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 |
9,670 |
9,595 |
-75 |
-0.8% |
9,550 |
High |
9,700 |
9,690 |
-10 |
-0.1% |
9,755 |
Low |
9,555 |
9,465 |
-90 |
-0.9% |
9,465 |
Close |
9,610 |
9,600 |
-10 |
-0.1% |
9,600 |
Range |
145 |
225 |
80 |
55.2% |
290 |
ATR |
198 |
200 |
2 |
1.0% |
0 |
Volume |
6,500 |
10,756 |
4,256 |
65.5% |
47,620 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,260 |
10,155 |
9,724 |
|
R3 |
10,035 |
9,930 |
9,662 |
|
R2 |
9,810 |
9,810 |
9,641 |
|
R1 |
9,705 |
9,705 |
9,621 |
9,758 |
PP |
9,585 |
9,585 |
9,585 |
9,611 |
S1 |
9,480 |
9,480 |
9,580 |
9,533 |
S2 |
9,360 |
9,360 |
9,559 |
|
S3 |
9,135 |
9,255 |
9,538 |
|
S4 |
8,910 |
9,030 |
9,476 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,477 |
10,328 |
9,760 |
|
R3 |
10,187 |
10,038 |
9,680 |
|
R2 |
9,897 |
9,897 |
9,653 |
|
R1 |
9,748 |
9,748 |
9,627 |
9,823 |
PP |
9,607 |
9,607 |
9,607 |
9,644 |
S1 |
9,458 |
9,458 |
9,574 |
9,533 |
S2 |
9,317 |
9,317 |
9,547 |
|
S3 |
9,027 |
9,168 |
9,520 |
|
S4 |
8,737 |
8,878 |
9,441 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,755 |
9,465 |
290 |
3.0% |
180 |
1.9% |
47% |
False |
True |
9,524 |
10 |
9,775 |
9,425 |
350 |
3.6% |
174 |
1.8% |
50% |
False |
False |
8,931 |
20 |
9,830 |
9,180 |
650 |
6.8% |
199 |
2.1% |
65% |
False |
False |
9,126 |
40 |
10,305 |
9,050 |
1,255 |
13.1% |
208 |
2.2% |
44% |
False |
False |
9,712 |
60 |
10,610 |
9,050 |
1,560 |
16.3% |
184 |
1.9% |
35% |
False |
False |
7,066 |
80 |
11,365 |
9,050 |
2,315 |
24.1% |
148 |
1.5% |
24% |
False |
False |
5,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,646 |
2.618 |
10,279 |
1.618 |
10,054 |
1.000 |
9,915 |
0.618 |
9,829 |
HIGH |
9,690 |
0.618 |
9,604 |
0.500 |
9,578 |
0.382 |
9,551 |
LOW |
9,465 |
0.618 |
9,326 |
1.000 |
9,240 |
1.618 |
9,101 |
2.618 |
8,876 |
4.250 |
8,509 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,593 |
9,594 |
PP |
9,585 |
9,588 |
S1 |
9,578 |
9,583 |
|