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 |
1,097.00 |
1,105.00 |
8.00 |
0.7% |
1,058.00 |
High |
1,106.50 |
1,114.00 |
7.50 |
0.7% |
1,096.50 |
Low |
1,092.50 |
1,101.50 |
9.00 |
0.8% |
1,046.50 |
Close |
1,104.75 |
1,106.25 |
1.50 |
0.1% |
1,096.00 |
Range |
14.00 |
12.50 |
-1.50 |
-10.7% |
50.00 |
ATR |
22.77 |
22.03 |
-0.73 |
-3.2% |
0.00 |
Volume |
3,181 |
861 |
-2,320 |
-72.9% |
27,425 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.75 |
1,138.00 |
1,113.00 |
|
R3 |
1,132.25 |
1,125.50 |
1,109.75 |
|
R2 |
1,119.75 |
1,119.75 |
1,108.50 |
|
R1 |
1,113.00 |
1,113.00 |
1,107.50 |
1,116.50 |
PP |
1,107.25 |
1,107.25 |
1,107.25 |
1,109.00 |
S1 |
1,100.50 |
1,100.50 |
1,105.00 |
1,104.00 |
S2 |
1,094.75 |
1,094.75 |
1,104.00 |
|
S3 |
1,082.25 |
1,088.00 |
1,102.75 |
|
S4 |
1,069.75 |
1,075.50 |
1,099.50 |
|
|
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 |
1,114.00 |
1,056.50 |
57.50 |
5.2% |
20.50 |
1.9% |
87% |
True |
False |
4,050 |
10 |
1,114.00 |
1,046.50 |
67.50 |
6.1% |
21.75 |
2.0% |
89% |
True |
False |
3,916 |
20 |
1,114.00 |
998.75 |
115.25 |
10.4% |
23.25 |
2.1% |
93% |
True |
False |
2,931 |
40 |
1,125.00 |
998.75 |
126.25 |
11.4% |
22.50 |
2.0% |
85% |
False |
False |
1,697 |
60 |
1,192.25 |
998.75 |
193.50 |
17.5% |
25.75 |
2.3% |
56% |
False |
False |
1,173 |
80 |
1,208.00 |
998.75 |
209.25 |
18.9% |
23.00 |
2.1% |
51% |
False |
False |
903 |
100 |
1,208.00 |
998.75 |
209.25 |
18.9% |
19.75 |
1.8% |
51% |
False |
False |
740 |
120 |
1,208.00 |
998.75 |
209.25 |
18.9% |
17.25 |
1.6% |
51% |
False |
False |
618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.00 |
2.618 |
1,146.75 |
1.618 |
1,134.25 |
1.000 |
1,126.50 |
0.618 |
1,121.75 |
HIGH |
1,114.00 |
0.618 |
1,109.25 |
0.500 |
1,107.75 |
0.382 |
1,106.25 |
LOW |
1,101.50 |
0.618 |
1,093.75 |
1.000 |
1,089.00 |
1.618 |
1,081.25 |
2.618 |
1,068.75 |
4.250 |
1,048.50 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,107.75 |
1,103.00 |
PP |
1,107.25 |
1,100.00 |
S1 |
1,106.75 |
1,097.00 |
|