Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,164.9 |
1,165.8 |
0.9 |
0.1% |
1,195.5 |
High |
1,168.8 |
1,172.0 |
3.2 |
0.3% |
1,207.5 |
Low |
1,159.3 |
1,161.6 |
2.3 |
0.2% |
1,178.8 |
Close |
1,162.4 |
1,171.2 |
8.8 |
0.8% |
1,191.6 |
Range |
9.5 |
10.4 |
0.9 |
9.5% |
28.7 |
ATR |
19.3 |
18.6 |
-0.6 |
-3.3% |
0.0 |
Volume |
116,906 |
177,767 |
60,861 |
52.1% |
167,319 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.5 |
1,195.7 |
1,176.9 |
|
R3 |
1,189.1 |
1,185.3 |
1,174.1 |
|
R2 |
1,178.7 |
1,178.7 |
1,173.1 |
|
R1 |
1,174.9 |
1,174.9 |
1,172.2 |
1,176.8 |
PP |
1,168.3 |
1,168.3 |
1,168.3 |
1,169.2 |
S1 |
1,164.5 |
1,164.5 |
1,170.2 |
1,166.4 |
S2 |
1,157.9 |
1,157.9 |
1,169.3 |
|
S3 |
1,147.5 |
1,154.1 |
1,168.3 |
|
S4 |
1,137.1 |
1,143.7 |
1,165.5 |
|
|
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% |
17.1 |
1.5% |
25% |
False |
False |
99,357 |
10 |
1,214.5 |
1,159.3 |
55.2 |
4.7% |
18.0 |
1.5% |
22% |
False |
False |
63,060 |
20 |
1,248.2 |
1,159.3 |
88.9 |
7.6% |
19.5 |
1.7% |
13% |
False |
False |
39,142 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.5% |
19.6 |
1.7% |
11% |
False |
False |
22,860 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.5% |
20.5 |
1.7% |
11% |
False |
False |
17,071 |
80 |
1,270.6 |
1,127.8 |
142.8 |
12.2% |
19.1 |
1.6% |
30% |
False |
False |
13,288 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.4% |
18.2 |
1.6% |
45% |
False |
False |
10,886 |
120 |
1,270.6 |
1,066.7 |
203.9 |
17.4% |
18.1 |
1.5% |
51% |
False |
False |
9,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.2 |
2.618 |
1,199.2 |
1.618 |
1,188.8 |
1.000 |
1,182.4 |
0.618 |
1,178.4 |
HIGH |
1,172.0 |
0.618 |
1,168.0 |
0.500 |
1,166.8 |
0.382 |
1,165.6 |
LOW |
1,161.6 |
0.618 |
1,155.2 |
1.000 |
1,151.2 |
1.618 |
1,144.8 |
2.618 |
1,134.4 |
4.250 |
1,117.4 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,169.7 |
1,174.8 |
PP |
1,168.3 |
1,173.6 |
S1 |
1,166.8 |
1,172.4 |
|