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 |
4,472.0 |
4,561.0 |
89.0 |
2.0% |
4,480.0 |
High |
4,519.0 |
4,563.0 |
44.0 |
1.0% |
4,510.0 |
Low |
4,472.0 |
4,523.0 |
51.0 |
1.1% |
4,450.0 |
Close |
4,504.0 |
4,537.0 |
33.0 |
0.7% |
4,462.0 |
Range |
47.0 |
40.0 |
-7.0 |
-14.9% |
60.0 |
ATR |
59.6 |
59.6 |
0.0 |
-0.1% |
0.0 |
Volume |
21,188 |
30,282 |
9,094 |
42.9% |
115,636 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,661.0 |
4,639.0 |
4,559.0 |
|
R3 |
4,621.0 |
4,599.0 |
4,548.0 |
|
R2 |
4,581.0 |
4,581.0 |
4,544.3 |
|
R1 |
4,559.0 |
4,559.0 |
4,540.7 |
4,550.0 |
PP |
4,541.0 |
4,541.0 |
4,541.0 |
4,536.5 |
S1 |
4,519.0 |
4,519.0 |
4,533.3 |
4,510.0 |
S2 |
4,501.0 |
4,501.0 |
4,529.7 |
|
S3 |
4,461.0 |
4,479.0 |
4,526.0 |
|
S4 |
4,421.0 |
4,439.0 |
4,515.0 |
|
|
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 |
4,563.0 |
4,450.0 |
113.0 |
2.5% |
39.0 |
0.9% |
77% |
True |
False |
24,872 |
10 |
4,563.0 |
4,341.0 |
222.0 |
4.9% |
38.7 |
0.9% |
88% |
True |
False |
23,834 |
20 |
4,563.0 |
4,213.0 |
350.0 |
7.7% |
43.3 |
1.0% |
93% |
True |
False |
24,447 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
49.4 |
1.1% |
80% |
False |
False |
26,537 |
60 |
4,654.0 |
4,163.0 |
491.0 |
10.8% |
46.5 |
1.0% |
76% |
False |
False |
17,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,733.0 |
2.618 |
4,667.7 |
1.618 |
4,627.7 |
1.000 |
4,603.0 |
0.618 |
4,587.7 |
HIGH |
4,563.0 |
0.618 |
4,547.7 |
0.500 |
4,543.0 |
0.382 |
4,538.3 |
LOW |
4,523.0 |
0.618 |
4,498.3 |
1.000 |
4,483.0 |
1.618 |
4,458.3 |
2.618 |
4,418.3 |
4.250 |
4,353.0 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,543.0 |
4,526.8 |
PP |
4,541.0 |
4,516.7 |
S1 |
4,539.0 |
4,506.5 |
|