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 |
1,906.25 |
1,902.50 |
-3.75 |
-0.2% |
1,868.75 |
High |
1,912.75 |
1,907.75 |
-5.00 |
-0.3% |
1,912.75 |
Low |
1,891.00 |
1,871.25 |
-19.75 |
-1.0% |
1,864.50 |
Close |
1,901.00 |
1,902.50 |
1.50 |
0.1% |
1,902.50 |
Range |
21.75 |
36.50 |
14.75 |
67.8% |
48.25 |
ATR |
37.10 |
37.06 |
-0.04 |
-0.1% |
0.00 |
Volume |
224,023 |
373,035 |
149,012 |
66.5% |
1,444,282 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.25 |
1,989.50 |
1,922.50 |
|
R3 |
1,966.75 |
1,953.00 |
1,912.50 |
|
R2 |
1,930.25 |
1,930.25 |
1,909.25 |
|
R1 |
1,916.50 |
1,916.50 |
1,905.75 |
1,920.75 |
PP |
1,893.75 |
1,893.75 |
1,893.75 |
1,896.00 |
S1 |
1,880.00 |
1,880.00 |
1,899.25 |
1,884.25 |
S2 |
1,857.25 |
1,857.25 |
1,895.75 |
|
S3 |
1,820.75 |
1,843.50 |
1,892.50 |
|
S4 |
1,784.25 |
1,807.00 |
1,882.50 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.00 |
2,018.50 |
1,929.00 |
|
R3 |
1,989.75 |
1,970.25 |
1,915.75 |
|
R2 |
1,941.50 |
1,941.50 |
1,911.25 |
|
R1 |
1,922.00 |
1,922.00 |
1,907.00 |
1,931.75 |
PP |
1,893.25 |
1,893.25 |
1,893.25 |
1,898.00 |
S1 |
1,873.75 |
1,873.75 |
1,898.00 |
1,883.50 |
S2 |
1,845.00 |
1,845.00 |
1,893.75 |
|
S3 |
1,796.75 |
1,825.50 |
1,889.25 |
|
S4 |
1,748.50 |
1,777.25 |
1,876.00 |
|
|
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 |
1,864.50 |
48.25 |
2.5% |
28.25 |
1.5% |
79% |
False |
False |
288,856 |
10 |
1,912.75 |
1,831.50 |
81.25 |
4.3% |
30.50 |
1.6% |
87% |
False |
False |
293,342 |
20 |
1,912.75 |
1,781.75 |
131.00 |
6.9% |
36.00 |
1.9% |
92% |
False |
False |
309,703 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
38.75 |
2.0% |
84% |
False |
False |
321,751 |
60 |
1,980.00 |
1,698.00 |
282.00 |
14.8% |
44.25 |
2.3% |
73% |
False |
False |
215,425 |
80 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
46.25 |
2.4% |
57% |
False |
False |
161,639 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
41.00 |
2.2% |
57% |
False |
False |
129,322 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.8% |
34.50 |
1.8% |
57% |
False |
False |
107,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.00 |
2.618 |
2,003.25 |
1.618 |
1,966.75 |
1.000 |
1,944.25 |
0.618 |
1,930.25 |
HIGH |
1,907.75 |
0.618 |
1,893.75 |
0.500 |
1,889.50 |
0.382 |
1,885.25 |
LOW |
1,871.25 |
0.618 |
1,848.75 |
1.000 |
1,834.75 |
1.618 |
1,812.25 |
2.618 |
1,775.75 |
4.250 |
1,716.00 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,898.25 |
1,899.00 |
PP |
1,893.75 |
1,895.50 |
S1 |
1,889.50 |
1,892.00 |
|