Trading Metrics calculated at close of trading on 03-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,181.8 |
1,183.8 |
2.0 |
0.2% |
1,188.0 |
High |
1,191.8 |
1,190.5 |
-1.3 |
-0.1% |
1,194.8 |
Low |
1,174.7 |
1,180.0 |
5.3 |
0.5% |
1,155.6 |
Close |
1,183.4 |
1,185.2 |
1.8 |
0.2% |
1,181.7 |
Range |
17.1 |
10.5 |
-6.6 |
-38.6% |
39.2 |
ATR |
18.8 |
18.2 |
-0.6 |
-3.2% |
0.0 |
Volume |
5,466 |
598 |
-4,868 |
-89.1% |
828,386 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.7 |
1,211.5 |
1,191.0 |
|
R3 |
1,206.2 |
1,201.0 |
1,188.1 |
|
R2 |
1,195.7 |
1,195.7 |
1,187.1 |
|
R1 |
1,190.5 |
1,190.5 |
1,186.2 |
1,193.1 |
PP |
1,185.2 |
1,185.2 |
1,185.2 |
1,186.6 |
S1 |
1,180.0 |
1,180.0 |
1,184.2 |
1,182.6 |
S2 |
1,174.7 |
1,174.7 |
1,183.3 |
|
S3 |
1,164.2 |
1,169.5 |
1,182.3 |
|
S4 |
1,153.7 |
1,159.0 |
1,179.4 |
|
|
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% |
13.0 |
1.1% |
82% |
False |
False |
100,631 |
10 |
1,203.9 |
1,155.6 |
48.3 |
4.1% |
16.7 |
1.4% |
61% |
False |
False |
126,038 |
20 |
1,218.8 |
1,155.6 |
63.2 |
5.3% |
17.8 |
1.5% |
47% |
False |
False |
122,501 |
40 |
1,266.5 |
1,155.6 |
110.9 |
9.4% |
19.4 |
1.6% |
27% |
False |
False |
125,863 |
60 |
1,266.5 |
1,155.6 |
110.9 |
9.4% |
20.5 |
1.7% |
27% |
False |
False |
105,748 |
80 |
1,266.5 |
1,125.9 |
140.6 |
11.9% |
19.7 |
1.7% |
42% |
False |
False |
80,366 |
100 |
1,266.5 |
1,087.8 |
178.7 |
15.1% |
18.7 |
1.6% |
55% |
False |
False |
64,581 |
120 |
1,266.5 |
1,075.8 |
190.7 |
16.1% |
18.6 |
1.6% |
57% |
False |
False |
54,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.1 |
2.618 |
1,218.0 |
1.618 |
1,207.5 |
1.000 |
1,201.0 |
0.618 |
1,197.0 |
HIGH |
1,190.5 |
0.618 |
1,186.5 |
0.500 |
1,185.3 |
0.382 |
1,184.0 |
LOW |
1,180.0 |
0.618 |
1,173.5 |
1.000 |
1,169.5 |
1.618 |
1,163.0 |
2.618 |
1,152.5 |
4.250 |
1,135.4 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,185.3 |
1,183.1 |
PP |
1,185.2 |
1,180.9 |
S1 |
1,185.2 |
1,178.8 |
|