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 |
1,165.8 |
1,170.8 |
5.0 |
0.4% |
1,192.0 |
High |
1,172.0 |
1,185.8 |
13.8 |
1.2% |
1,198.4 |
Low |
1,161.6 |
1,168.0 |
6.4 |
0.6% |
1,159.3 |
Close |
1,171.2 |
1,183.9 |
12.7 |
1.1% |
1,183.9 |
Range |
10.4 |
17.8 |
7.4 |
71.2% |
39.1 |
ATR |
18.6 |
18.6 |
-0.1 |
-0.3% |
0.0 |
Volume |
177,767 |
113,129 |
-64,638 |
-36.4% |
565,179 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.6 |
1,226.1 |
1,193.7 |
|
R3 |
1,214.8 |
1,208.3 |
1,188.8 |
|
R2 |
1,197.0 |
1,197.0 |
1,187.2 |
|
R1 |
1,190.5 |
1,190.5 |
1,185.5 |
1,193.8 |
PP |
1,179.2 |
1,179.2 |
1,179.2 |
1,180.9 |
S1 |
1,172.7 |
1,172.7 |
1,182.3 |
1,176.0 |
S2 |
1,161.4 |
1,161.4 |
1,180.6 |
|
S3 |
1,143.6 |
1,154.9 |
1,179.0 |
|
S4 |
1,125.8 |
1,137.1 |
1,174.1 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.8 |
1,280.0 |
1,205.4 |
|
R3 |
1,258.7 |
1,240.9 |
1,194.7 |
|
R2 |
1,219.6 |
1,219.6 |
1,191.1 |
|
R1 |
1,201.8 |
1,201.8 |
1,187.5 |
1,191.2 |
PP |
1,180.5 |
1,180.5 |
1,180.5 |
1,175.2 |
S1 |
1,162.7 |
1,162.7 |
1,180.3 |
1,152.1 |
S2 |
1,141.4 |
1,141.4 |
1,176.7 |
|
S3 |
1,102.3 |
1,123.6 |
1,173.1 |
|
S4 |
1,063.2 |
1,084.5 |
1,162.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,198.4 |
1,159.3 |
39.1 |
3.3% |
16.6 |
1.4% |
63% |
False |
False |
113,035 |
10 |
1,207.5 |
1,159.3 |
48.2 |
4.1% |
17.4 |
1.5% |
51% |
False |
False |
73,249 |
20 |
1,222.1 |
1,159.3 |
62.8 |
5.3% |
18.0 |
1.5% |
39% |
False |
False |
44,581 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.4% |
19.5 |
1.6% |
22% |
False |
False |
25,645 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.4% |
20.4 |
1.7% |
22% |
False |
False |
18,888 |
80 |
1,270.6 |
1,127.8 |
142.8 |
12.1% |
19.1 |
1.6% |
39% |
False |
False |
14,683 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.3% |
18.3 |
1.5% |
52% |
False |
False |
12,003 |
120 |
1,270.6 |
1,068.4 |
202.2 |
17.1% |
18.2 |
1.5% |
57% |
False |
False |
10,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.5 |
2.618 |
1,232.4 |
1.618 |
1,214.6 |
1.000 |
1,203.6 |
0.618 |
1,196.8 |
HIGH |
1,185.8 |
0.618 |
1,179.0 |
0.500 |
1,176.9 |
0.382 |
1,174.8 |
LOW |
1,168.0 |
0.618 |
1,157.0 |
1.000 |
1,150.2 |
1.618 |
1,139.2 |
2.618 |
1,121.4 |
4.250 |
1,092.4 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,181.6 |
1,180.1 |
PP |
1,179.2 |
1,176.3 |
S1 |
1,176.9 |
1,172.6 |
|