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 |
1,868.75 |
1,893.75 |
25.00 |
1.3% |
1,874.25 |
High |
1,901.75 |
1,898.25 |
-3.50 |
-0.2% |
1,900.75 |
Low |
1,864.50 |
1,879.75 |
15.25 |
0.8% |
1,831.50 |
Close |
1,894.25 |
1,893.00 |
-1.25 |
-0.1% |
1,862.25 |
Range |
37.25 |
18.50 |
-18.75 |
-50.3% |
69.25 |
ATR |
40.76 |
39.17 |
-1.59 |
-3.9% |
0.00 |
Volume |
355,325 |
215,692 |
-139,633 |
-39.3% |
1,489,147 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.75 |
1,938.00 |
1,903.25 |
|
R3 |
1,927.25 |
1,919.50 |
1,898.00 |
|
R2 |
1,908.75 |
1,908.75 |
1,896.50 |
|
R1 |
1,901.00 |
1,901.00 |
1,894.75 |
1,895.50 |
PP |
1,890.25 |
1,890.25 |
1,890.25 |
1,887.75 |
S1 |
1,882.50 |
1,882.50 |
1,891.25 |
1,877.00 |
S2 |
1,871.75 |
1,871.75 |
1,889.50 |
|
S3 |
1,853.25 |
1,864.00 |
1,888.00 |
|
S4 |
1,834.75 |
1,845.50 |
1,882.75 |
|
|
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% |
35.25 |
1.9% |
88% |
False |
False |
295,866 |
10 |
1,901.75 |
1,811.00 |
90.75 |
4.8% |
35.75 |
1.9% |
90% |
False |
False |
316,134 |
20 |
1,901.75 |
1,721.75 |
180.00 |
9.5% |
38.00 |
2.0% |
95% |
False |
False |
314,731 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
40.50 |
2.1% |
80% |
False |
False |
301,036 |
60 |
1,980.00 |
1,698.00 |
282.00 |
14.9% |
46.00 |
2.4% |
69% |
False |
False |
200,888 |
80 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
45.75 |
2.4% |
54% |
False |
False |
150,726 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
40.25 |
2.1% |
54% |
False |
False |
120,590 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
33.75 |
1.8% |
54% |
False |
False |
100,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,977.00 |
2.618 |
1,946.75 |
1.618 |
1,928.25 |
1.000 |
1,916.75 |
0.618 |
1,909.75 |
HIGH |
1,898.25 |
0.618 |
1,891.25 |
0.500 |
1,889.00 |
0.382 |
1,886.75 |
LOW |
1,879.75 |
0.618 |
1,868.25 |
1.000 |
1,861.25 |
1.618 |
1,849.75 |
2.618 |
1,831.25 |
4.250 |
1,801.00 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,891.75 |
1,884.25 |
PP |
1,890.25 |
1,875.50 |
S1 |
1,889.00 |
1,866.50 |
|