Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,118.00 |
1,124.75 |
6.75 |
0.6% |
1,101.25 |
High |
1,126.00 |
1,127.75 |
1.75 |
0.2% |
1,118.75 |
Low |
1,112.25 |
1,115.50 |
3.25 |
0.3% |
1,083.50 |
Close |
1,124.50 |
1,123.50 |
-1.00 |
-0.1% |
1,098.25 |
Range |
13.75 |
12.25 |
-1.50 |
-10.9% |
35.25 |
ATR |
21.00 |
20.38 |
-0.63 |
-3.0% |
0.00 |
Volume |
1,591,800 |
1,331,274 |
-260,526 |
-16.4% |
9,348,843 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.00 |
1,153.50 |
1,130.25 |
|
R3 |
1,146.75 |
1,141.25 |
1,126.75 |
|
R2 |
1,134.50 |
1,134.50 |
1,125.75 |
|
R1 |
1,129.00 |
1,129.00 |
1,124.50 |
1,125.50 |
PP |
1,122.25 |
1,122.25 |
1,122.25 |
1,120.50 |
S1 |
1,116.75 |
1,116.75 |
1,122.50 |
1,113.50 |
S2 |
1,110.00 |
1,110.00 |
1,121.25 |
|
S3 |
1,097.75 |
1,104.50 |
1,120.25 |
|
S4 |
1,085.50 |
1,092.25 |
1,116.75 |
|
|
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 |
1,127.75 |
1,083.50 |
44.25 |
3.9% |
15.50 |
1.4% |
90% |
True |
False |
1,760,056 |
10 |
1,127.75 |
1,083.50 |
44.25 |
3.9% |
16.50 |
1.5% |
90% |
True |
False |
1,807,791 |
20 |
1,127.75 |
1,050.75 |
77.00 |
6.9% |
19.50 |
1.7% |
94% |
True |
False |
1,916,709 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
21.50 |
1.9% |
95% |
False |
False |
2,110,616 |
60 |
1,170.00 |
1,002.75 |
167.25 |
14.9% |
24.50 |
2.2% |
72% |
False |
False |
1,416,841 |
80 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
24.75 |
2.2% |
58% |
False |
False |
1,063,459 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
22.00 |
2.0% |
58% |
False |
False |
851,006 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
20.00 |
1.8% |
58% |
False |
False |
709,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.75 |
2.618 |
1,159.75 |
1.618 |
1,147.50 |
1.000 |
1,140.00 |
0.618 |
1,135.25 |
HIGH |
1,127.75 |
0.618 |
1,123.00 |
0.500 |
1,121.50 |
0.382 |
1,120.25 |
LOW |
1,115.50 |
0.618 |
1,108.00 |
1.000 |
1,103.25 |
1.618 |
1,095.75 |
2.618 |
1,083.50 |
4.250 |
1,063.50 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,123.00 |
1,122.25 |
PP |
1,122.25 |
1,121.25 |
S1 |
1,121.50 |
1,120.00 |
|