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 |
1,857.00 |
1,868.75 |
11.75 |
0.6% |
1,874.25 |
High |
1,873.50 |
1,901.75 |
28.25 |
1.5% |
1,900.75 |
Low |
1,831.50 |
1,864.50 |
33.00 |
1.8% |
1,831.50 |
Close |
1,862.25 |
1,894.25 |
32.00 |
1.7% |
1,862.25 |
Range |
42.00 |
37.25 |
-4.75 |
-11.3% |
69.25 |
ATR |
40.85 |
40.76 |
-0.10 |
-0.2% |
0.00 |
Volume |
384,506 |
355,325 |
-29,181 |
-7.6% |
1,489,147 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.50 |
1,983.75 |
1,914.75 |
|
R3 |
1,961.25 |
1,946.50 |
1,904.50 |
|
R2 |
1,924.00 |
1,924.00 |
1,901.00 |
|
R1 |
1,909.25 |
1,909.25 |
1,897.75 |
1,916.50 |
PP |
1,886.75 |
1,886.75 |
1,886.75 |
1,890.50 |
S1 |
1,872.00 |
1,872.00 |
1,890.75 |
1,879.50 |
S2 |
1,849.50 |
1,849.50 |
1,887.50 |
|
S3 |
1,812.25 |
1,834.75 |
1,884.00 |
|
S4 |
1,775.00 |
1,797.50 |
1,873.75 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.50 |
2,036.75 |
1,900.25 |
|
R3 |
2,003.25 |
1,967.50 |
1,881.25 |
|
R2 |
1,934.00 |
1,934.00 |
1,875.00 |
|
R1 |
1,898.25 |
1,898.25 |
1,868.50 |
1,881.50 |
PP |
1,864.75 |
1,864.75 |
1,864.75 |
1,856.50 |
S1 |
1,829.00 |
1,829.00 |
1,856.00 |
1,812.25 |
S2 |
1,795.50 |
1,795.50 |
1,849.50 |
|
S3 |
1,726.25 |
1,759.75 |
1,843.25 |
|
S4 |
1,657.00 |
1,690.50 |
1,824.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,901.75 |
1,831.50 |
70.25 |
3.7% |
36.00 |
1.9% |
89% |
True |
False |
303,557 |
10 |
1,901.75 |
1,781.75 |
120.00 |
6.3% |
40.00 |
2.1% |
94% |
True |
False |
324,738 |
20 |
1,901.75 |
1,705.75 |
196.00 |
10.3% |
40.00 |
2.1% |
96% |
True |
False |
319,844 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
41.25 |
2.2% |
81% |
False |
False |
295,684 |
60 |
1,980.00 |
1,698.00 |
282.00 |
14.9% |
47.50 |
2.5% |
70% |
False |
False |
197,303 |
80 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
45.75 |
2.4% |
55% |
False |
False |
148,031 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
40.25 |
2.1% |
55% |
False |
False |
118,433 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
34.00 |
1.8% |
55% |
False |
False |
98,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,060.00 |
2.618 |
1,999.25 |
1.618 |
1,962.00 |
1.000 |
1,939.00 |
0.618 |
1,924.75 |
HIGH |
1,901.75 |
0.618 |
1,887.50 |
0.500 |
1,883.00 |
0.382 |
1,878.75 |
LOW |
1,864.50 |
0.618 |
1,841.50 |
1.000 |
1,827.25 |
1.618 |
1,804.25 |
2.618 |
1,767.00 |
4.250 |
1,706.25 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,890.50 |
1,885.00 |
PP |
1,886.75 |
1,875.75 |
S1 |
1,883.00 |
1,866.50 |
|