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 |
1,892.50 |
1,906.25 |
13.75 |
0.7% |
1,874.25 |
High |
1,910.00 |
1,912.75 |
2.75 |
0.1% |
1,900.75 |
Low |
1,883.25 |
1,891.00 |
7.75 |
0.4% |
1,831.50 |
Close |
1,905.25 |
1,901.00 |
-4.25 |
-0.2% |
1,862.25 |
Range |
26.75 |
21.75 |
-5.00 |
-18.7% |
69.25 |
ATR |
38.28 |
37.10 |
-1.18 |
-3.1% |
0.00 |
Volume |
276,207 |
224,023 |
-52,184 |
-18.9% |
1,489,147 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.75 |
1,955.75 |
1,913.00 |
|
R3 |
1,945.00 |
1,934.00 |
1,907.00 |
|
R2 |
1,923.25 |
1,923.25 |
1,905.00 |
|
R1 |
1,912.25 |
1,912.25 |
1,903.00 |
1,907.00 |
PP |
1,901.50 |
1,901.50 |
1,901.50 |
1,899.00 |
S1 |
1,890.50 |
1,890.50 |
1,899.00 |
1,885.00 |
S2 |
1,879.75 |
1,879.75 |
1,897.00 |
|
S3 |
1,858.00 |
1,868.75 |
1,895.00 |
|
S4 |
1,836.25 |
1,847.00 |
1,889.00 |
|
|
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 |
1,912.75 |
1,831.50 |
81.25 |
4.3% |
29.25 |
1.5% |
86% |
True |
False |
291,150 |
10 |
1,912.75 |
1,831.50 |
81.25 |
4.3% |
30.00 |
1.6% |
86% |
True |
False |
290,939 |
20 |
1,912.75 |
1,781.75 |
131.00 |
6.9% |
35.50 |
1.9% |
91% |
True |
False |
306,557 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
39.25 |
2.1% |
84% |
False |
False |
313,175 |
60 |
1,980.00 |
1,698.00 |
282.00 |
14.8% |
44.50 |
2.3% |
72% |
False |
False |
209,213 |
80 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
46.00 |
2.4% |
57% |
False |
False |
156,977 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
40.75 |
2.1% |
57% |
False |
False |
125,592 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
34.25 |
1.8% |
57% |
False |
False |
104,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,005.25 |
2.618 |
1,969.75 |
1.618 |
1,948.00 |
1.000 |
1,934.50 |
0.618 |
1,926.25 |
HIGH |
1,912.75 |
0.618 |
1,904.50 |
0.500 |
1,902.00 |
0.382 |
1,899.25 |
LOW |
1,891.00 |
0.618 |
1,877.50 |
1.000 |
1,869.25 |
1.618 |
1,855.75 |
2.618 |
1,834.00 |
4.250 |
1,798.50 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,902.00 |
1,899.50 |
PP |
1,901.50 |
1,897.75 |
S1 |
1,901.25 |
1,896.25 |
|