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 |
1,106.00 |
1,098.00 |
-8.00 |
-0.7% |
1,058.00 |
High |
1,111.00 |
1,108.00 |
-3.00 |
-0.3% |
1,096.50 |
Low |
1,094.50 |
1,084.00 |
-10.50 |
-1.0% |
1,046.50 |
Close |
1,097.50 |
1,092.25 |
-5.25 |
-0.5% |
1,096.00 |
Range |
16.50 |
24.00 |
7.50 |
45.5% |
50.00 |
ATR |
21.64 |
21.81 |
0.17 |
0.8% |
0.00 |
Volume |
601 |
601 |
0 |
0.0% |
27,425 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.75 |
1,153.50 |
1,105.50 |
|
R3 |
1,142.75 |
1,129.50 |
1,098.75 |
|
R2 |
1,118.75 |
1,118.75 |
1,096.75 |
|
R1 |
1,105.50 |
1,105.50 |
1,094.50 |
1,100.00 |
PP |
1,094.75 |
1,094.75 |
1,094.75 |
1,092.00 |
S1 |
1,081.50 |
1,081.50 |
1,090.00 |
1,076.00 |
S2 |
1,070.75 |
1,070.75 |
1,087.75 |
|
S3 |
1,046.75 |
1,057.50 |
1,085.75 |
|
S4 |
1,022.75 |
1,033.50 |
1,079.00 |
|
|
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 |
1,114.00 |
1,079.75 |
34.25 |
3.1% |
16.75 |
1.5% |
36% |
False |
False |
1,720 |
10 |
1,114.00 |
1,046.50 |
67.50 |
6.2% |
22.25 |
2.0% |
68% |
False |
False |
3,513 |
20 |
1,114.00 |
998.75 |
115.25 |
10.6% |
22.00 |
2.0% |
81% |
False |
False |
2,694 |
40 |
1,125.00 |
998.75 |
126.25 |
11.6% |
22.25 |
2.0% |
74% |
False |
False |
1,726 |
60 |
1,165.50 |
998.75 |
166.75 |
15.3% |
25.50 |
2.3% |
56% |
False |
False |
1,193 |
80 |
1,208.00 |
998.75 |
209.25 |
19.2% |
23.25 |
2.1% |
45% |
False |
False |
918 |
100 |
1,208.00 |
998.75 |
209.25 |
19.2% |
20.25 |
1.8% |
45% |
False |
False |
749 |
120 |
1,208.00 |
998.75 |
209.25 |
19.2% |
17.50 |
1.6% |
45% |
False |
False |
628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,210.00 |
2.618 |
1,170.75 |
1.618 |
1,146.75 |
1.000 |
1,132.00 |
0.618 |
1,122.75 |
HIGH |
1,108.00 |
0.618 |
1,098.75 |
0.500 |
1,096.00 |
0.382 |
1,093.25 |
LOW |
1,084.00 |
0.618 |
1,069.25 |
1.000 |
1,060.00 |
1.618 |
1,045.25 |
2.618 |
1,021.25 |
4.250 |
982.00 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,096.00 |
1,099.00 |
PP |
1,094.75 |
1,096.75 |
S1 |
1,093.50 |
1,094.50 |
|