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 |
10,316 |
10,428 |
112 |
1.1% |
9,992 |
High |
10,412 |
10,465 |
53 |
0.5% |
10,329 |
Low |
10,294 |
10,373 |
79 |
0.8% |
9,887 |
Close |
10,394 |
10,430 |
36 |
0.3% |
10,323 |
Range |
118 |
92 |
-26 |
-22.0% |
442 |
ATR |
179 |
172 |
-6 |
-3.5% |
0 |
Volume |
53 |
37 |
-16 |
-30.2% |
446 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,699 |
10,656 |
10,481 |
|
R3 |
10,607 |
10,564 |
10,455 |
|
R2 |
10,515 |
10,515 |
10,447 |
|
R1 |
10,472 |
10,472 |
10,439 |
10,494 |
PP |
10,423 |
10,423 |
10,423 |
10,433 |
S1 |
10,380 |
10,380 |
10,422 |
10,402 |
S2 |
10,331 |
10,331 |
10,413 |
|
S3 |
10,239 |
10,288 |
10,405 |
|
S4 |
10,147 |
10,196 |
10,380 |
|
|
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 |
10,465 |
9,952 |
513 |
4.9% |
171 |
1.6% |
93% |
True |
False |
66 |
10 |
10,465 |
9,887 |
578 |
5.5% |
177 |
1.7% |
94% |
True |
False |
72 |
20 |
10,465 |
9,452 |
1,013 |
9.7% |
192 |
1.8% |
97% |
True |
False |
83 |
40 |
10,466 |
9,452 |
1,014 |
9.7% |
138 |
1.3% |
96% |
False |
False |
53 |
60 |
10,983 |
9,452 |
1,531 |
14.7% |
130 |
1.2% |
64% |
False |
False |
36 |
80 |
11,033 |
9,452 |
1,581 |
15.2% |
108 |
1.0% |
62% |
False |
False |
27 |
100 |
11,033 |
9,452 |
1,581 |
15.2% |
88 |
0.8% |
62% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,856 |
2.618 |
10,706 |
1.618 |
10,614 |
1.000 |
10,557 |
0.618 |
10,522 |
HIGH |
10,465 |
0.618 |
10,430 |
0.500 |
10,419 |
0.382 |
10,408 |
LOW |
10,373 |
0.618 |
10,316 |
1.000 |
10,281 |
1.618 |
10,224 |
2.618 |
10,132 |
4.250 |
9,982 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,426 |
10,393 |
PP |
10,423 |
10,356 |
S1 |
10,419 |
10,320 |
|