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 |
4,545.0 |
4,537.0 |
-8.0 |
-0.2% |
4,472.0 |
High |
4,550.0 |
4,539.0 |
-11.0 |
-0.2% |
4,563.0 |
Low |
4,527.0 |
4,514.0 |
-13.0 |
-0.3% |
4,472.0 |
Close |
4,537.0 |
4,529.0 |
-8.0 |
-0.2% |
4,529.0 |
Range |
23.0 |
25.0 |
2.0 |
8.7% |
91.0 |
ATR |
55.8 |
53.6 |
-2.2 |
-3.9% |
0.0 |
Volume |
20,401 |
16,569 |
-3,832 |
-18.8% |
116,568 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,602.3 |
4,590.7 |
4,542.8 |
|
R3 |
4,577.3 |
4,565.7 |
4,535.9 |
|
R2 |
4,552.3 |
4,552.3 |
4,533.6 |
|
R1 |
4,540.7 |
4,540.7 |
4,531.3 |
4,534.0 |
PP |
4,527.3 |
4,527.3 |
4,527.3 |
4,524.0 |
S1 |
4,515.7 |
4,515.7 |
4,526.7 |
4,509.0 |
S2 |
4,502.3 |
4,502.3 |
4,524.4 |
|
S3 |
4,477.3 |
4,490.7 |
4,522.1 |
|
S4 |
4,452.3 |
4,465.7 |
4,515.3 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,794.3 |
4,752.7 |
4,579.1 |
|
R3 |
4,703.3 |
4,661.7 |
4,554.0 |
|
R2 |
4,612.3 |
4,612.3 |
4,545.7 |
|
R1 |
4,570.7 |
4,570.7 |
4,537.3 |
4,591.5 |
PP |
4,521.3 |
4,521.3 |
4,521.3 |
4,531.8 |
S1 |
4,479.7 |
4,479.7 |
4,520.7 |
4,500.5 |
S2 |
4,430.3 |
4,430.3 |
4,512.3 |
|
S3 |
4,339.3 |
4,388.7 |
4,504.0 |
|
S4 |
4,248.3 |
4,297.7 |
4,479.0 |
|
|
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 |
4,472.0 |
91.0 |
2.0% |
33.4 |
0.7% |
63% |
False |
False |
23,313 |
10 |
4,563.0 |
4,450.0 |
113.0 |
2.5% |
34.2 |
0.8% |
70% |
False |
False |
23,220 |
20 |
4,563.0 |
4,322.0 |
241.0 |
5.3% |
39.3 |
0.9% |
86% |
False |
False |
22,948 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
46.6 |
1.0% |
78% |
False |
False |
27,998 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
45.6 |
1.0% |
78% |
False |
False |
18,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,645.3 |
2.618 |
4,604.5 |
1.618 |
4,579.5 |
1.000 |
4,564.0 |
0.618 |
4,554.5 |
HIGH |
4,539.0 |
0.618 |
4,529.5 |
0.500 |
4,526.5 |
0.382 |
4,523.6 |
LOW |
4,514.0 |
0.618 |
4,498.6 |
1.000 |
4,489.0 |
1.618 |
4,473.6 |
2.618 |
4,448.6 |
4.250 |
4,407.8 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,528.2 |
4,529.0 |
PP |
4,527.3 |
4,529.0 |
S1 |
4,526.5 |
4,529.0 |
|