Trading Metrics calculated at close of trading on 04-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,561.0 |
4,540.0 |
-21.0 |
-0.5% |
4,480.0 |
High |
4,563.0 |
4,540.0 |
-23.0 |
-0.5% |
4,510.0 |
Low |
4,523.0 |
4,508.0 |
-15.0 |
-0.3% |
4,450.0 |
Close |
4,537.0 |
4,518.0 |
-19.0 |
-0.4% |
4,462.0 |
Range |
40.0 |
32.0 |
-8.0 |
-20.0% |
60.0 |
ATR |
59.6 |
57.6 |
-2.0 |
-3.3% |
0.0 |
Volume |
30,282 |
28,128 |
-2,154 |
-7.1% |
115,636 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,618.0 |
4,600.0 |
4,535.6 |
|
R3 |
4,586.0 |
4,568.0 |
4,526.8 |
|
R2 |
4,554.0 |
4,554.0 |
4,523.9 |
|
R1 |
4,536.0 |
4,536.0 |
4,520.9 |
4,529.0 |
PP |
4,522.0 |
4,522.0 |
4,522.0 |
4,518.5 |
S1 |
4,504.0 |
4,504.0 |
4,515.1 |
4,497.0 |
S2 |
4,490.0 |
4,490.0 |
4,512.1 |
|
S3 |
4,458.0 |
4,472.0 |
4,509.2 |
|
S4 |
4,426.0 |
4,440.0 |
4,500.4 |
|
|
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% |
36.0 |
0.8% |
60% |
False |
False |
25,423 |
10 |
4,563.0 |
4,341.0 |
222.0 |
4.9% |
38.1 |
0.8% |
80% |
False |
False |
24,640 |
20 |
4,563.0 |
4,309.0 |
254.0 |
5.6% |
42.0 |
0.9% |
82% |
False |
False |
24,130 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
48.0 |
1.1% |
76% |
False |
False |
27,215 |
60 |
4,654.0 |
4,163.0 |
491.0 |
10.9% |
45.9 |
1.0% |
72% |
False |
False |
18,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,676.0 |
2.618 |
4,623.8 |
1.618 |
4,591.8 |
1.000 |
4,572.0 |
0.618 |
4,559.8 |
HIGH |
4,540.0 |
0.618 |
4,527.8 |
0.500 |
4,524.0 |
0.382 |
4,520.2 |
LOW |
4,508.0 |
0.618 |
4,488.2 |
1.000 |
4,476.0 |
1.618 |
4,456.2 |
2.618 |
4,424.2 |
4.250 |
4,372.0 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,524.0 |
4,517.8 |
PP |
4,522.0 |
4,517.7 |
S1 |
4,520.0 |
4,517.5 |
|