| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,821.0 |
2,809.0 |
-12.0 |
-0.4% |
2,742.0 |
| High |
2,826.0 |
2,840.0 |
14.0 |
0.5% |
2,801.0 |
| Low |
2,793.0 |
2,788.0 |
-5.0 |
-0.2% |
2,706.0 |
| Close |
2,815.0 |
2,827.0 |
12.0 |
0.4% |
2,745.0 |
| Range |
33.0 |
52.0 |
19.0 |
57.6% |
95.0 |
| ATR |
66.7 |
65.7 |
-1.1 |
-1.6% |
0.0 |
| Volume |
839,415 |
994,053 |
154,638 |
18.4% |
5,308,809 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.3 |
2,952.7 |
2,855.6 |
|
| R3 |
2,922.3 |
2,900.7 |
2,841.3 |
|
| R2 |
2,870.3 |
2,870.3 |
2,836.5 |
|
| R1 |
2,848.7 |
2,848.7 |
2,831.8 |
2,859.5 |
| PP |
2,818.3 |
2,818.3 |
2,818.3 |
2,823.8 |
| S1 |
2,796.7 |
2,796.7 |
2,822.2 |
2,807.5 |
| S2 |
2,766.3 |
2,766.3 |
2,817.5 |
|
| S3 |
2,714.3 |
2,744.7 |
2,812.7 |
|
| S4 |
2,662.3 |
2,692.7 |
2,798.4 |
|
|
| 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 |
2,840.0 |
2,707.0 |
133.0 |
4.7% |
61.4 |
2.2% |
90% |
True |
False |
1,077,890 |
| 10 |
2,840.0 |
2,610.0 |
230.0 |
8.1% |
59.5 |
2.1% |
94% |
True |
False |
1,080,492 |
| 20 |
2,840.0 |
2,582.0 |
258.0 |
9.1% |
60.2 |
2.1% |
95% |
True |
False |
1,125,781 |
| 40 |
2,840.0 |
2,486.0 |
354.0 |
12.5% |
65.0 |
2.3% |
96% |
True |
False |
1,132,231 |
| 60 |
2,840.0 |
2,432.0 |
408.0 |
14.4% |
71.5 |
2.5% |
97% |
True |
False |
758,877 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
75.1 |
2.7% |
79% |
False |
False |
569,636 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
67.0 |
2.4% |
79% |
False |
False |
456,844 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
60.5 |
2.1% |
79% |
False |
False |
380,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061.0 |
|
2.618 |
2,976.1 |
|
1.618 |
2,924.1 |
|
1.000 |
2,892.0 |
|
0.618 |
2,872.1 |
|
HIGH |
2,840.0 |
|
0.618 |
2,820.1 |
|
0.500 |
2,814.0 |
|
0.382 |
2,807.9 |
|
LOW |
2,788.0 |
|
0.618 |
2,755.9 |
|
1.000 |
2,736.0 |
|
1.618 |
2,703.9 |
|
2.618 |
2,651.9 |
|
4.250 |
2,567.0 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.7 |
2,817.2 |
| PP |
2,818.3 |
2,807.3 |
| S1 |
2,814.0 |
2,797.5 |
|