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 |
6,190.0 |
6,120.5 |
-69.5 |
-1.1% |
6,213.0 |
High |
6,249.5 |
6,190.0 |
-59.5 |
-1.0% |
6,259.0 |
Low |
6,092.0 |
6,063.0 |
-29.0 |
-0.5% |
6,063.0 |
Close |
6,131.5 |
6,167.0 |
35.5 |
0.6% |
6,167.0 |
Range |
157.5 |
127.0 |
-30.5 |
-19.4% |
196.0 |
ATR |
123.4 |
123.6 |
0.3 |
0.2% |
0.0 |
Volume |
130,607 |
145,877 |
15,270 |
11.7% |
608,880 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,521.0 |
6,471.0 |
6,236.9 |
|
R3 |
6,394.0 |
6,344.0 |
6,201.9 |
|
R2 |
6,267.0 |
6,267.0 |
6,190.3 |
|
R1 |
6,217.0 |
6,217.0 |
6,178.6 |
6,242.0 |
PP |
6,140.0 |
6,140.0 |
6,140.0 |
6,152.5 |
S1 |
6,090.0 |
6,090.0 |
6,155.4 |
6,115.0 |
S2 |
6,013.0 |
6,013.0 |
6,143.7 |
|
S3 |
5,886.0 |
5,963.0 |
6,132.1 |
|
S4 |
5,759.0 |
5,836.0 |
6,097.2 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,751.0 |
6,655.0 |
6,274.8 |
|
R3 |
6,555.0 |
6,459.0 |
6,220.9 |
|
R2 |
6,359.0 |
6,359.0 |
6,202.9 |
|
R1 |
6,263.0 |
6,263.0 |
6,185.0 |
6,213.0 |
PP |
6,163.0 |
6,163.0 |
6,163.0 |
6,138.0 |
S1 |
6,067.0 |
6,067.0 |
6,149.0 |
6,017.0 |
S2 |
5,967.0 |
5,967.0 |
6,131.1 |
|
S3 |
5,771.0 |
5,871.0 |
6,113.1 |
|
S4 |
5,575.0 |
5,675.0 |
6,059.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,259.0 |
6,063.0 |
196.0 |
3.2% |
108.6 |
1.8% |
53% |
False |
True |
121,776 |
10 |
6,259.0 |
5,911.5 |
347.5 |
5.6% |
118.5 |
1.9% |
74% |
False |
False |
130,651 |
20 |
6,264.5 |
5,805.0 |
459.5 |
7.5% |
120.9 |
2.0% |
79% |
False |
False |
132,272 |
40 |
6,359.5 |
5,805.0 |
554.5 |
9.0% |
121.5 |
2.0% |
65% |
False |
False |
111,825 |
60 |
6,359.5 |
5,615.0 |
744.5 |
12.1% |
131.6 |
2.1% |
74% |
False |
False |
74,809 |
80 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
127.5 |
2.1% |
75% |
False |
False |
56,214 |
100 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
114.2 |
1.9% |
75% |
False |
False |
45,275 |
120 |
6,359.5 |
5,480.0 |
879.5 |
14.3% |
106.4 |
1.7% |
78% |
False |
False |
37,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,729.8 |
2.618 |
6,522.5 |
1.618 |
6,395.5 |
1.000 |
6,317.0 |
0.618 |
6,268.5 |
HIGH |
6,190.0 |
0.618 |
6,141.5 |
0.500 |
6,126.5 |
0.382 |
6,111.5 |
LOW |
6,063.0 |
0.618 |
5,984.5 |
1.000 |
5,936.0 |
1.618 |
5,857.5 |
2.618 |
5,730.5 |
4.250 |
5,523.3 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
6,153.5 |
6,164.2 |
PP |
6,140.0 |
6,161.3 |
S1 |
6,126.5 |
6,158.5 |
|