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 |
10,459 |
10,615 |
156 |
1.5% |
10,390 |
High |
10,643 |
10,629 |
-14 |
-0.1% |
10,538 |
Low |
10,448 |
10,550 |
102 |
1.0% |
10,286 |
Close |
10,617 |
10,594 |
-23 |
-0.2% |
10,417 |
Range |
195 |
79 |
-116 |
-59.5% |
252 |
ATR |
186 |
179 |
-8 |
-4.1% |
0 |
Volume |
151,104 |
101,252 |
-49,852 |
-33.0% |
670,487 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,828 |
10,790 |
10,638 |
|
R3 |
10,749 |
10,711 |
10,616 |
|
R2 |
10,670 |
10,670 |
10,609 |
|
R1 |
10,632 |
10,632 |
10,601 |
10,612 |
PP |
10,591 |
10,591 |
10,591 |
10,581 |
S1 |
10,553 |
10,553 |
10,587 |
10,533 |
S2 |
10,512 |
10,512 |
10,580 |
|
S3 |
10,433 |
10,474 |
10,572 |
|
S4 |
10,354 |
10,395 |
10,551 |
|
|
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% |
153 |
1.4% |
86% |
False |
False |
131,053 |
10 |
10,643 |
10,013 |
630 |
5.9% |
164 |
1.5% |
92% |
False |
False |
141,011 |
20 |
10,643 |
9,613 |
1,030 |
9.7% |
176 |
1.7% |
95% |
False |
False |
140,832 |
40 |
10,643 |
9,506 |
1,137 |
10.7% |
184 |
1.7% |
96% |
False |
False |
134,920 |
60 |
10,859 |
9,506 |
1,353 |
12.8% |
207 |
2.0% |
80% |
False |
False |
90,085 |
80 |
11,144 |
9,506 |
1,638 |
15.5% |
202 |
1.9% |
66% |
False |
False |
67,584 |
100 |
11,144 |
9,506 |
1,638 |
15.5% |
175 |
1.6% |
66% |
False |
False |
54,072 |
120 |
11,144 |
9,506 |
1,638 |
15.5% |
149 |
1.4% |
66% |
False |
False |
45,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,965 |
2.618 |
10,836 |
1.618 |
10,757 |
1.000 |
10,708 |
0.618 |
10,678 |
HIGH |
10,629 |
0.618 |
10,599 |
0.500 |
10,590 |
0.382 |
10,580 |
LOW |
10,550 |
0.618 |
10,501 |
1.000 |
10,471 |
1.618 |
10,422 |
2.618 |
10,343 |
4.250 |
10,214 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,593 |
10,551 |
PP |
10,591 |
10,508 |
S1 |
10,590 |
10,465 |
|