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 |
9,655 |
9,550 |
-105 |
-1.1% |
9,520 |
High |
9,665 |
9,750 |
85 |
0.9% |
9,775 |
Low |
9,425 |
9,550 |
125 |
1.3% |
9,425 |
Close |
9,550 |
9,740 |
190 |
2.0% |
9,550 |
Range |
240 |
200 |
-40 |
-16.7% |
350 |
ATR |
209 |
208 |
-1 |
-0.3% |
0 |
Volume |
6,786 |
10,170 |
3,384 |
49.9% |
41,694 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,280 |
10,210 |
9,850 |
|
R3 |
10,080 |
10,010 |
9,795 |
|
R2 |
9,880 |
9,880 |
9,777 |
|
R1 |
9,810 |
9,810 |
9,758 |
9,845 |
PP |
9,680 |
9,680 |
9,680 |
9,698 |
S1 |
9,610 |
9,610 |
9,722 |
9,645 |
S2 |
9,480 |
9,480 |
9,703 |
|
S3 |
9,280 |
9,410 |
9,685 |
|
S4 |
9,080 |
9,210 |
9,630 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,633 |
10,442 |
9,743 |
|
R3 |
10,283 |
10,092 |
9,646 |
|
R2 |
9,933 |
9,933 |
9,614 |
|
R1 |
9,742 |
9,742 |
9,582 |
9,838 |
PP |
9,583 |
9,583 |
9,583 |
9,631 |
S1 |
9,392 |
9,392 |
9,518 |
9,488 |
S2 |
9,233 |
9,233 |
9,486 |
|
S3 |
8,883 |
9,042 |
9,454 |
|
S4 |
8,533 |
8,692 |
9,358 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,775 |
9,425 |
350 |
3.6% |
183 |
1.9% |
90% |
False |
False |
8,432 |
10 |
9,775 |
9,180 |
595 |
6.1% |
199 |
2.0% |
94% |
False |
False |
8,956 |
20 |
9,830 |
9,100 |
730 |
7.5% |
215 |
2.2% |
88% |
False |
False |
9,278 |
40 |
10,305 |
9,050 |
1,255 |
12.9% |
213 |
2.2% |
55% |
False |
False |
9,639 |
60 |
10,680 |
9,050 |
1,630 |
16.7% |
179 |
1.8% |
42% |
False |
False |
6,443 |
80 |
11,365 |
9,050 |
2,315 |
23.8% |
140 |
1.4% |
30% |
False |
False |
4,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,600 |
2.618 |
10,274 |
1.618 |
10,074 |
1.000 |
9,950 |
0.618 |
9,874 |
HIGH |
9,750 |
0.618 |
9,674 |
0.500 |
9,650 |
0.382 |
9,627 |
LOW |
9,550 |
0.618 |
9,427 |
1.000 |
9,350 |
1.618 |
9,227 |
2.618 |
9,027 |
4.250 |
8,700 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,710 |
9,690 |
PP |
9,680 |
9,640 |
S1 |
9,650 |
9,590 |
|