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 |
10,390 |
10,460 |
70 |
0.7% |
10,046 |
High |
10,477 |
10,531 |
54 |
0.5% |
10,393 |
Low |
10,356 |
10,435 |
79 |
0.8% |
9,946 |
Close |
10,457 |
10,494 |
37 |
0.4% |
10,386 |
Range |
121 |
96 |
-25 |
-20.7% |
447 |
ATR |
195 |
188 |
-7 |
-3.6% |
0 |
Volume |
150,705 |
116,873 |
-33,832 |
-22.4% |
784,491 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,775 |
10,730 |
10,547 |
|
R3 |
10,679 |
10,634 |
10,521 |
|
R2 |
10,583 |
10,583 |
10,512 |
|
R1 |
10,538 |
10,538 |
10,503 |
10,561 |
PP |
10,487 |
10,487 |
10,487 |
10,498 |
S1 |
10,442 |
10,442 |
10,485 |
10,465 |
S2 |
10,391 |
10,391 |
10,477 |
|
S3 |
10,295 |
10,346 |
10,468 |
|
S4 |
10,199 |
10,250 |
10,441 |
|
|
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 |
10,531 |
10,013 |
518 |
4.9% |
175 |
1.7% |
93% |
True |
False |
150,970 |
10 |
10,531 |
9,946 |
585 |
5.6% |
182 |
1.7% |
94% |
True |
False |
148,260 |
20 |
10,531 |
9,506 |
1,025 |
9.8% |
198 |
1.9% |
96% |
True |
False |
150,997 |
40 |
10,536 |
9,506 |
1,030 |
9.8% |
194 |
1.9% |
96% |
False |
False |
118,622 |
60 |
11,070 |
9,506 |
1,564 |
14.9% |
227 |
2.2% |
63% |
False |
False |
79,176 |
80 |
11,144 |
9,506 |
1,638 |
15.6% |
197 |
1.9% |
60% |
False |
False |
59,396 |
100 |
11,144 |
9,506 |
1,638 |
15.6% |
167 |
1.6% |
60% |
False |
False |
47,520 |
120 |
11,144 |
9,506 |
1,638 |
15.6% |
144 |
1.4% |
60% |
False |
False |
39,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,939 |
2.618 |
10,782 |
1.618 |
10,686 |
1.000 |
10,627 |
0.618 |
10,590 |
HIGH |
10,531 |
0.618 |
10,494 |
0.500 |
10,483 |
0.382 |
10,472 |
LOW |
10,435 |
0.618 |
10,376 |
1.000 |
10,339 |
1.618 |
10,280 |
2.618 |
10,184 |
4.250 |
10,027 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,490 |
10,457 |
PP |
10,487 |
10,420 |
S1 |
10,483 |
10,383 |
|