Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,185.3 |
1,164.9 |
-20.4 |
-1.7% |
1,195.5 |
High |
1,190.2 |
1,168.8 |
-21.4 |
-1.8% |
1,207.5 |
Low |
1,160.8 |
1,159.3 |
-1.5 |
-0.1% |
1,178.8 |
Close |
1,161.8 |
1,162.4 |
0.6 |
0.1% |
1,191.6 |
Range |
29.4 |
9.5 |
-19.9 |
-67.7% |
28.7 |
ATR |
20.0 |
19.3 |
-0.8 |
-3.8% |
0.0 |
Volume |
107,573 |
116,906 |
9,333 |
8.7% |
167,319 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.0 |
1,186.7 |
1,167.6 |
|
R3 |
1,182.5 |
1,177.2 |
1,165.0 |
|
R2 |
1,173.0 |
1,173.0 |
1,164.1 |
|
R1 |
1,167.7 |
1,167.7 |
1,163.3 |
1,165.6 |
PP |
1,163.5 |
1,163.5 |
1,163.5 |
1,162.5 |
S1 |
1,158.2 |
1,158.2 |
1,161.5 |
1,156.1 |
S2 |
1,154.0 |
1,154.0 |
1,160.7 |
|
S3 |
1,144.5 |
1,148.7 |
1,159.8 |
|
S4 |
1,135.0 |
1,139.2 |
1,157.2 |
|
|
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 |
1,159.3 |
48.2 |
4.1% |
19.1 |
1.6% |
6% |
False |
True |
73,627 |
10 |
1,221.1 |
1,159.3 |
61.8 |
5.3% |
18.3 |
1.6% |
5% |
False |
True |
46,251 |
20 |
1,252.0 |
1,159.3 |
92.7 |
8.0% |
19.6 |
1.7% |
3% |
False |
True |
31,069 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.6% |
19.7 |
1.7% |
3% |
False |
True |
18,464 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.6% |
20.7 |
1.8% |
3% |
False |
True |
14,125 |
80 |
1,270.6 |
1,127.8 |
142.8 |
12.3% |
19.1 |
1.6% |
24% |
False |
False |
11,076 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.5% |
18.3 |
1.6% |
40% |
False |
False |
9,130 |
120 |
1,270.6 |
1,048.2 |
222.4 |
19.1% |
18.3 |
1.6% |
51% |
False |
False |
7,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.2 |
2.618 |
1,193.7 |
1.618 |
1,184.2 |
1.000 |
1,178.3 |
0.618 |
1,174.7 |
HIGH |
1,168.8 |
0.618 |
1,165.2 |
0.500 |
1,164.1 |
0.382 |
1,162.9 |
LOW |
1,159.3 |
0.618 |
1,153.4 |
1.000 |
1,149.8 |
1.618 |
1,143.9 |
2.618 |
1,134.4 |
4.250 |
1,118.9 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,164.1 |
1,178.9 |
PP |
1,163.5 |
1,173.4 |
S1 |
1,163.0 |
1,167.9 |
|