |
20 |
1,900.75 |
1,705.75 |
195.00 |
10.5% |
39.75 |
2.1% |
80% |
False |
False |
327,370 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.0% |
42.50 |
2.3% |
68% |
False |
False |
286,821 |
60 |
1,980.00 |
1,698.00 |
282.00 |
15.1% |
50.75 |
2.7% |
58% |
False |
False |
191,387 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.2% |
45.75 |
2.5% |
46% |
False |
False |
143,590 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.2% |
39.75 |
2.1% |
46% |
False |
False |
114,880 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.2% |
33.50 |
1.8% |
46% |
False |
False |
95,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,052.00 |
2.618 |
1,983.50 |
1.618 |
1,941.50 |
1.000 |
1,915.50 |
0.618 |
1,899.50 |
HIGH |
1,873.50 |
0.618 |
1,857.50 |
0.500 |
1,852.50 |
0.382 |
1,847.50 |
LOW |
1,831.50 |
0.618 |
1,805.50 |
1.000 |
1,789.50 |
1.618 |
1,763.50 |
2.618 |
1,721.50 |
4.250 |
1,653.00 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,859.00 |
1,863.00 |
PP |
1,855.75 |
1,862.75 |
S1 |
1,852.50 |
1,862.50 |
|