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 |
1,104.50 |
1,121.75 |
17.25 |
1.6% |
1,101.25 |
High |
1,124.25 |
1,122.75 |
-1.50 |
-0.1% |
1,118.75 |
Low |
1,101.75 |
1,113.25 |
11.50 |
1.0% |
1,083.50 |
Close |
1,121.75 |
1,118.25 |
-3.50 |
-0.3% |
1,098.25 |
Range |
22.50 |
9.50 |
-13.00 |
-57.8% |
35.25 |
ATR |
22.49 |
21.56 |
-0.93 |
-4.1% |
0.00 |
Volume |
2,133,582 |
1,493,524 |
-640,058 |
-30.0% |
9,348,843 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.50 |
1,142.00 |
1,123.50 |
|
R3 |
1,137.00 |
1,132.50 |
1,120.75 |
|
R2 |
1,127.50 |
1,127.50 |
1,120.00 |
|
R1 |
1,123.00 |
1,123.00 |
1,119.00 |
1,120.50 |
PP |
1,118.00 |
1,118.00 |
1,118.00 |
1,117.00 |
S1 |
1,113.50 |
1,113.50 |
1,117.50 |
1,111.00 |
S2 |
1,108.50 |
1,108.50 |
1,116.50 |
|
S3 |
1,099.00 |
1,104.00 |
1,115.75 |
|
S4 |
1,089.50 |
1,094.50 |
1,113.00 |
|
|
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% |
18.50 |
1.7% |
85% |
False |
False |
1,868,190 |
10 |
1,124.25 |
1,061.00 |
63.25 |
5.7% |
19.75 |
1.8% |
91% |
False |
False |
1,987,161 |
20 |
1,124.25 |
1,016.25 |
108.00 |
9.7% |
21.00 |
1.9% |
94% |
False |
False |
2,019,944 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
22.00 |
2.0% |
91% |
False |
False |
2,043,177 |
60 |
1,170.00 |
1,002.75 |
167.25 |
15.0% |
25.00 |
2.2% |
69% |
False |
False |
1,368,442 |
80 |
1,211.50 |
1,002.75 |
208.75 |
18.7% |
24.75 |
2.2% |
55% |
False |
False |
1,026,960 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.7% |
22.00 |
2.0% |
55% |
False |
False |
821,779 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.7% |
20.00 |
1.8% |
55% |
False |
False |
684,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.00 |
2.618 |
1,147.50 |
1.618 |
1,138.00 |
1.000 |
1,132.25 |
0.618 |
1,128.50 |
HIGH |
1,122.75 |
0.618 |
1,119.00 |
0.500 |
1,118.00 |
0.382 |
1,117.00 |
LOW |
1,113.25 |
0.618 |
1,107.50 |
1.000 |
1,103.75 |
1.618 |
1,098.00 |
2.618 |
1,088.50 |
4.250 |
1,073.00 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,118.25 |
1,113.50 |
PP |
1,118.00 |
1,108.75 |
S1 |
1,118.00 |
1,104.00 |
|