Trading Metrics calculated at close of trading on 27-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,424.17 |
10,525.28 |
101.11 |
1.0% |
10,098.12 |
High |
10,526.79 |
10,578.33 |
51.54 |
0.5% |
10,441.95 |
Low |
10,414.40 |
10,494.86 |
80.46 |
0.8% |
10,007.76 |
Close |
10,525.43 |
10,537.69 |
12.26 |
0.1% |
10,424.62 |
Range |
112.39 |
83.47 |
-28.92 |
-25.7% |
434.19 |
ATR |
173.65 |
167.21 |
-6.44 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,787.37 |
10,746.00 |
10,583.60 |
|
R3 |
10,703.90 |
10,662.53 |
10,560.64 |
|
R2 |
10,620.43 |
10,620.43 |
10,552.99 |
|
R1 |
10,579.06 |
10,579.06 |
10,545.34 |
10,599.75 |
PP |
10,536.96 |
10,536.96 |
10,536.96 |
10,547.30 |
S1 |
10,495.59 |
10,495.59 |
10,530.04 |
10,516.28 |
S2 |
10,453.49 |
10,453.49 |
10,522.39 |
|
S3 |
10,370.02 |
10,412.12 |
10,514.74 |
|
S4 |
10,286.55 |
10,328.65 |
10,491.78 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,594.01 |
11,443.51 |
10,663.42 |
|
R3 |
11,159.82 |
11,009.32 |
10,544.02 |
|
R2 |
10,725.63 |
10,725.63 |
10,504.22 |
|
R1 |
10,575.13 |
10,575.13 |
10,464.42 |
10,650.38 |
PP |
10,291.44 |
10,291.44 |
10,291.44 |
10,329.07 |
S1 |
10,140.94 |
10,140.94 |
10,384.82 |
10,216.19 |
S2 |
9,857.25 |
9,857.25 |
10,345.02 |
|
S3 |
9,423.06 |
9,706.75 |
10,305.22 |
|
S4 |
8,988.87 |
9,272.56 |
10,185.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,578.33 |
10,065.50 |
512.83 |
4.9% |
158.36 |
1.5% |
92% |
True |
False |
|
10 |
10,578.33 |
10,007.76 |
570.57 |
5.4% |
164.70 |
1.6% |
93% |
True |
False |
|
20 |
10,578.33 |
9,614.32 |
964.01 |
9.1% |
170.66 |
1.6% |
96% |
True |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.3% |
172.65 |
1.6% |
94% |
False |
False |
|
60 |
11,177.67 |
9,614.32 |
1,563.35 |
14.8% |
207.63 |
2.0% |
59% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
182.88 |
1.7% |
56% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
163.35 |
1.6% |
56% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
158.00 |
1.5% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,933.08 |
2.618 |
10,796.85 |
1.618 |
10,713.38 |
1.000 |
10,661.80 |
0.618 |
10,629.91 |
HIGH |
10,578.33 |
0.618 |
10,546.44 |
0.500 |
10,536.60 |
0.382 |
10,526.75 |
LOW |
10,494.86 |
0.618 |
10,443.28 |
1.000 |
10,411.39 |
1.618 |
10,359.81 |
2.618 |
10,276.34 |
4.250 |
10,140.11 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,537.33 |
10,502.76 |
PP |
10,536.96 |
10,467.83 |
S1 |
10,536.60 |
10,432.91 |
|