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 |
10,451 |
10,405 |
-46 |
-0.4% |
10,390 |
High |
10,538 |
10,460 |
-78 |
-0.7% |
10,538 |
Low |
10,336 |
10,286 |
-50 |
-0.5% |
10,286 |
Close |
10,409 |
10,417 |
8 |
0.1% |
10,417 |
Range |
202 |
174 |
-28 |
-13.9% |
252 |
ATR |
184 |
183 |
-1 |
-0.4% |
0 |
Volume |
115,991 |
159,472 |
43,481 |
37.5% |
670,487 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,910 |
10,837 |
10,513 |
|
R3 |
10,736 |
10,663 |
10,465 |
|
R2 |
10,562 |
10,562 |
10,449 |
|
R1 |
10,489 |
10,489 |
10,433 |
10,526 |
PP |
10,388 |
10,388 |
10,388 |
10,406 |
S1 |
10,315 |
10,315 |
10,401 |
10,352 |
S2 |
10,214 |
10,214 |
10,385 |
|
S3 |
10,040 |
10,141 |
10,369 |
|
S4 |
9,866 |
9,967 |
10,321 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,170 |
11,045 |
10,556 |
|
R3 |
10,918 |
10,793 |
10,486 |
|
R2 |
10,666 |
10,666 |
10,463 |
|
R1 |
10,541 |
10,541 |
10,440 |
10,604 |
PP |
10,414 |
10,414 |
10,414 |
10,445 |
S1 |
10,289 |
10,289 |
10,394 |
10,352 |
S2 |
10,162 |
10,162 |
10,371 |
|
S3 |
9,910 |
10,037 |
10,348 |
|
S4 |
9,658 |
9,785 |
10,279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,538 |
10,286 |
252 |
2.4% |
142 |
1.4% |
52% |
False |
True |
134,097 |
10 |
10,538 |
9,946 |
592 |
5.7% |
172 |
1.6% |
80% |
False |
False |
145,497 |
20 |
10,538 |
9,506 |
1,032 |
9.9% |
187 |
1.8% |
88% |
False |
False |
146,866 |
40 |
10,538 |
9,506 |
1,032 |
9.9% |
191 |
1.8% |
88% |
False |
False |
128,661 |
60 |
10,859 |
9,506 |
1,353 |
13.0% |
225 |
2.2% |
67% |
False |
False |
85,887 |
80 |
11,144 |
9,506 |
1,638 |
15.7% |
201 |
1.9% |
56% |
False |
False |
64,431 |
100 |
11,144 |
9,506 |
1,638 |
15.7% |
172 |
1.7% |
56% |
False |
False |
51,548 |
120 |
11,144 |
9,506 |
1,638 |
15.7% |
148 |
1.4% |
56% |
False |
False |
42,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,200 |
2.618 |
10,916 |
1.618 |
10,742 |
1.000 |
10,634 |
0.618 |
10,568 |
HIGH |
10,460 |
0.618 |
10,394 |
0.500 |
10,373 |
0.382 |
10,353 |
LOW |
10,286 |
0.618 |
10,179 |
1.000 |
10,112 |
1.618 |
10,005 |
2.618 |
9,831 |
4.250 |
9,547 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,402 |
10,415 |
PP |
10,388 |
10,414 |
S1 |
10,373 |
10,412 |
|