| 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 |
2,761.0 |
2,821.0 |
60.0 |
2.2% |
2,742.0 |
| High |
2,837.0 |
2,826.0 |
-11.0 |
-0.4% |
2,801.0 |
| Low |
2,755.0 |
2,793.0 |
38.0 |
1.4% |
2,706.0 |
| Close |
2,815.0 |
2,815.0 |
0.0 |
0.0% |
2,745.0 |
| Range |
82.0 |
33.0 |
-49.0 |
-59.8% |
95.0 |
| ATR |
69.3 |
66.7 |
-2.6 |
-3.7% |
0.0 |
| Volume |
1,141,240 |
839,415 |
-301,825 |
-26.4% |
5,308,809 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.3 |
2,895.7 |
2,833.2 |
|
| R3 |
2,877.3 |
2,862.7 |
2,824.1 |
|
| R2 |
2,844.3 |
2,844.3 |
2,821.1 |
|
| R1 |
2,829.7 |
2,829.7 |
2,818.0 |
2,820.5 |
| PP |
2,811.3 |
2,811.3 |
2,811.3 |
2,806.8 |
| S1 |
2,796.7 |
2,796.7 |
2,812.0 |
2,787.5 |
| S2 |
2,778.3 |
2,778.3 |
2,809.0 |
|
| S3 |
2,745.3 |
2,763.7 |
2,805.9 |
|
| S4 |
2,712.3 |
2,730.7 |
2,796.9 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.7 |
2,985.3 |
2,797.3 |
|
| R3 |
2,940.7 |
2,890.3 |
2,771.1 |
|
| R2 |
2,845.7 |
2,845.7 |
2,762.4 |
|
| R1 |
2,795.3 |
2,795.3 |
2,753.7 |
2,820.5 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,763.3 |
| S1 |
2,700.3 |
2,700.3 |
2,736.3 |
2,725.5 |
| S2 |
2,655.7 |
2,655.7 |
2,727.6 |
|
| S3 |
2,560.7 |
2,605.3 |
2,718.9 |
|
| S4 |
2,465.7 |
2,510.3 |
2,692.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,837.0 |
2,707.0 |
130.0 |
4.6% |
58.8 |
2.1% |
83% |
False |
False |
1,060,265 |
| 10 |
2,837.0 |
2,601.0 |
236.0 |
8.4% |
61.4 |
2.2% |
91% |
False |
False |
1,108,706 |
| 20 |
2,837.0 |
2,528.0 |
309.0 |
11.0% |
64.5 |
2.3% |
93% |
False |
False |
1,155,780 |
| 40 |
2,837.0 |
2,463.0 |
374.0 |
13.3% |
65.5 |
2.3% |
94% |
False |
False |
1,110,140 |
| 60 |
2,837.0 |
2,432.0 |
405.0 |
14.4% |
72.1 |
2.6% |
95% |
False |
False |
742,320 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
74.8 |
2.7% |
77% |
False |
False |
557,228 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
66.8 |
2.4% |
77% |
False |
False |
446,945 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
60.0 |
2.1% |
77% |
False |
False |
372,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.3 |
|
2.618 |
2,912.4 |
|
1.618 |
2,879.4 |
|
1.000 |
2,859.0 |
|
0.618 |
2,846.4 |
|
HIGH |
2,826.0 |
|
0.618 |
2,813.4 |
|
0.500 |
2,809.5 |
|
0.382 |
2,805.6 |
|
LOW |
2,793.0 |
|
0.618 |
2,772.6 |
|
1.000 |
2,760.0 |
|
1.618 |
2,739.6 |
|
2.618 |
2,706.6 |
|
4.250 |
2,652.8 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,813.2 |
2,800.7 |
| PP |
2,811.3 |
2,786.3 |
| S1 |
2,809.5 |
2,772.0 |
|