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 |
1,893.75 |
1,892.50 |
-1.25 |
-0.1% |
1,874.25 |
High |
1,898.25 |
1,910.00 |
11.75 |
0.6% |
1,900.75 |
Low |
1,879.75 |
1,883.25 |
3.50 |
0.2% |
1,831.50 |
Close |
1,893.00 |
1,905.25 |
12.25 |
0.6% |
1,862.25 |
Range |
18.50 |
26.75 |
8.25 |
44.6% |
69.25 |
ATR |
39.17 |
38.28 |
-0.89 |
-2.3% |
0.00 |
Volume |
215,692 |
276,207 |
60,515 |
28.1% |
1,489,147 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.75 |
1,969.25 |
1,920.00 |
|
R3 |
1,953.00 |
1,942.50 |
1,912.50 |
|
R2 |
1,926.25 |
1,926.25 |
1,910.25 |
|
R1 |
1,915.75 |
1,915.75 |
1,907.75 |
1,921.00 |
PP |
1,899.50 |
1,899.50 |
1,899.50 |
1,902.00 |
S1 |
1,889.00 |
1,889.00 |
1,902.75 |
1,894.25 |
S2 |
1,872.75 |
1,872.75 |
1,900.25 |
|
S3 |
1,846.00 |
1,862.25 |
1,898.00 |
|
S4 |
1,819.25 |
1,835.50 |
1,890.50 |
|
|
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 |
1,910.00 |
1,831.50 |
78.50 |
4.1% |
34.50 |
1.8% |
94% |
True |
False |
297,022 |
10 |
1,910.00 |
1,812.50 |
97.50 |
5.1% |
33.50 |
1.8% |
95% |
True |
False |
308,724 |
20 |
1,910.00 |
1,774.50 |
135.50 |
7.1% |
36.00 |
1.9% |
96% |
True |
False |
310,562 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
40.00 |
2.1% |
85% |
False |
False |
307,805 |
60 |
1,980.00 |
1,698.00 |
282.00 |
14.8% |
45.00 |
2.4% |
73% |
False |
False |
205,484 |
80 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
46.00 |
2.4% |
58% |
False |
False |
154,178 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
40.50 |
2.1% |
58% |
False |
False |
123,352 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
34.00 |
1.8% |
58% |
False |
False |
102,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,023.75 |
2.618 |
1,980.00 |
1.618 |
1,953.25 |
1.000 |
1,936.75 |
0.618 |
1,926.50 |
HIGH |
1,910.00 |
0.618 |
1,899.75 |
0.500 |
1,896.50 |
0.382 |
1,893.50 |
LOW |
1,883.25 |
0.618 |
1,866.75 |
1.000 |
1,856.50 |
1.618 |
1,840.00 |
2.618 |
1,813.25 |
4.250 |
1,769.50 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,902.50 |
1,899.25 |
PP |
1,899.50 |
1,893.25 |
S1 |
1,896.50 |
1,887.25 |
|