Trading Metrics calculated at close of trading on 26-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,198.8 |
1,192.0 |
-6.8 |
-0.6% |
1,195.5 |
High |
1,207.5 |
1,198.4 |
-9.1 |
-0.8% |
1,207.5 |
Low |
1,187.2 |
1,182.4 |
-4.8 |
-0.4% |
1,178.8 |
Close |
1,191.6 |
1,187.0 |
-4.6 |
-0.4% |
1,191.6 |
Range |
20.3 |
16.0 |
-4.3 |
-21.2% |
28.7 |
ATR |
19.5 |
19.3 |
-0.3 |
-1.3% |
0.0 |
Volume |
44,737 |
49,804 |
5,067 |
11.3% |
167,319 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.3 |
1,228.1 |
1,195.8 |
|
R3 |
1,221.3 |
1,212.1 |
1,191.4 |
|
R2 |
1,205.3 |
1,205.3 |
1,189.9 |
|
R1 |
1,196.1 |
1,196.1 |
1,188.5 |
1,192.7 |
PP |
1,189.3 |
1,189.3 |
1,189.3 |
1,187.6 |
S1 |
1,180.1 |
1,180.1 |
1,185.5 |
1,176.7 |
S2 |
1,173.3 |
1,173.3 |
1,184.1 |
|
S3 |
1,157.3 |
1,164.1 |
1,182.6 |
|
S4 |
1,141.3 |
1,148.1 |
1,178.2 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.7 |
1,263.9 |
1,207.4 |
|
R3 |
1,250.0 |
1,235.2 |
1,199.5 |
|
R2 |
1,221.3 |
1,221.3 |
1,196.9 |
|
R1 |
1,206.5 |
1,206.5 |
1,194.2 |
1,199.6 |
PP |
1,192.6 |
1,192.6 |
1,192.6 |
1,189.2 |
S1 |
1,177.8 |
1,177.8 |
1,189.0 |
1,170.9 |
S2 |
1,163.9 |
1,163.9 |
1,186.3 |
|
S3 |
1,135.2 |
1,149.1 |
1,183.7 |
|
S4 |
1,106.5 |
1,120.4 |
1,175.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,207.5 |
1,178.8 |
28.7 |
2.4% |
17.9 |
1.5% |
29% |
False |
False |
39,186 |
10 |
1,222.1 |
1,178.8 |
43.3 |
3.6% |
18.0 |
1.5% |
19% |
False |
False |
27,962 |
20 |
1,267.5 |
1,178.8 |
88.7 |
7.5% |
20.0 |
1.7% |
9% |
False |
False |
20,130 |
40 |
1,270.6 |
1,178.8 |
91.8 |
7.7% |
19.5 |
1.6% |
9% |
False |
False |
13,127 |
60 |
1,270.6 |
1,161.2 |
109.4 |
9.2% |
20.5 |
1.7% |
24% |
False |
False |
10,460 |
80 |
1,270.6 |
1,116.3 |
154.3 |
13.0% |
19.0 |
1.6% |
46% |
False |
False |
8,297 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.2% |
18.2 |
1.5% |
54% |
False |
False |
6,915 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.7% |
18.5 |
1.6% |
62% |
False |
False |
6,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.4 |
2.618 |
1,240.3 |
1.618 |
1,224.3 |
1.000 |
1,214.4 |
0.618 |
1,208.3 |
HIGH |
1,198.4 |
0.618 |
1,192.3 |
0.500 |
1,190.4 |
0.382 |
1,188.5 |
LOW |
1,182.4 |
0.618 |
1,172.5 |
1.000 |
1,166.4 |
1.618 |
1,156.5 |
2.618 |
1,140.5 |
4.250 |
1,114.4 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,190.4 |
1,195.0 |
PP |
1,189.3 |
1,192.3 |
S1 |
1,188.1 |
1,189.7 |
|