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 |
9,550 |
9,750 |
200 |
2.1% |
9,520 |
High |
9,750 |
9,755 |
5 |
0.1% |
9,775 |
Low |
9,550 |
9,605 |
55 |
0.6% |
9,425 |
Close |
9,740 |
9,665 |
-75 |
-0.8% |
9,550 |
Range |
200 |
150 |
-50 |
-25.0% |
350 |
ATR |
208 |
204 |
-4 |
-2.0% |
0 |
Volume |
10,170 |
9,167 |
-1,003 |
-9.9% |
41,694 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,125 |
10,045 |
9,748 |
|
R3 |
9,975 |
9,895 |
9,706 |
|
R2 |
9,825 |
9,825 |
9,693 |
|
R1 |
9,745 |
9,745 |
9,679 |
9,710 |
PP |
9,675 |
9,675 |
9,675 |
9,658 |
S1 |
9,595 |
9,595 |
9,651 |
9,560 |
S2 |
9,525 |
9,525 |
9,638 |
|
S3 |
9,375 |
9,445 |
9,624 |
|
S4 |
9,225 |
9,295 |
9,583 |
|
|
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% |
182 |
1.9% |
69% |
False |
False |
8,703 |
10 |
9,775 |
9,195 |
580 |
6.0% |
189 |
2.0% |
81% |
False |
False |
9,117 |
20 |
9,830 |
9,180 |
650 |
6.7% |
201 |
2.1% |
75% |
False |
False |
9,325 |
40 |
10,305 |
9,050 |
1,255 |
13.0% |
211 |
2.2% |
49% |
False |
False |
9,860 |
60 |
10,680 |
9,050 |
1,630 |
16.9% |
175 |
1.8% |
38% |
False |
False |
6,595 |
80 |
11,365 |
9,050 |
2,315 |
24.0% |
142 |
1.5% |
27% |
False |
False |
4,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,393 |
2.618 |
10,148 |
1.618 |
9,998 |
1.000 |
9,905 |
0.618 |
9,848 |
HIGH |
9,755 |
0.618 |
9,698 |
0.500 |
9,680 |
0.382 |
9,662 |
LOW |
9,605 |
0.618 |
9,512 |
1.000 |
9,455 |
1.618 |
9,362 |
2.618 |
9,212 |
4.250 |
8,968 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,680 |
9,640 |
PP |
9,675 |
9,615 |
S1 |
9,670 |
9,590 |
|