Trading Metrics calculated at close of trading on 27-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,192.0 |
1,185.3 |
-6.7 |
-0.6% |
1,195.5 |
High |
1,198.4 |
1,190.2 |
-8.2 |
-0.7% |
1,207.5 |
Low |
1,182.4 |
1,160.8 |
-21.6 |
-1.8% |
1,178.8 |
Close |
1,187.0 |
1,161.8 |
-25.2 |
-2.1% |
1,191.6 |
Range |
16.0 |
29.4 |
13.4 |
83.8% |
28.7 |
ATR |
19.3 |
20.0 |
0.7 |
3.7% |
0.0 |
Volume |
49,804 |
107,573 |
57,769 |
116.0% |
167,319 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.1 |
1,239.9 |
1,178.0 |
|
R3 |
1,229.7 |
1,210.5 |
1,169.9 |
|
R2 |
1,200.3 |
1,200.3 |
1,167.2 |
|
R1 |
1,181.1 |
1,181.1 |
1,164.5 |
1,176.0 |
PP |
1,170.9 |
1,170.9 |
1,170.9 |
1,168.4 |
S1 |
1,151.7 |
1,151.7 |
1,159.1 |
1,146.6 |
S2 |
1,141.5 |
1,141.5 |
1,156.4 |
|
S3 |
1,112.1 |
1,122.3 |
1,153.7 |
|
S4 |
1,082.7 |
1,092.9 |
1,145.6 |
|
|
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 |
1,160.8 |
46.7 |
4.0% |
20.1 |
1.7% |
2% |
False |
True |
57,611 |
10 |
1,222.1 |
1,160.8 |
61.3 |
5.3% |
18.9 |
1.6% |
2% |
False |
True |
36,306 |
20 |
1,252.0 |
1,160.8 |
91.2 |
7.8% |
20.1 |
1.7% |
1% |
False |
True |
25,389 |
40 |
1,270.6 |
1,160.8 |
109.8 |
9.5% |
19.9 |
1.7% |
1% |
False |
True |
15,681 |
60 |
1,270.6 |
1,160.8 |
109.8 |
9.5% |
20.7 |
1.8% |
1% |
False |
True |
12,243 |
80 |
1,270.6 |
1,127.8 |
142.8 |
12.3% |
19.1 |
1.6% |
24% |
False |
False |
9,629 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.6% |
18.3 |
1.6% |
40% |
False |
False |
7,974 |
120 |
1,270.6 |
1,048.2 |
222.4 |
19.1% |
18.6 |
1.6% |
51% |
False |
False |
7,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.2 |
2.618 |
1,267.2 |
1.618 |
1,237.8 |
1.000 |
1,219.6 |
0.618 |
1,208.4 |
HIGH |
1,190.2 |
0.618 |
1,179.0 |
0.500 |
1,175.5 |
0.382 |
1,172.0 |
LOW |
1,160.8 |
0.618 |
1,142.6 |
1.000 |
1,131.4 |
1.618 |
1,113.2 |
2.618 |
1,083.8 |
4.250 |
1,035.9 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,175.5 |
1,184.2 |
PP |
1,170.9 |
1,176.7 |
S1 |
1,166.4 |
1,169.3 |
|