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 |
10,615 |
10,591 |
-24 |
-0.2% |
10,390 |
High |
10,629 |
10,660 |
31 |
0.3% |
10,538 |
Low |
10,550 |
10,551 |
1 |
0.0% |
10,286 |
Close |
10,594 |
10,635 |
41 |
0.4% |
10,417 |
Range |
79 |
109 |
30 |
38.0% |
252 |
ATR |
179 |
174 |
-5 |
-2.8% |
0 |
Volume |
101,252 |
105,667 |
4,415 |
4.4% |
670,487 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,942 |
10,898 |
10,695 |
|
R3 |
10,833 |
10,789 |
10,665 |
|
R2 |
10,724 |
10,724 |
10,655 |
|
R1 |
10,680 |
10,680 |
10,645 |
10,702 |
PP |
10,615 |
10,615 |
10,615 |
10,627 |
S1 |
10,571 |
10,571 |
10,625 |
10,593 |
S2 |
10,506 |
10,506 |
10,615 |
|
S3 |
10,397 |
10,462 |
10,605 |
|
S4 |
10,288 |
10,353 |
10,575 |
|
|
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 |
10,660 |
10,286 |
374 |
3.5% |
152 |
1.4% |
93% |
True |
False |
126,697 |
10 |
10,660 |
10,035 |
625 |
5.9% |
153 |
1.4% |
96% |
True |
False |
135,472 |
20 |
10,660 |
9,946 |
714 |
6.7% |
163 |
1.5% |
96% |
True |
False |
138,159 |
40 |
10,660 |
9,506 |
1,154 |
10.9% |
179 |
1.7% |
98% |
True |
False |
137,505 |
60 |
10,859 |
9,506 |
1,353 |
12.7% |
203 |
1.9% |
83% |
False |
False |
91,840 |
80 |
11,144 |
9,506 |
1,638 |
15.4% |
202 |
1.9% |
69% |
False |
False |
68,905 |
100 |
11,144 |
9,506 |
1,638 |
15.4% |
176 |
1.7% |
69% |
False |
False |
55,129 |
120 |
11,144 |
9,506 |
1,638 |
15.4% |
149 |
1.4% |
69% |
False |
False |
45,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,123 |
2.618 |
10,945 |
1.618 |
10,836 |
1.000 |
10,769 |
0.618 |
10,727 |
HIGH |
10,660 |
0.618 |
10,618 |
0.500 |
10,606 |
0.382 |
10,593 |
LOW |
10,551 |
0.618 |
10,484 |
1.000 |
10,442 |
1.618 |
10,375 |
2.618 |
10,266 |
4.250 |
10,088 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,625 |
10,608 |
PP |
10,615 |
10,581 |
S1 |
10,606 |
10,554 |
|