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 |
1,096.25 |
1,104.50 |
8.25 |
0.8% |
1,101.25 |
High |
1,103.50 |
1,124.25 |
20.75 |
1.9% |
1,118.75 |
Low |
1,083.50 |
1,101.75 |
18.25 |
1.7% |
1,083.50 |
Close |
1,098.25 |
1,121.75 |
23.50 |
2.1% |
1,098.25 |
Range |
20.00 |
22.50 |
2.50 |
12.5% |
35.25 |
ATR |
22.22 |
22.49 |
0.27 |
1.2% |
0.00 |
Volume |
2,250,104 |
2,133,582 |
-116,522 |
-5.2% |
9,348,843 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.50 |
1,175.00 |
1,134.00 |
|
R3 |
1,161.00 |
1,152.50 |
1,128.00 |
|
R2 |
1,138.50 |
1,138.50 |
1,126.00 |
|
R1 |
1,130.00 |
1,130.00 |
1,123.75 |
1,134.25 |
PP |
1,116.00 |
1,116.00 |
1,116.00 |
1,118.00 |
S1 |
1,107.50 |
1,107.50 |
1,119.75 |
1,111.75 |
S2 |
1,093.50 |
1,093.50 |
1,117.50 |
|
S3 |
1,071.00 |
1,085.00 |
1,115.50 |
|
S4 |
1,048.50 |
1,062.50 |
1,109.50 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,206.00 |
1,187.25 |
1,117.75 |
|
R3 |
1,170.75 |
1,152.00 |
1,108.00 |
|
R2 |
1,135.50 |
1,135.50 |
1,104.75 |
|
R1 |
1,116.75 |
1,116.75 |
1,101.50 |
1,108.50 |
PP |
1,100.25 |
1,100.25 |
1,100.25 |
1,096.00 |
S1 |
1,081.50 |
1,081.50 |
1,095.00 |
1,073.25 |
S2 |
1,065.00 |
1,065.00 |
1,091.75 |
|
S3 |
1,029.75 |
1,046.25 |
1,088.50 |
|
S4 |
994.50 |
1,011.00 |
1,078.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,124.25 |
1,083.50 |
40.75 |
3.6% |
19.25 |
1.7% |
94% |
True |
False |
1,878,268 |
10 |
1,124.25 |
1,050.75 |
73.50 |
6.6% |
21.75 |
1.9% |
97% |
True |
False |
2,013,896 |
20 |
1,124.25 |
1,002.75 |
121.50 |
10.8% |
22.25 |
2.0% |
98% |
True |
False |
2,052,035 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
22.25 |
2.0% |
94% |
False |
False |
2,007,408 |
60 |
1,170.00 |
1,002.75 |
167.25 |
14.9% |
25.75 |
2.3% |
71% |
False |
False |
1,343,674 |
80 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
24.75 |
2.2% |
57% |
False |
False |
1,008,302 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
22.00 |
2.0% |
57% |
False |
False |
806,844 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
20.25 |
1.8% |
57% |
False |
False |
672,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,220.00 |
2.618 |
1,183.25 |
1.618 |
1,160.75 |
1.000 |
1,146.75 |
0.618 |
1,138.25 |
HIGH |
1,124.25 |
0.618 |
1,115.75 |
0.500 |
1,113.00 |
0.382 |
1,110.25 |
LOW |
1,101.75 |
0.618 |
1,087.75 |
1.000 |
1,079.25 |
1.618 |
1,065.25 |
2.618 |
1,042.75 |
4.250 |
1,006.00 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,118.75 |
1,115.75 |
PP |
1,116.00 |
1,109.75 |
S1 |
1,113.00 |
1,104.00 |
|