Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,124.75 |
1,123.50 |
-1.25 |
-0.1% |
1,104.50 |
High |
1,127.75 |
1,127.00 |
-0.75 |
-0.1% |
1,127.75 |
Low |
1,115.50 |
1,103.75 |
-11.75 |
-1.1% |
1,101.75 |
Close |
1,123.50 |
1,119.50 |
-4.00 |
-0.4% |
1,119.50 |
Range |
12.25 |
23.25 |
11.00 |
89.8% |
26.00 |
ATR |
20.38 |
20.58 |
0.21 |
1.0% |
0.00 |
Volume |
1,331,274 |
2,177,263 |
845,989 |
63.5% |
8,727,443 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.50 |
1,176.25 |
1,132.25 |
|
R3 |
1,163.25 |
1,153.00 |
1,126.00 |
|
R2 |
1,140.00 |
1,140.00 |
1,123.75 |
|
R1 |
1,129.75 |
1,129.75 |
1,121.75 |
1,123.25 |
PP |
1,116.75 |
1,116.75 |
1,116.75 |
1,113.50 |
S1 |
1,106.50 |
1,106.50 |
1,117.25 |
1,100.00 |
S2 |
1,093.50 |
1,093.50 |
1,115.25 |
|
S3 |
1,070.25 |
1,083.25 |
1,113.00 |
|
S4 |
1,047.00 |
1,060.00 |
1,106.75 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.25 |
1,183.00 |
1,133.75 |
|
R3 |
1,168.25 |
1,157.00 |
1,126.75 |
|
R2 |
1,142.25 |
1,142.25 |
1,124.25 |
|
R1 |
1,131.00 |
1,131.00 |
1,122.00 |
1,136.50 |
PP |
1,116.25 |
1,116.25 |
1,116.25 |
1,119.25 |
S1 |
1,105.00 |
1,105.00 |
1,117.00 |
1,110.50 |
S2 |
1,090.25 |
1,090.25 |
1,114.75 |
|
S3 |
1,064.25 |
1,079.00 |
1,112.25 |
|
S4 |
1,038.25 |
1,053.00 |
1,105.25 |
|
|
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 |
1,101.75 |
26.00 |
2.3% |
16.25 |
1.5% |
68% |
False |
False |
1,745,488 |
10 |
1,127.75 |
1,083.50 |
44.25 |
4.0% |
17.00 |
1.5% |
81% |
False |
False |
1,807,628 |
20 |
1,127.75 |
1,050.75 |
77.00 |
6.9% |
20.00 |
1.8% |
89% |
False |
False |
1,919,962 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
21.25 |
1.9% |
92% |
False |
False |
2,155,936 |
60 |
1,170.00 |
1,002.75 |
167.25 |
14.9% |
24.25 |
2.2% |
70% |
False |
False |
1,452,953 |
80 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
25.00 |
2.2% |
56% |
False |
False |
1,090,669 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
22.00 |
2.0% |
56% |
False |
False |
872,776 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
20.25 |
1.8% |
56% |
False |
False |
727,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.75 |
2.618 |
1,187.75 |
1.618 |
1,164.50 |
1.000 |
1,150.25 |
0.618 |
1,141.25 |
HIGH |
1,127.00 |
0.618 |
1,118.00 |
0.500 |
1,115.50 |
0.382 |
1,112.75 |
LOW |
1,103.75 |
0.618 |
1,089.50 |
1.000 |
1,080.50 |
1.618 |
1,066.25 |
2.618 |
1,043.00 |
4.250 |
1,005.00 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,118.00 |
1,118.25 |
PP |
1,116.75 |
1,117.00 |
S1 |
1,115.50 |
1,115.75 |
|