Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,630 |
9,670 |
40 |
0.4% |
9,520 |
High |
9,665 |
9,700 |
35 |
0.4% |
9,775 |
Low |
9,485 |
9,555 |
70 |
0.7% |
9,425 |
Close |
9,650 |
9,610 |
-40 |
-0.4% |
9,550 |
Range |
180 |
145 |
-35 |
-19.4% |
350 |
ATR |
202 |
198 |
-4 |
-2.0% |
0 |
Volume |
11,027 |
6,500 |
-4,527 |
-41.1% |
41,694 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,057 |
9,978 |
9,690 |
|
R3 |
9,912 |
9,833 |
9,650 |
|
R2 |
9,767 |
9,767 |
9,637 |
|
R1 |
9,688 |
9,688 |
9,623 |
9,655 |
PP |
9,622 |
9,622 |
9,622 |
9,605 |
S1 |
9,543 |
9,543 |
9,597 |
9,510 |
S2 |
9,477 |
9,477 |
9,584 |
|
S3 |
9,332 |
9,398 |
9,570 |
|
S4 |
9,187 |
9,253 |
9,530 |
|
|
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% |
183 |
1.9% |
56% |
False |
False |
8,730 |
10 |
9,775 |
9,350 |
425 |
4.4% |
173 |
1.8% |
61% |
False |
False |
8,910 |
20 |
9,830 |
9,180 |
650 |
6.8% |
194 |
2.0% |
66% |
False |
False |
9,011 |
40 |
10,305 |
9,050 |
1,255 |
13.1% |
209 |
2.2% |
45% |
False |
False |
9,846 |
60 |
10,610 |
9,050 |
1,560 |
16.2% |
180 |
1.9% |
36% |
False |
False |
6,887 |
80 |
11,365 |
9,050 |
2,315 |
24.1% |
146 |
1.5% |
24% |
False |
False |
5,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,316 |
2.618 |
10,080 |
1.618 |
9,935 |
1.000 |
9,845 |
0.618 |
9,790 |
HIGH |
9,700 |
0.618 |
9,645 |
0.500 |
9,628 |
0.382 |
9,611 |
LOW |
9,555 |
0.618 |
9,466 |
1.000 |
9,410 |
1.618 |
9,321 |
2.618 |
9,176 |
4.250 |
8,939 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,628 |
9,620 |
PP |
9,622 |
9,617 |
S1 |
9,616 |
9,613 |
|