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 |
10,488 |
10,451 |
-37 |
-0.4% |
10,046 |
High |
10,527 |
10,538 |
11 |
0.1% |
10,393 |
Low |
10,412 |
10,336 |
-76 |
-0.7% |
9,946 |
Close |
10,448 |
10,409 |
-39 |
-0.4% |
10,386 |
Range |
115 |
202 |
87 |
75.7% |
447 |
ATR |
183 |
184 |
1 |
0.8% |
0 |
Volume |
127,446 |
115,991 |
-11,455 |
-9.0% |
784,491 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,034 |
10,923 |
10,520 |
|
R3 |
10,832 |
10,721 |
10,465 |
|
R2 |
10,630 |
10,630 |
10,446 |
|
R1 |
10,519 |
10,519 |
10,428 |
10,474 |
PP |
10,428 |
10,428 |
10,428 |
10,405 |
S1 |
10,317 |
10,317 |
10,391 |
10,272 |
S2 |
10,226 |
10,226 |
10,372 |
|
S3 |
10,024 |
10,115 |
10,354 |
|
S4 |
9,822 |
9,913 |
10,298 |
|
|
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 |
10,538 |
10,235 |
303 |
2.9% |
139 |
1.3% |
57% |
True |
False |
133,055 |
10 |
10,538 |
9,946 |
592 |
5.7% |
184 |
1.8% |
78% |
True |
False |
146,006 |
20 |
10,538 |
9,506 |
1,032 |
9.9% |
187 |
1.8% |
88% |
True |
False |
147,208 |
40 |
10,538 |
9,506 |
1,032 |
9.9% |
190 |
1.8% |
88% |
True |
False |
124,684 |
60 |
10,859 |
9,506 |
1,353 |
13.0% |
224 |
2.2% |
67% |
False |
False |
83,231 |
80 |
11,144 |
9,506 |
1,638 |
15.7% |
200 |
1.9% |
55% |
False |
False |
62,438 |
100 |
11,144 |
9,506 |
1,638 |
15.7% |
170 |
1.6% |
55% |
False |
False |
49,954 |
120 |
11,144 |
9,506 |
1,638 |
15.7% |
147 |
1.4% |
55% |
False |
False |
41,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,397 |
2.618 |
11,067 |
1.618 |
10,865 |
1.000 |
10,740 |
0.618 |
10,663 |
HIGH |
10,538 |
0.618 |
10,461 |
0.500 |
10,437 |
0.382 |
10,413 |
LOW |
10,336 |
0.618 |
10,211 |
1.000 |
10,134 |
1.618 |
10,009 |
2.618 |
9,807 |
4.250 |
9,478 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,437 |
10,437 |
PP |
10,428 |
10,428 |
S1 |
10,418 |
10,418 |
|