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 |
1,082.00 |
1,097.00 |
15.00 |
1.4% |
1,058.00 |
High |
1,096.50 |
1,106.50 |
10.00 |
0.9% |
1,096.50 |
Low |
1,079.75 |
1,092.50 |
12.75 |
1.2% |
1,046.50 |
Close |
1,096.00 |
1,104.75 |
8.75 |
0.8% |
1,096.00 |
Range |
16.75 |
14.00 |
-2.75 |
-16.4% |
50.00 |
ATR |
23.44 |
22.77 |
-0.67 |
-2.9% |
0.00 |
Volume |
3,357 |
3,181 |
-176 |
-5.2% |
27,425 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.25 |
1,138.00 |
1,112.50 |
|
R3 |
1,129.25 |
1,124.00 |
1,108.50 |
|
R2 |
1,115.25 |
1,115.25 |
1,107.25 |
|
R1 |
1,110.00 |
1,110.00 |
1,106.00 |
1,112.50 |
PP |
1,101.25 |
1,101.25 |
1,101.25 |
1,102.50 |
S1 |
1,096.00 |
1,096.00 |
1,103.50 |
1,098.50 |
S2 |
1,087.25 |
1,087.25 |
1,102.25 |
|
S3 |
1,073.25 |
1,082.00 |
1,101.00 |
|
S4 |
1,059.25 |
1,068.00 |
1,097.00 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,229.75 |
1,212.75 |
1,123.50 |
|
R3 |
1,179.75 |
1,162.75 |
1,109.75 |
|
R2 |
1,129.75 |
1,129.75 |
1,105.25 |
|
R1 |
1,112.75 |
1,112.75 |
1,100.50 |
1,121.25 |
PP |
1,079.75 |
1,079.75 |
1,079.75 |
1,084.00 |
S1 |
1,062.75 |
1,062.75 |
1,091.50 |
1,071.25 |
S2 |
1,029.75 |
1,029.75 |
1,086.75 |
|
S3 |
979.75 |
1,012.75 |
1,082.25 |
|
S4 |
929.75 |
962.75 |
1,068.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.50 |
1,046.50 |
60.00 |
5.4% |
24.00 |
2.2% |
97% |
True |
False |
5,407 |
10 |
1,106.50 |
1,046.50 |
60.00 |
5.4% |
22.75 |
2.1% |
97% |
True |
False |
3,955 |
20 |
1,106.50 |
998.75 |
107.75 |
9.8% |
23.25 |
2.1% |
98% |
True |
False |
2,962 |
40 |
1,125.00 |
998.75 |
126.25 |
11.4% |
22.75 |
2.1% |
84% |
False |
False |
1,677 |
60 |
1,198.50 |
998.75 |
199.75 |
18.1% |
26.00 |
2.3% |
53% |
False |
False |
1,160 |
80 |
1,208.00 |
998.75 |
209.25 |
18.9% |
22.75 |
2.1% |
51% |
False |
False |
893 |
100 |
1,208.00 |
998.75 |
209.25 |
18.9% |
19.75 |
1.8% |
51% |
False |
False |
732 |
120 |
1,208.00 |
998.75 |
209.25 |
18.9% |
17.25 |
1.6% |
51% |
False |
False |
611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,166.00 |
2.618 |
1,143.25 |
1.618 |
1,129.25 |
1.000 |
1,120.50 |
0.618 |
1,115.25 |
HIGH |
1,106.50 |
0.618 |
1,101.25 |
0.500 |
1,099.50 |
0.382 |
1,097.75 |
LOW |
1,092.50 |
0.618 |
1,083.75 |
1.000 |
1,078.50 |
1.618 |
1,069.75 |
2.618 |
1,055.75 |
4.250 |
1,033.00 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,103.00 |
1,097.00 |
PP |
1,101.25 |
1,089.25 |
S1 |
1,099.50 |
1,081.50 |
|