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 |
10,217 |
10,316 |
99 |
1.0% |
9,992 |
High |
10,329 |
10,412 |
83 |
0.8% |
10,329 |
Low |
10,174 |
10,294 |
120 |
1.2% |
9,887 |
Close |
10,323 |
10,394 |
71 |
0.7% |
10,323 |
Range |
155 |
118 |
-37 |
-23.9% |
442 |
ATR |
183 |
179 |
-5 |
-2.5% |
0 |
Volume |
99 |
53 |
-46 |
-46.5% |
446 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,721 |
10,675 |
10,459 |
|
R3 |
10,603 |
10,557 |
10,427 |
|
R2 |
10,485 |
10,485 |
10,416 |
|
R1 |
10,439 |
10,439 |
10,405 |
10,462 |
PP |
10,367 |
10,367 |
10,367 |
10,378 |
S1 |
10,321 |
10,321 |
10,383 |
10,344 |
S2 |
10,249 |
10,249 |
10,372 |
|
S3 |
10,131 |
10,203 |
10,362 |
|
S4 |
10,013 |
10,085 |
10,329 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,506 |
11,356 |
10,566 |
|
R3 |
11,064 |
10,914 |
10,445 |
|
R2 |
10,622 |
10,622 |
10,404 |
|
R1 |
10,472 |
10,472 |
10,364 |
10,547 |
PP |
10,180 |
10,180 |
10,180 |
10,217 |
S1 |
10,030 |
10,030 |
10,283 |
10,105 |
S2 |
9,738 |
9,738 |
10,242 |
|
S3 |
9,296 |
9,588 |
10,202 |
|
S4 |
8,854 |
9,146 |
10,080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,412 |
9,887 |
525 |
5.1% |
199 |
1.9% |
97% |
True |
False |
83 |
10 |
10,412 |
9,887 |
525 |
5.1% |
187 |
1.8% |
97% |
True |
False |
72 |
20 |
10,412 |
9,452 |
960 |
9.2% |
193 |
1.9% |
98% |
True |
False |
83 |
40 |
10,466 |
9,452 |
1,014 |
9.8% |
138 |
1.3% |
93% |
False |
False |
52 |
60 |
11,033 |
9,452 |
1,581 |
15.2% |
129 |
1.2% |
60% |
False |
False |
35 |
80 |
11,033 |
9,452 |
1,581 |
15.2% |
107 |
1.0% |
60% |
False |
False |
27 |
100 |
11,033 |
9,452 |
1,581 |
15.2% |
87 |
0.8% |
60% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,914 |
2.618 |
10,721 |
1.618 |
10,603 |
1.000 |
10,530 |
0.618 |
10,485 |
HIGH |
10,412 |
0.618 |
10,367 |
0.500 |
10,353 |
0.382 |
10,339 |
LOW |
10,294 |
0.618 |
10,221 |
1.000 |
10,176 |
1.618 |
10,103 |
2.618 |
9,985 |
4.250 |
9,793 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,380 |
10,327 |
PP |
10,367 |
10,260 |
S1 |
10,353 |
10,193 |
|