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 |
10,259 |
10,390 |
131 |
1.3% |
10,046 |
High |
10,393 |
10,477 |
84 |
0.8% |
10,393 |
Low |
10,235 |
10,356 |
121 |
1.2% |
9,946 |
Close |
10,386 |
10,457 |
71 |
0.7% |
10,386 |
Range |
158 |
121 |
-37 |
-23.4% |
447 |
ATR |
201 |
195 |
-6 |
-2.8% |
0 |
Volume |
154,260 |
150,705 |
-3,555 |
-2.3% |
784,491 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,793 |
10,746 |
10,524 |
|
R3 |
10,672 |
10,625 |
10,490 |
|
R2 |
10,551 |
10,551 |
10,479 |
|
R1 |
10,504 |
10,504 |
10,468 |
10,528 |
PP |
10,430 |
10,430 |
10,430 |
10,442 |
S1 |
10,383 |
10,383 |
10,446 |
10,407 |
S2 |
10,309 |
10,309 |
10,435 |
|
S3 |
10,188 |
10,262 |
10,424 |
|
S4 |
10,067 |
10,141 |
10,391 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,583 |
11,431 |
10,632 |
|
R3 |
11,136 |
10,984 |
10,509 |
|
R2 |
10,689 |
10,689 |
10,468 |
|
R1 |
10,537 |
10,537 |
10,427 |
10,613 |
PP |
10,242 |
10,242 |
10,242 |
10,280 |
S1 |
10,090 |
10,090 |
10,345 |
10,166 |
S2 |
9,795 |
9,795 |
10,304 |
|
S3 |
9,348 |
9,643 |
10,263 |
|
S4 |
8,901 |
9,196 |
10,140 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,477 |
9,946 |
531 |
5.1% |
203 |
1.9% |
96% |
True |
False |
153,434 |
10 |
10,477 |
9,946 |
531 |
5.1% |
193 |
1.8% |
96% |
True |
False |
146,912 |
20 |
10,477 |
9,506 |
971 |
9.3% |
199 |
1.9% |
98% |
True |
False |
152,997 |
40 |
10,536 |
9,506 |
1,030 |
9.8% |
197 |
1.9% |
92% |
False |
False |
115,720 |
60 |
11,096 |
9,506 |
1,590 |
15.2% |
228 |
2.2% |
60% |
False |
False |
77,229 |
80 |
11,144 |
9,506 |
1,638 |
15.7% |
196 |
1.9% |
58% |
False |
False |
57,935 |
100 |
11,144 |
9,506 |
1,638 |
15.7% |
166 |
1.6% |
58% |
False |
False |
46,351 |
120 |
11,144 |
9,506 |
1,638 |
15.7% |
143 |
1.4% |
58% |
False |
False |
38,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,991 |
2.618 |
10,794 |
1.618 |
10,673 |
1.000 |
10,598 |
0.618 |
10,552 |
HIGH |
10,477 |
0.618 |
10,431 |
0.500 |
10,417 |
0.382 |
10,402 |
LOW |
10,356 |
0.618 |
10,281 |
1.000 |
10,235 |
1.618 |
10,160 |
2.618 |
10,039 |
4.250 |
9,842 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,444 |
10,390 |
PP |
10,430 |
10,323 |
S1 |
10,417 |
10,256 |
|