Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,168.2 |
1,181.8 |
13.6 |
1.2% |
1,188.0 |
High |
1,183.1 |
1,191.8 |
8.7 |
0.7% |
1,194.8 |
Low |
1,165.8 |
1,174.7 |
8.9 |
0.8% |
1,155.6 |
Close |
1,181.7 |
1,183.4 |
1.7 |
0.1% |
1,181.7 |
Range |
17.3 |
17.1 |
-0.2 |
-1.2% |
39.2 |
ATR |
19.0 |
18.8 |
-0.1 |
-0.7% |
0.0 |
Volume |
54,384 |
5,466 |
-48,918 |
-89.9% |
828,386 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.6 |
1,226.1 |
1,192.8 |
|
R3 |
1,217.5 |
1,209.0 |
1,188.1 |
|
R2 |
1,200.4 |
1,200.4 |
1,186.5 |
|
R1 |
1,191.9 |
1,191.9 |
1,185.0 |
1,196.2 |
PP |
1,183.3 |
1,183.3 |
1,183.3 |
1,185.4 |
S1 |
1,174.8 |
1,174.8 |
1,181.8 |
1,179.1 |
S2 |
1,166.2 |
1,166.2 |
1,180.3 |
|
S3 |
1,149.1 |
1,157.7 |
1,178.7 |
|
S4 |
1,132.0 |
1,140.6 |
1,174.0 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.0 |
1,277.5 |
1,203.3 |
|
R3 |
1,255.8 |
1,238.3 |
1,192.5 |
|
R2 |
1,216.6 |
1,216.6 |
1,188.9 |
|
R1 |
1,199.1 |
1,199.1 |
1,185.3 |
1,188.3 |
PP |
1,177.4 |
1,177.4 |
1,177.4 |
1,171.9 |
S1 |
1,159.9 |
1,159.9 |
1,178.1 |
1,149.1 |
S2 |
1,138.2 |
1,138.2 |
1,174.5 |
|
S3 |
1,099.0 |
1,120.7 |
1,170.9 |
|
S4 |
1,059.8 |
1,081.5 |
1,160.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,191.8 |
1,155.6 |
36.2 |
3.1% |
16.8 |
1.4% |
77% |
True |
False |
139,243 |
10 |
1,203.9 |
1,155.6 |
48.3 |
4.1% |
17.5 |
1.5% |
58% |
False |
False |
137,899 |
20 |
1,218.8 |
1,155.6 |
63.2 |
5.3% |
18.6 |
1.6% |
44% |
False |
False |
128,452 |
40 |
1,266.5 |
1,155.6 |
110.9 |
9.4% |
20.0 |
1.7% |
25% |
False |
False |
129,346 |
60 |
1,266.5 |
1,155.6 |
110.9 |
9.4% |
20.7 |
1.7% |
25% |
False |
False |
105,989 |
80 |
1,266.5 |
1,125.9 |
140.6 |
11.9% |
19.8 |
1.7% |
41% |
False |
False |
80,379 |
100 |
1,266.5 |
1,087.8 |
178.7 |
15.1% |
18.7 |
1.6% |
53% |
False |
False |
64,614 |
120 |
1,266.5 |
1,066.0 |
200.5 |
16.9% |
18.7 |
1.6% |
59% |
False |
False |
54,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.5 |
2.618 |
1,236.6 |
1.618 |
1,219.5 |
1.000 |
1,208.9 |
0.618 |
1,202.4 |
HIGH |
1,191.8 |
0.618 |
1,185.3 |
0.500 |
1,183.3 |
0.382 |
1,181.2 |
LOW |
1,174.7 |
0.618 |
1,164.1 |
1.000 |
1,157.6 |
1.618 |
1,147.0 |
2.618 |
1,129.9 |
4.250 |
1,102.0 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,183.4 |
1,180.7 |
PP |
1,183.3 |
1,178.0 |
S1 |
1,183.3 |
1,175.3 |
|