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 |
10,525.28 |
10,537.01 |
11.73 |
0.1% |
10,098.12 |
High |
10,578.33 |
10,548.52 |
-29.81 |
-0.3% |
10,441.95 |
Low |
10,494.86 |
10,463.22 |
-31.64 |
-0.3% |
10,007.76 |
Close |
10,537.69 |
10,497.88 |
-39.81 |
-0.4% |
10,424.62 |
Range |
83.47 |
85.30 |
1.83 |
2.2% |
434.19 |
ATR |
167.21 |
161.36 |
-5.85 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,759.11 |
10,713.79 |
10,544.80 |
|
R3 |
10,673.81 |
10,628.49 |
10,521.34 |
|
R2 |
10,588.51 |
10,588.51 |
10,513.52 |
|
R1 |
10,543.19 |
10,543.19 |
10,505.70 |
10,523.20 |
PP |
10,503.21 |
10,503.21 |
10,503.21 |
10,493.21 |
S1 |
10,457.89 |
10,457.89 |
10,490.06 |
10,437.90 |
S2 |
10,417.91 |
10,417.91 |
10,482.24 |
|
S3 |
10,332.61 |
10,372.59 |
10,474.42 |
|
S4 |
10,247.31 |
10,287.29 |
10,450.97 |
|
|
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 |
10,121.81 |
456.52 |
4.3% |
135.41 |
1.3% |
82% |
False |
False |
|
10 |
10,578.33 |
10,007.76 |
570.57 |
5.4% |
163.52 |
1.6% |
86% |
False |
False |
|
20 |
10,578.33 |
9,614.32 |
964.01 |
9.2% |
158.73 |
1.5% |
92% |
False |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.3% |
169.67 |
1.6% |
90% |
False |
False |
|
60 |
11,149.48 |
9,614.32 |
1,535.16 |
14.6% |
206.25 |
2.0% |
58% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
183.15 |
1.7% |
54% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
162.94 |
1.6% |
54% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
156.42 |
1.5% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,911.05 |
2.618 |
10,771.84 |
1.618 |
10,686.54 |
1.000 |
10,633.82 |
0.618 |
10,601.24 |
HIGH |
10,548.52 |
0.618 |
10,515.94 |
0.500 |
10,505.87 |
0.382 |
10,495.80 |
LOW |
10,463.22 |
0.618 |
10,410.50 |
1.000 |
10,377.92 |
1.618 |
10,325.20 |
2.618 |
10,239.90 |
4.250 |
10,100.70 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,505.87 |
10,497.38 |
PP |
10,503.21 |
10,496.87 |
S1 |
10,500.54 |
10,496.37 |
|