Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,537.01 |
10,498.94 |
-38.07 |
-0.4% |
10,098.12 |
High |
10,548.52 |
10,584.99 |
36.47 |
0.3% |
10,441.95 |
Low |
10,463.22 |
10,387.39 |
-75.83 |
-0.7% |
10,007.76 |
Close |
10,497.88 |
10,467.16 |
-30.72 |
-0.3% |
10,424.62 |
Range |
85.30 |
197.60 |
112.30 |
131.7% |
434.19 |
ATR |
161.36 |
163.95 |
2.59 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,072.65 |
10,967.50 |
10,575.84 |
|
R3 |
10,875.05 |
10,769.90 |
10,521.50 |
|
R2 |
10,677.45 |
10,677.45 |
10,503.39 |
|
R1 |
10,572.30 |
10,572.30 |
10,485.27 |
10,526.08 |
PP |
10,479.85 |
10,479.85 |
10,479.85 |
10,456.73 |
S1 |
10,374.70 |
10,374.70 |
10,449.05 |
10,328.48 |
S2 |
10,282.25 |
10,282.25 |
10,430.93 |
|
S3 |
10,084.65 |
10,177.10 |
10,412.82 |
|
S4 |
9,887.05 |
9,979.50 |
10,358.48 |
|
|
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 |
10,584.99 |
10,287.48 |
297.51 |
2.8% |
126.65 |
1.2% |
60% |
True |
False |
|
10 |
10,584.99 |
10,007.76 |
577.23 |
5.5% |
169.36 |
1.6% |
80% |
True |
False |
|
20 |
10,584.99 |
9,614.32 |
970.67 |
9.3% |
160.86 |
1.5% |
88% |
True |
False |
|
40 |
10,594.16 |
9,614.32 |
979.84 |
9.4% |
168.90 |
1.6% |
87% |
False |
False |
|
60 |
10,946.79 |
9,614.32 |
1,332.47 |
12.7% |
204.87 |
2.0% |
64% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
184.87 |
1.8% |
52% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
164.46 |
1.6% |
52% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
156.43 |
1.5% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,424.79 |
2.618 |
11,102.31 |
1.618 |
10,904.71 |
1.000 |
10,782.59 |
0.618 |
10,707.11 |
HIGH |
10,584.99 |
0.618 |
10,509.51 |
0.500 |
10,486.19 |
0.382 |
10,462.87 |
LOW |
10,387.39 |
0.618 |
10,265.27 |
1.000 |
10,189.79 |
1.618 |
10,067.67 |
2.618 |
9,870.07 |
4.250 |
9,547.59 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,486.19 |
10,486.19 |
PP |
10,479.85 |
10,479.85 |
S1 |
10,473.50 |
10,473.50 |
|