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 |
10,639 |
10,634 |
-5 |
0.0% |
10,459 |
High |
10,664 |
10,685 |
21 |
0.2% |
10,685 |
Low |
10,569 |
10,473 |
-96 |
-0.9% |
10,448 |
Close |
10,635 |
10,613 |
-22 |
-0.2% |
10,613 |
Range |
95 |
212 |
117 |
123.2% |
237 |
ATR |
168 |
171 |
3 |
1.9% |
0 |
Volume |
83,313 |
139,396 |
56,083 |
67.3% |
580,732 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,226 |
11,132 |
10,730 |
|
R3 |
11,014 |
10,920 |
10,671 |
|
R2 |
10,802 |
10,802 |
10,652 |
|
R1 |
10,708 |
10,708 |
10,633 |
10,649 |
PP |
10,590 |
10,590 |
10,590 |
10,561 |
S1 |
10,496 |
10,496 |
10,594 |
10,437 |
S2 |
10,378 |
10,378 |
10,574 |
|
S3 |
10,166 |
10,284 |
10,555 |
|
S4 |
9,954 |
10,072 |
10,497 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,293 |
11,190 |
10,743 |
|
R3 |
11,056 |
10,953 |
10,678 |
|
R2 |
10,819 |
10,819 |
10,657 |
|
R1 |
10,716 |
10,716 |
10,635 |
10,768 |
PP |
10,582 |
10,582 |
10,582 |
10,608 |
S1 |
10,479 |
10,479 |
10,591 |
10,531 |
S2 |
10,345 |
10,345 |
10,570 |
|
S3 |
10,108 |
10,242 |
10,548 |
|
S4 |
9,871 |
10,005 |
10,483 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,685 |
10,448 |
237 |
2.2% |
138 |
1.3% |
70% |
True |
False |
116,146 |
10 |
10,685 |
10,286 |
399 |
3.8% |
140 |
1.3% |
82% |
True |
False |
125,121 |
20 |
10,685 |
9,946 |
739 |
7.0% |
166 |
1.6% |
90% |
True |
False |
133,882 |
40 |
10,685 |
9,506 |
1,179 |
11.1% |
175 |
1.6% |
94% |
True |
False |
142,648 |
60 |
10,859 |
9,506 |
1,353 |
12.7% |
201 |
1.9% |
82% |
False |
False |
95,546 |
80 |
11,144 |
9,506 |
1,638 |
15.4% |
204 |
1.9% |
68% |
False |
False |
71,688 |
100 |
11,144 |
9,506 |
1,638 |
15.4% |
178 |
1.7% |
68% |
False |
False |
57,356 |
120 |
11,144 |
9,506 |
1,638 |
15.4% |
151 |
1.4% |
68% |
False |
False |
47,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,586 |
2.618 |
11,240 |
1.618 |
11,028 |
1.000 |
10,897 |
0.618 |
10,816 |
HIGH |
10,685 |
0.618 |
10,604 |
0.500 |
10,579 |
0.382 |
10,554 |
LOW |
10,473 |
0.618 |
10,342 |
1.000 |
10,261 |
1.618 |
10,130 |
2.618 |
9,918 |
4.250 |
9,572 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,602 |
10,602 |
PP |
10,590 |
10,590 |
S1 |
10,579 |
10,579 |
|