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 |
10,428 |
10,411 |
-17 |
-0.2% |
9,992 |
High |
10,465 |
10,460 |
-5 |
0.0% |
10,329 |
Low |
10,373 |
10,351 |
-22 |
-0.2% |
9,887 |
Close |
10,430 |
10,384 |
-46 |
-0.4% |
10,323 |
Range |
92 |
109 |
17 |
18.5% |
442 |
ATR |
172 |
168 |
-5 |
-2.6% |
0 |
Volume |
37 |
27 |
-10 |
-27.0% |
446 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,725 |
10,664 |
10,444 |
|
R3 |
10,616 |
10,555 |
10,414 |
|
R2 |
10,507 |
10,507 |
10,404 |
|
R1 |
10,446 |
10,446 |
10,394 |
10,422 |
PP |
10,398 |
10,398 |
10,398 |
10,387 |
S1 |
10,337 |
10,337 |
10,374 |
10,313 |
S2 |
10,289 |
10,289 |
10,364 |
|
S3 |
10,180 |
10,228 |
10,354 |
|
S4 |
10,071 |
10,119 |
10,324 |
|
|
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 |
9,973 |
492 |
4.7% |
150 |
1.4% |
84% |
False |
False |
58 |
10 |
10,465 |
9,887 |
578 |
5.6% |
177 |
1.7% |
86% |
False |
False |
72 |
20 |
10,465 |
9,452 |
1,013 |
9.8% |
180 |
1.7% |
92% |
False |
False |
80 |
40 |
10,466 |
9,452 |
1,014 |
9.8% |
140 |
1.3% |
92% |
False |
False |
53 |
60 |
10,767 |
9,452 |
1,315 |
12.7% |
132 |
1.3% |
71% |
False |
False |
36 |
80 |
11,033 |
9,452 |
1,581 |
15.2% |
109 |
1.0% |
59% |
False |
False |
27 |
100 |
11,033 |
9,452 |
1,581 |
15.2% |
89 |
0.9% |
59% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,923 |
2.618 |
10,745 |
1.618 |
10,636 |
1.000 |
10,569 |
0.618 |
10,527 |
HIGH |
10,460 |
0.618 |
10,418 |
0.500 |
10,406 |
0.382 |
10,393 |
LOW |
10,351 |
0.618 |
10,284 |
1.000 |
10,242 |
1.618 |
10,175 |
2.618 |
10,066 |
4.250 |
9,888 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,406 |
10,383 |
PP |
10,398 |
10,381 |
S1 |
10,391 |
10,380 |
|