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 |
4,471.0 |
4,472.0 |
1.0 |
0.0% |
4,480.0 |
High |
4,480.0 |
4,519.0 |
39.0 |
0.9% |
4,510.0 |
Low |
4,450.0 |
4,472.0 |
22.0 |
0.5% |
4,450.0 |
Close |
4,462.0 |
4,504.0 |
42.0 |
0.9% |
4,462.0 |
Range |
30.0 |
47.0 |
17.0 |
56.7% |
60.0 |
ATR |
59.8 |
59.6 |
-0.2 |
-0.3% |
0.0 |
Volume |
26,268 |
21,188 |
-5,080 |
-19.3% |
115,636 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,639.3 |
4,618.7 |
4,529.9 |
|
R3 |
4,592.3 |
4,571.7 |
4,516.9 |
|
R2 |
4,545.3 |
4,545.3 |
4,512.6 |
|
R1 |
4,524.7 |
4,524.7 |
4,508.3 |
4,535.0 |
PP |
4,498.3 |
4,498.3 |
4,498.3 |
4,503.5 |
S1 |
4,477.7 |
4,477.7 |
4,499.7 |
4,488.0 |
S2 |
4,451.3 |
4,451.3 |
4,495.4 |
|
S3 |
4,404.3 |
4,430.7 |
4,491.1 |
|
S4 |
4,357.3 |
4,383.7 |
4,478.2 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.0 |
4,618.0 |
4,495.0 |
|
R3 |
4,594.0 |
4,558.0 |
4,478.5 |
|
R2 |
4,534.0 |
4,534.0 |
4,473.0 |
|
R1 |
4,498.0 |
4,498.0 |
4,467.5 |
4,486.0 |
PP |
4,474.0 |
4,474.0 |
4,474.0 |
4,468.0 |
S1 |
4,438.0 |
4,438.0 |
4,456.5 |
4,426.0 |
S2 |
4,414.0 |
4,414.0 |
4,451.0 |
|
S3 |
4,354.0 |
4,378.0 |
4,445.5 |
|
S4 |
4,294.0 |
4,318.0 |
4,429.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,519.0 |
4,450.0 |
69.0 |
1.5% |
38.4 |
0.9% |
78% |
True |
False |
22,763 |
10 |
4,519.0 |
4,322.0 |
197.0 |
4.4% |
42.2 |
0.9% |
92% |
True |
False |
23,778 |
20 |
4,519.0 |
4,163.0 |
356.0 |
7.9% |
46.8 |
1.0% |
96% |
True |
False |
24,321 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.4% |
49.3 |
1.1% |
73% |
False |
False |
25,786 |
60 |
4,654.0 |
4,163.0 |
491.0 |
10.9% |
46.7 |
1.0% |
69% |
False |
False |
17,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,718.8 |
2.618 |
4,642.0 |
1.618 |
4,595.0 |
1.000 |
4,566.0 |
0.618 |
4,548.0 |
HIGH |
4,519.0 |
0.618 |
4,501.0 |
0.500 |
4,495.5 |
0.382 |
4,490.0 |
LOW |
4,472.0 |
0.618 |
4,443.0 |
1.000 |
4,425.0 |
1.618 |
4,396.0 |
2.618 |
4,349.0 |
4.250 |
4,272.3 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,501.2 |
4,497.5 |
PP |
4,498.3 |
4,491.0 |
S1 |
4,495.5 |
4,484.5 |
|