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 |
1,117.36 |
1,112.84 |
-4.52 |
-0.4% |
1,066.85 |
High |
1,120.95 |
1,114.66 |
-6.29 |
-0.6% |
1,103.73 |
Low |
1,109.78 |
1,103.11 |
-6.67 |
-0.6% |
1,056.88 |
Close |
1,113.84 |
1,106.13 |
-7.71 |
-0.7% |
1,102.66 |
Range |
11.17 |
11.55 |
0.38 |
3.4% |
46.85 |
ATR |
19.68 |
19.10 |
-0.58 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.62 |
1,135.92 |
1,112.48 |
|
R3 |
1,131.07 |
1,124.37 |
1,109.31 |
|
R2 |
1,119.52 |
1,119.52 |
1,108.25 |
|
R1 |
1,112.82 |
1,112.82 |
1,107.19 |
1,110.40 |
PP |
1,107.97 |
1,107.97 |
1,107.97 |
1,106.75 |
S1 |
1,101.27 |
1,101.27 |
1,105.07 |
1,098.85 |
S2 |
1,096.42 |
1,096.42 |
1,104.01 |
|
S3 |
1,084.87 |
1,089.72 |
1,102.95 |
|
S4 |
1,073.32 |
1,078.17 |
1,099.78 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,228.31 |
1,212.33 |
1,128.43 |
|
R3 |
1,181.46 |
1,165.48 |
1,115.54 |
|
R2 |
1,134.61 |
1,134.61 |
1,111.25 |
|
R1 |
1,118.63 |
1,118.63 |
1,106.95 |
1,126.62 |
PP |
1,087.76 |
1,087.76 |
1,087.76 |
1,091.75 |
S1 |
1,071.78 |
1,071.78 |
1,098.37 |
1,079.77 |
S2 |
1,040.91 |
1,040.91 |
1,094.07 |
|
S3 |
994.06 |
1,024.93 |
1,089.78 |
|
S4 |
947.21 |
978.08 |
1,076.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,120.95 |
1,072.14 |
48.81 |
4.4% |
15.53 |
1.4% |
70% |
False |
False |
|
10 |
1,120.95 |
1,056.88 |
64.07 |
5.8% |
19.07 |
1.7% |
77% |
False |
False |
|
20 |
1,120.95 |
1,010.91 |
110.04 |
9.9% |
18.51 |
1.7% |
87% |
False |
False |
|
40 |
1,131.23 |
1,010.91 |
120.32 |
10.9% |
19.41 |
1.8% |
79% |
False |
False |
|
60 |
1,197.50 |
1,010.91 |
186.59 |
16.9% |
23.28 |
2.1% |
51% |
False |
False |
|
80 |
1,219.80 |
1,010.91 |
208.89 |
18.9% |
20.86 |
1.9% |
46% |
False |
False |
|
100 |
1,219.80 |
1,010.91 |
208.89 |
18.9% |
18.65 |
1.7% |
46% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
18.9% |
17.70 |
1.6% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.75 |
2.618 |
1,144.90 |
1.618 |
1,133.35 |
1.000 |
1,126.21 |
0.618 |
1,121.80 |
HIGH |
1,114.66 |
0.618 |
1,110.25 |
0.500 |
1,108.89 |
0.382 |
1,107.52 |
LOW |
1,103.11 |
0.618 |
1,095.97 |
1.000 |
1,091.56 |
1.618 |
1,084.42 |
2.618 |
1,072.87 |
4.250 |
1,054.02 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,108.89 |
1,111.13 |
PP |
1,107.97 |
1,109.46 |
S1 |
1,107.05 |
1,107.80 |
|