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 |
10,460 |
10,488 |
28 |
0.3% |
10,046 |
High |
10,531 |
10,527 |
-4 |
0.0% |
10,393 |
Low |
10,435 |
10,412 |
-23 |
-0.2% |
9,946 |
Close |
10,494 |
10,448 |
-46 |
-0.4% |
10,386 |
Range |
96 |
115 |
19 |
19.8% |
447 |
ATR |
188 |
183 |
-5 |
-2.8% |
0 |
Volume |
116,873 |
127,446 |
10,573 |
9.0% |
784,491 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,807 |
10,743 |
10,511 |
|
R3 |
10,692 |
10,628 |
10,480 |
|
R2 |
10,577 |
10,577 |
10,469 |
|
R1 |
10,513 |
10,513 |
10,459 |
10,488 |
PP |
10,462 |
10,462 |
10,462 |
10,450 |
S1 |
10,398 |
10,398 |
10,438 |
10,373 |
S2 |
10,347 |
10,347 |
10,427 |
|
S3 |
10,232 |
10,283 |
10,417 |
|
S4 |
10,117 |
10,168 |
10,385 |
|
|
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 |
10,035 |
496 |
4.7% |
154 |
1.5% |
83% |
False |
False |
144,248 |
10 |
10,531 |
9,946 |
585 |
5.6% |
182 |
1.7% |
86% |
False |
False |
147,804 |
20 |
10,531 |
9,506 |
1,025 |
9.8% |
186 |
1.8% |
92% |
False |
False |
151,468 |
40 |
10,536 |
9,506 |
1,030 |
9.9% |
191 |
1.8% |
91% |
False |
False |
121,799 |
60 |
11,053 |
9,506 |
1,547 |
14.8% |
226 |
2.2% |
61% |
False |
False |
81,299 |
80 |
11,144 |
9,506 |
1,638 |
15.7% |
198 |
1.9% |
58% |
False |
False |
60,989 |
100 |
11,144 |
9,506 |
1,638 |
15.7% |
168 |
1.6% |
58% |
False |
False |
48,794 |
120 |
11,144 |
9,506 |
1,638 |
15.7% |
145 |
1.4% |
58% |
False |
False |
40,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,016 |
2.618 |
10,828 |
1.618 |
10,713 |
1.000 |
10,642 |
0.618 |
10,598 |
HIGH |
10,527 |
0.618 |
10,483 |
0.500 |
10,470 |
0.382 |
10,456 |
LOW |
10,412 |
0.618 |
10,341 |
1.000 |
10,297 |
1.618 |
10,226 |
2.618 |
10,111 |
4.250 |
9,923 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,470 |
10,447 |
PP |
10,462 |
10,445 |
S1 |
10,455 |
10,444 |
|