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 |
109.24 |
110.60 |
1.36 |
1.2% |
107.05 |
High |
110.57 |
111.67 |
1.10 |
1.0% |
110.57 |
Low |
108.93 |
110.29 |
1.36 |
1.2% |
105.82 |
Close |
110.41 |
111.56 |
1.15 |
1.0% |
110.41 |
Range |
1.64 |
1.38 |
-0.26 |
-15.9% |
4.75 |
ATR |
2.14 |
2.09 |
-0.05 |
-2.5% |
0.00 |
Volume |
221,937,602 |
181,976,564 |
-39,961,038 |
-18.0% |
1,205,132,413 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.31 |
114.82 |
112.32 |
|
R3 |
113.93 |
113.44 |
111.94 |
|
R2 |
112.55 |
112.55 |
111.81 |
|
R1 |
112.06 |
112.06 |
111.69 |
112.31 |
PP |
111.17 |
111.17 |
111.17 |
111.30 |
S1 |
110.68 |
110.68 |
111.43 |
110.93 |
S2 |
109.79 |
109.79 |
111.31 |
|
S3 |
108.41 |
109.30 |
111.18 |
|
S4 |
107.03 |
107.92 |
110.80 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.18 |
121.55 |
113.02 |
|
R3 |
118.43 |
116.80 |
111.72 |
|
R2 |
113.68 |
113.68 |
111.28 |
|
R1 |
112.05 |
112.05 |
110.85 |
112.87 |
PP |
108.93 |
108.93 |
108.93 |
109.34 |
S1 |
107.30 |
107.30 |
109.97 |
108.12 |
S2 |
104.18 |
104.18 |
109.54 |
|
S3 |
99.43 |
102.55 |
109.10 |
|
S4 |
94.68 |
97.80 |
107.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.67 |
105.82 |
5.85 |
5.2% |
1.96 |
1.8% |
98% |
True |
False |
240,136,912 |
10 |
111.67 |
105.82 |
5.85 |
5.2% |
1.82 |
1.6% |
98% |
True |
False |
229,831,714 |
20 |
111.67 |
101.13 |
10.54 |
9.4% |
1.87 |
1.7% |
99% |
True |
False |
236,782,440 |
40 |
113.20 |
101.13 |
12.07 |
10.8% |
1.92 |
1.7% |
86% |
False |
False |
247,604,868 |
60 |
121.01 |
101.13 |
19.88 |
17.8% |
2.26 |
2.0% |
52% |
False |
False |
287,808,239 |
80 |
122.12 |
101.13 |
20.99 |
18.8% |
2.02 |
1.8% |
50% |
False |
False |
262,561,058 |
100 |
122.12 |
101.13 |
20.99 |
18.8% |
1.82 |
1.6% |
50% |
False |
False |
244,414,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.54 |
2.618 |
115.28 |
1.618 |
113.90 |
1.000 |
113.05 |
0.618 |
112.52 |
HIGH |
111.67 |
0.618 |
111.14 |
0.500 |
110.98 |
0.382 |
110.82 |
LOW |
110.29 |
0.618 |
109.44 |
1.000 |
108.91 |
1.618 |
108.06 |
2.618 |
106.68 |
4.250 |
104.43 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
111.37 |
111.04 |
PP |
111.17 |
110.52 |
S1 |
110.98 |
110.00 |
|