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 |
1,105.00 |
1,106.00 |
1.00 |
0.1% |
1,058.00 |
High |
1,114.00 |
1,111.00 |
-3.00 |
-0.3% |
1,096.50 |
Low |
1,101.50 |
1,094.50 |
-7.00 |
-0.6% |
1,046.50 |
Close |
1,106.25 |
1,097.50 |
-8.75 |
-0.8% |
1,096.00 |
Range |
12.50 |
16.50 |
4.00 |
32.0% |
50.00 |
ATR |
22.03 |
21.64 |
-0.40 |
-1.8% |
0.00 |
Volume |
861 |
601 |
-260 |
-30.2% |
27,425 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.50 |
1,140.50 |
1,106.50 |
|
R3 |
1,134.00 |
1,124.00 |
1,102.00 |
|
R2 |
1,117.50 |
1,117.50 |
1,100.50 |
|
R1 |
1,107.50 |
1,107.50 |
1,099.00 |
1,104.25 |
PP |
1,101.00 |
1,101.00 |
1,101.00 |
1,099.50 |
S1 |
1,091.00 |
1,091.00 |
1,096.00 |
1,087.75 |
S2 |
1,084.50 |
1,084.50 |
1,094.50 |
|
S3 |
1,068.00 |
1,074.50 |
1,093.00 |
|
S4 |
1,051.50 |
1,058.00 |
1,088.50 |
|
|
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% |
18.50 |
1.7% |
71% |
False |
False |
2,985 |
10 |
1,114.00 |
1,046.50 |
67.50 |
6.2% |
22.00 |
2.0% |
76% |
False |
False |
3,739 |
20 |
1,114.00 |
998.75 |
115.25 |
10.5% |
22.00 |
2.0% |
86% |
False |
False |
2,928 |
40 |
1,125.00 |
998.75 |
126.25 |
11.5% |
22.25 |
2.0% |
78% |
False |
False |
1,711 |
60 |
1,190.25 |
998.75 |
191.50 |
17.4% |
25.75 |
2.3% |
52% |
False |
False |
1,183 |
80 |
1,208.00 |
998.75 |
209.25 |
19.1% |
23.00 |
2.1% |
47% |
False |
False |
911 |
100 |
1,208.00 |
998.75 |
209.25 |
19.1% |
20.00 |
1.8% |
47% |
False |
False |
744 |
120 |
1,208.00 |
998.75 |
209.25 |
19.1% |
17.25 |
1.6% |
47% |
False |
False |
623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,181.00 |
2.618 |
1,154.25 |
1.618 |
1,137.75 |
1.000 |
1,127.50 |
0.618 |
1,121.25 |
HIGH |
1,111.00 |
0.618 |
1,104.75 |
0.500 |
1,102.75 |
0.382 |
1,100.75 |
LOW |
1,094.50 |
0.618 |
1,084.25 |
1.000 |
1,078.00 |
1.618 |
1,067.75 |
2.618 |
1,051.25 |
4.250 |
1,024.50 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,102.75 |
1,103.25 |
PP |
1,101.00 |
1,101.25 |
S1 |
1,099.25 |
1,099.50 |
|