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 |
112.17 |
111.32 |
-0.85 |
-0.8% |
107.05 |
High |
112.29 |
111.66 |
-0.63 |
-0.6% |
110.57 |
Low |
111.11 |
110.46 |
-0.65 |
-0.6% |
105.82 |
Close |
111.55 |
110.83 |
-0.72 |
-0.6% |
110.41 |
Range |
1.18 |
1.20 |
0.02 |
1.7% |
4.75 |
ATR |
2.02 |
1.96 |
-0.06 |
-2.9% |
0.00 |
Volume |
204,777,852 |
162,881,660 |
-41,896,192 |
-20.5% |
1,205,132,413 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.58 |
113.91 |
111.49 |
|
R3 |
113.38 |
112.71 |
111.16 |
|
R2 |
112.18 |
112.18 |
111.05 |
|
R1 |
111.51 |
111.51 |
110.94 |
111.25 |
PP |
110.98 |
110.98 |
110.98 |
110.85 |
S1 |
110.31 |
110.31 |
110.72 |
110.05 |
S2 |
109.78 |
109.78 |
110.61 |
|
S3 |
108.58 |
109.11 |
110.50 |
|
S4 |
107.38 |
107.91 |
110.17 |
|
|
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 |
112.29 |
108.33 |
3.96 |
3.6% |
1.40 |
1.3% |
63% |
False |
False |
209,218,121 |
10 |
112.29 |
105.82 |
6.47 |
5.8% |
1.82 |
1.6% |
77% |
False |
False |
226,906,427 |
20 |
112.29 |
101.13 |
11.16 |
10.1% |
1.80 |
1.6% |
87% |
False |
False |
228,053,322 |
40 |
113.20 |
101.13 |
12.07 |
10.9% |
1.87 |
1.7% |
80% |
False |
False |
242,421,996 |
60 |
119.03 |
101.13 |
17.90 |
16.2% |
2.24 |
2.0% |
54% |
False |
False |
286,393,533 |
80 |
122.12 |
101.13 |
20.99 |
18.9% |
2.02 |
1.8% |
46% |
False |
False |
263,822,950 |
100 |
122.12 |
101.13 |
20.99 |
18.9% |
1.83 |
1.6% |
46% |
False |
False |
244,975,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.76 |
2.618 |
114.80 |
1.618 |
113.60 |
1.000 |
112.86 |
0.618 |
112.40 |
HIGH |
111.66 |
0.618 |
111.20 |
0.500 |
111.06 |
0.382 |
110.92 |
LOW |
110.46 |
0.618 |
109.72 |
1.000 |
109.26 |
1.618 |
108.52 |
2.618 |
107.32 |
4.250 |
105.36 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
111.06 |
111.29 |
PP |
110.98 |
111.14 |
S1 |
110.91 |
110.98 |
|