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 |
10,411 |
10,396 |
-15 |
-0.1% |
9,992 |
High |
10,460 |
10,471 |
11 |
0.1% |
10,329 |
Low |
10,351 |
10,272 |
-79 |
-0.8% |
9,887 |
Close |
10,384 |
10,344 |
-40 |
-0.4% |
10,323 |
Range |
109 |
199 |
90 |
82.6% |
442 |
ATR |
168 |
170 |
2 |
1.3% |
0 |
Volume |
27 |
54 |
27 |
100.0% |
446 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,959 |
10,851 |
10,454 |
|
R3 |
10,760 |
10,652 |
10,399 |
|
R2 |
10,561 |
10,561 |
10,381 |
|
R1 |
10,453 |
10,453 |
10,362 |
10,408 |
PP |
10,362 |
10,362 |
10,362 |
10,340 |
S1 |
10,254 |
10,254 |
10,326 |
10,209 |
S2 |
10,163 |
10,163 |
10,308 |
|
S3 |
9,964 |
10,055 |
10,289 |
|
S4 |
9,765 |
9,856 |
10,235 |
|
|
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 |
10,471 |
10,174 |
297 |
2.9% |
135 |
1.3% |
57% |
True |
False |
54 |
10 |
10,471 |
9,887 |
584 |
5.6% |
179 |
1.7% |
78% |
True |
False |
74 |
20 |
10,471 |
9,452 |
1,019 |
9.9% |
181 |
1.7% |
88% |
True |
False |
68 |
40 |
10,471 |
9,452 |
1,019 |
9.9% |
145 |
1.4% |
88% |
True |
False |
54 |
60 |
10,743 |
9,452 |
1,291 |
12.5% |
135 |
1.3% |
69% |
False |
False |
37 |
80 |
11,033 |
9,452 |
1,581 |
15.3% |
112 |
1.1% |
56% |
False |
False |
28 |
100 |
11,033 |
9,452 |
1,581 |
15.3% |
91 |
0.9% |
56% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,317 |
2.618 |
10,992 |
1.618 |
10,793 |
1.000 |
10,670 |
0.618 |
10,594 |
HIGH |
10,471 |
0.618 |
10,395 |
0.500 |
10,372 |
0.382 |
10,348 |
LOW |
10,272 |
0.618 |
10,149 |
1.000 |
10,073 |
1.618 |
9,950 |
2.618 |
9,751 |
4.250 |
9,426 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,372 |
10,372 |
PP |
10,362 |
10,362 |
S1 |
10,353 |
10,353 |
|