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 |
10,498.94 |
10,465.19 |
-33.75 |
-0.3% |
10,424.17 |
High |
10,584.99 |
10,507.19 |
-77.80 |
-0.7% |
10,584.99 |
Low |
10,387.39 |
10,347.50 |
-39.89 |
-0.4% |
10,347.50 |
Close |
10,467.16 |
10,465.94 |
-1.22 |
0.0% |
10,465.94 |
Range |
197.60 |
159.69 |
-37.91 |
-19.2% |
237.49 |
ATR |
163.95 |
163.64 |
-0.30 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,919.28 |
10,852.30 |
10,553.77 |
|
R3 |
10,759.59 |
10,692.61 |
10,509.85 |
|
R2 |
10,599.90 |
10,599.90 |
10,495.22 |
|
R1 |
10,532.92 |
10,532.92 |
10,480.58 |
10,566.41 |
PP |
10,440.21 |
10,440.21 |
10,440.21 |
10,456.96 |
S1 |
10,373.23 |
10,373.23 |
10,451.30 |
10,406.72 |
S2 |
10,280.52 |
10,280.52 |
10,436.66 |
|
S3 |
10,120.83 |
10,213.54 |
10,422.03 |
|
S4 |
9,961.14 |
10,053.85 |
10,378.11 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,178.61 |
11,059.77 |
10,596.56 |
|
R3 |
10,941.12 |
10,822.28 |
10,531.25 |
|
R2 |
10,703.63 |
10,703.63 |
10,509.48 |
|
R1 |
10,584.79 |
10,584.79 |
10,487.71 |
10,644.21 |
PP |
10,466.14 |
10,466.14 |
10,466.14 |
10,495.86 |
S1 |
10,347.30 |
10,347.30 |
10,444.17 |
10,406.72 |
S2 |
10,228.65 |
10,228.65 |
10,422.40 |
|
S3 |
9,991.16 |
10,109.81 |
10,400.63 |
|
S4 |
9,753.67 |
9,872.32 |
10,335.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,584.99 |
10,347.50 |
237.49 |
2.3% |
127.69 |
1.2% |
50% |
False |
True |
|
10 |
10,584.99 |
10,007.76 |
577.23 |
5.5% |
157.66 |
1.5% |
79% |
False |
False |
|
20 |
10,584.99 |
9,614.32 |
970.67 |
9.3% |
160.16 |
1.5% |
88% |
False |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.4% |
169.39 |
1.6% |
87% |
False |
False |
|
60 |
10,920.27 |
9,614.32 |
1,305.95 |
12.5% |
205.33 |
2.0% |
65% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
185.40 |
1.8% |
52% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
165.27 |
1.6% |
52% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
156.72 |
1.5% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,185.87 |
2.618 |
10,925.26 |
1.618 |
10,765.57 |
1.000 |
10,666.88 |
0.618 |
10,605.88 |
HIGH |
10,507.19 |
0.618 |
10,446.19 |
0.500 |
10,427.35 |
0.382 |
10,408.50 |
LOW |
10,347.50 |
0.618 |
10,248.81 |
1.000 |
10,187.81 |
1.618 |
10,089.12 |
2.618 |
9,929.43 |
4.250 |
9,668.82 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,453.08 |
10,466.25 |
PP |
10,440.21 |
10,466.14 |
S1 |
10,427.35 |
10,466.04 |
|