Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,396 |
10,310 |
-86 |
-0.8% |
10,316 |
High |
10,471 |
10,391 |
-80 |
-0.8% |
10,471 |
Low |
10,272 |
10,232 |
-40 |
-0.4% |
10,232 |
Close |
10,344 |
10,351 |
7 |
0.1% |
10,351 |
Range |
199 |
159 |
-40 |
-20.1% |
239 |
ATR |
170 |
169 |
-1 |
-0.5% |
0 |
Volume |
54 |
178 |
124 |
229.6% |
349 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,802 |
10,735 |
10,439 |
|
R3 |
10,643 |
10,576 |
10,395 |
|
R2 |
10,484 |
10,484 |
10,380 |
|
R1 |
10,417 |
10,417 |
10,366 |
10,451 |
PP |
10,325 |
10,325 |
10,325 |
10,341 |
S1 |
10,258 |
10,258 |
10,337 |
10,292 |
S2 |
10,166 |
10,166 |
10,322 |
|
S3 |
10,007 |
10,099 |
10,307 |
|
S4 |
9,848 |
9,940 |
10,264 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,068 |
10,949 |
10,483 |
|
R3 |
10,829 |
10,710 |
10,417 |
|
R2 |
10,590 |
10,590 |
10,395 |
|
R1 |
10,471 |
10,471 |
10,373 |
10,531 |
PP |
10,351 |
10,351 |
10,351 |
10,381 |
S1 |
10,232 |
10,232 |
10,329 |
10,292 |
S2 |
10,112 |
10,112 |
10,307 |
|
S3 |
9,873 |
9,993 |
10,285 |
|
S4 |
9,634 |
9,754 |
10,220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,471 |
10,232 |
239 |
2.3% |
136 |
1.3% |
50% |
False |
True |
69 |
10 |
10,471 |
9,887 |
584 |
5.6% |
166 |
1.6% |
79% |
False |
False |
79 |
20 |
10,471 |
9,452 |
1,019 |
9.8% |
180 |
1.7% |
88% |
False |
False |
73 |
40 |
10,471 |
9,452 |
1,019 |
9.8% |
149 |
1.4% |
88% |
False |
False |
58 |
60 |
10,743 |
9,452 |
1,291 |
12.5% |
137 |
1.3% |
70% |
False |
False |
40 |
80 |
11,033 |
9,452 |
1,581 |
15.3% |
114 |
1.1% |
57% |
False |
False |
30 |
100 |
11,033 |
9,452 |
1,581 |
15.3% |
93 |
0.9% |
57% |
False |
False |
24 |
120 |
11,033 |
9,452 |
1,581 |
15.3% |
79 |
0.8% |
57% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,067 |
2.618 |
10,807 |
1.618 |
10,648 |
1.000 |
10,550 |
0.618 |
10,489 |
HIGH |
10,391 |
0.618 |
10,330 |
0.500 |
10,312 |
0.382 |
10,293 |
LOW |
10,232 |
0.618 |
10,134 |
1.000 |
10,073 |
1.618 |
9,975 |
2.618 |
9,816 |
4.250 |
9,556 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,338 |
10,352 |
PP |
10,325 |
10,351 |
S1 |
10,312 |
10,351 |
|