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 |
10,405 |
10,459 |
54 |
0.5% |
10,390 |
High |
10,460 |
10,643 |
183 |
1.7% |
10,538 |
Low |
10,286 |
10,448 |
162 |
1.6% |
10,286 |
Close |
10,417 |
10,617 |
200 |
1.9% |
10,417 |
Range |
174 |
195 |
21 |
12.1% |
252 |
ATR |
183 |
186 |
3 |
1.7% |
0 |
Volume |
159,472 |
151,104 |
-8,368 |
-5.2% |
670,487 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,154 |
11,081 |
10,724 |
|
R3 |
10,959 |
10,886 |
10,671 |
|
R2 |
10,764 |
10,764 |
10,653 |
|
R1 |
10,691 |
10,691 |
10,635 |
10,728 |
PP |
10,569 |
10,569 |
10,569 |
10,588 |
S1 |
10,496 |
10,496 |
10,599 |
10,533 |
S2 |
10,374 |
10,374 |
10,581 |
|
S3 |
10,179 |
10,301 |
10,564 |
|
S4 |
9,984 |
10,106 |
10,510 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,170 |
11,045 |
10,556 |
|
R3 |
10,918 |
10,793 |
10,486 |
|
R2 |
10,666 |
10,666 |
10,463 |
|
R1 |
10,541 |
10,541 |
10,440 |
10,604 |
PP |
10,414 |
10,414 |
10,414 |
10,445 |
S1 |
10,289 |
10,289 |
10,394 |
10,352 |
S2 |
10,162 |
10,162 |
10,371 |
|
S3 |
9,910 |
10,037 |
10,348 |
|
S4 |
9,658 |
9,785 |
10,279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,643 |
10,286 |
357 |
3.4% |
157 |
1.5% |
93% |
True |
False |
134,177 |
10 |
10,643 |
9,946 |
697 |
6.6% |
180 |
1.7% |
96% |
True |
False |
143,806 |
20 |
10,643 |
9,506 |
1,137 |
10.7% |
186 |
1.8% |
98% |
True |
False |
143,415 |
40 |
10,643 |
9,506 |
1,137 |
10.7% |
186 |
1.8% |
98% |
True |
False |
132,419 |
60 |
10,859 |
9,506 |
1,353 |
12.7% |
211 |
2.0% |
82% |
False |
False |
88,403 |
80 |
11,144 |
9,506 |
1,638 |
15.4% |
202 |
1.9% |
68% |
False |
False |
66,319 |
100 |
11,144 |
9,506 |
1,638 |
15.4% |
174 |
1.6% |
68% |
False |
False |
53,059 |
120 |
11,144 |
9,506 |
1,638 |
15.4% |
150 |
1.4% |
68% |
False |
False |
44,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,472 |
2.618 |
11,154 |
1.618 |
10,959 |
1.000 |
10,838 |
0.618 |
10,764 |
HIGH |
10,643 |
0.618 |
10,569 |
0.500 |
10,546 |
0.382 |
10,523 |
LOW |
10,448 |
0.618 |
10,328 |
1.000 |
10,253 |
1.618 |
10,133 |
2.618 |
9,938 |
4.250 |
9,619 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,593 |
10,566 |
PP |
10,569 |
10,515 |
S1 |
10,546 |
10,465 |
|