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 |
9,750 |
9,630 |
-120 |
-1.2% |
9,520 |
High |
9,755 |
9,665 |
-90 |
-0.9% |
9,775 |
Low |
9,605 |
9,485 |
-120 |
-1.2% |
9,425 |
Close |
9,665 |
9,650 |
-15 |
-0.2% |
9,550 |
Range |
150 |
180 |
30 |
20.0% |
350 |
ATR |
204 |
202 |
-2 |
-0.8% |
0 |
Volume |
9,167 |
11,027 |
1,860 |
20.3% |
41,694 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,140 |
10,075 |
9,749 |
|
R3 |
9,960 |
9,895 |
9,700 |
|
R2 |
9,780 |
9,780 |
9,683 |
|
R1 |
9,715 |
9,715 |
9,667 |
9,748 |
PP |
9,600 |
9,600 |
9,600 |
9,616 |
S1 |
9,535 |
9,535 |
9,634 |
9,568 |
S2 |
9,420 |
9,420 |
9,617 |
|
S3 |
9,240 |
9,355 |
9,601 |
|
S4 |
9,060 |
9,175 |
9,551 |
|
|
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 |
9,755 |
9,425 |
330 |
3.4% |
190 |
2.0% |
68% |
False |
False |
9,155 |
10 |
9,775 |
9,195 |
580 |
6.0% |
184 |
1.9% |
78% |
False |
False |
9,247 |
20 |
9,830 |
9,180 |
650 |
6.7% |
194 |
2.0% |
72% |
False |
False |
9,227 |
40 |
10,305 |
9,050 |
1,255 |
13.0% |
211 |
2.2% |
48% |
False |
False |
9,923 |
60 |
10,680 |
9,050 |
1,630 |
16.9% |
178 |
1.8% |
37% |
False |
False |
6,779 |
80 |
11,365 |
9,050 |
2,315 |
24.0% |
144 |
1.5% |
26% |
False |
False |
5,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,430 |
2.618 |
10,136 |
1.618 |
9,956 |
1.000 |
9,845 |
0.618 |
9,776 |
HIGH |
9,665 |
0.618 |
9,596 |
0.500 |
9,575 |
0.382 |
9,554 |
LOW |
9,485 |
0.618 |
9,374 |
1.000 |
9,305 |
1.618 |
9,194 |
2.618 |
9,014 |
4.250 |
8,720 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,625 |
9,640 |
PP |
9,600 |
9,630 |
S1 |
9,575 |
9,620 |
|