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 |
10,591 |
10,639 |
48 |
0.5% |
10,390 |
High |
10,660 |
10,664 |
4 |
0.0% |
10,538 |
Low |
10,551 |
10,569 |
18 |
0.2% |
10,286 |
Close |
10,635 |
10,635 |
0 |
0.0% |
10,417 |
Range |
109 |
95 |
-14 |
-12.8% |
252 |
ATR |
174 |
168 |
-6 |
-3.2% |
0 |
Volume |
105,667 |
83,313 |
-22,354 |
-21.2% |
670,487 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,908 |
10,866 |
10,687 |
|
R3 |
10,813 |
10,771 |
10,661 |
|
R2 |
10,718 |
10,718 |
10,653 |
|
R1 |
10,676 |
10,676 |
10,644 |
10,650 |
PP |
10,623 |
10,623 |
10,623 |
10,609 |
S1 |
10,581 |
10,581 |
10,626 |
10,555 |
S2 |
10,528 |
10,528 |
10,618 |
|
S3 |
10,433 |
10,486 |
10,609 |
|
S4 |
10,338 |
10,391 |
10,583 |
|
|
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 |
10,664 |
10,286 |
378 |
3.6% |
131 |
1.2% |
92% |
True |
False |
120,161 |
10 |
10,664 |
10,235 |
429 |
4.0% |
135 |
1.3% |
93% |
True |
False |
126,608 |
20 |
10,664 |
9,946 |
718 |
6.8% |
160 |
1.5% |
96% |
True |
False |
134,083 |
40 |
10,664 |
9,506 |
1,158 |
10.9% |
177 |
1.7% |
97% |
True |
False |
139,502 |
60 |
10,859 |
9,506 |
1,353 |
12.7% |
201 |
1.9% |
83% |
False |
False |
93,225 |
80 |
11,144 |
9,506 |
1,638 |
15.4% |
203 |
1.9% |
69% |
False |
False |
69,946 |
100 |
11,144 |
9,506 |
1,638 |
15.4% |
177 |
1.7% |
69% |
False |
False |
55,962 |
120 |
11,144 |
9,506 |
1,638 |
15.4% |
150 |
1.4% |
69% |
False |
False |
46,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,068 |
2.618 |
10,913 |
1.618 |
10,818 |
1.000 |
10,759 |
0.618 |
10,723 |
HIGH |
10,664 |
0.618 |
10,628 |
0.500 |
10,617 |
0.382 |
10,605 |
LOW |
10,569 |
0.618 |
10,510 |
1.000 |
10,474 |
1.618 |
10,415 |
2.618 |
10,320 |
4.250 |
10,165 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,629 |
10,626 |
PP |
10,623 |
10,616 |
S1 |
10,617 |
10,607 |
|