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 |
10,321.16 |
10,424.17 |
103.01 |
1.0% |
10,098.12 |
High |
10,441.95 |
10,526.79 |
84.84 |
0.8% |
10,441.95 |
Low |
10,287.48 |
10,414.40 |
126.92 |
1.2% |
10,007.76 |
Close |
10,424.62 |
10,525.43 |
100.81 |
1.0% |
10,424.62 |
Range |
154.47 |
112.39 |
-42.08 |
-27.2% |
434.19 |
ATR |
178.36 |
173.65 |
-4.71 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,826.04 |
10,788.13 |
10,587.24 |
|
R3 |
10,713.65 |
10,675.74 |
10,556.34 |
|
R2 |
10,601.26 |
10,601.26 |
10,546.03 |
|
R1 |
10,563.35 |
10,563.35 |
10,535.73 |
10,582.31 |
PP |
10,488.87 |
10,488.87 |
10,488.87 |
10,498.35 |
S1 |
10,450.96 |
10,450.96 |
10,515.13 |
10,469.92 |
S2 |
10,376.48 |
10,376.48 |
10,504.83 |
|
S3 |
10,264.09 |
10,338.57 |
10,494.52 |
|
S4 |
10,151.70 |
10,226.18 |
10,463.62 |
|
|
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 |
10,526.79 |
10,007.76 |
519.03 |
4.9% |
187.39 |
1.8% |
100% |
True |
False |
|
10 |
10,526.79 |
10,007.76 |
519.03 |
4.9% |
175.38 |
1.7% |
100% |
True |
False |
|
20 |
10,526.79 |
9,614.32 |
912.47 |
8.7% |
171.51 |
1.6% |
100% |
True |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.3% |
174.62 |
1.7% |
93% |
False |
False |
|
60 |
11,197.93 |
9,614.32 |
1,583.61 |
15.0% |
209.54 |
2.0% |
58% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
183.08 |
1.7% |
55% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
163.13 |
1.5% |
55% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
157.94 |
1.5% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,004.45 |
2.618 |
10,821.03 |
1.618 |
10,708.64 |
1.000 |
10,639.18 |
0.618 |
10,596.25 |
HIGH |
10,526.79 |
0.618 |
10,483.86 |
0.500 |
10,470.60 |
0.382 |
10,457.33 |
LOW |
10,414.40 |
0.618 |
10,344.94 |
1.000 |
10,302.01 |
1.618 |
10,232.55 |
2.618 |
10,120.16 |
4.250 |
9,936.74 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,507.15 |
10,458.39 |
PP |
10,488.87 |
10,391.34 |
S1 |
10,470.60 |
10,324.30 |
|