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 |
5,277.0 |
5,345.0 |
68.0 |
1.3% |
5,322.0 |
High |
5,385.0 |
5,376.5 |
-8.5 |
-0.2% |
5,381.0 |
Low |
5,272.0 |
5,324.5 |
52.5 |
1.0% |
5,210.5 |
Close |
5,355.5 |
5,360.5 |
5.0 |
0.1% |
5,245.0 |
Range |
113.0 |
52.0 |
-61.0 |
-54.0% |
170.5 |
ATR |
107.7 |
103.7 |
-4.0 |
-3.7% |
0.0 |
Volume |
132,844 |
71,251 |
-61,593 |
-46.4% |
429,563 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,510.0 |
5,487.0 |
5,389.0 |
|
R3 |
5,458.0 |
5,435.0 |
5,375.0 |
|
R2 |
5,406.0 |
5,406.0 |
5,370.0 |
|
R1 |
5,383.0 |
5,383.0 |
5,365.5 |
5,394.5 |
PP |
5,354.0 |
5,354.0 |
5,354.0 |
5,359.5 |
S1 |
5,331.0 |
5,331.0 |
5,355.5 |
5,342.5 |
S2 |
5,302.0 |
5,302.0 |
5,351.0 |
|
S3 |
5,250.0 |
5,279.0 |
5,346.0 |
|
S4 |
5,198.0 |
5,227.0 |
5,332.0 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,790.5 |
5,688.0 |
5,339.0 |
|
R3 |
5,620.0 |
5,517.5 |
5,292.0 |
|
R2 |
5,449.5 |
5,449.5 |
5,276.5 |
|
R1 |
5,347.0 |
5,347.0 |
5,260.5 |
5,313.0 |
PP |
5,279.0 |
5,279.0 |
5,279.0 |
5,262.0 |
S1 |
5,176.5 |
5,176.5 |
5,229.5 |
5,142.5 |
S2 |
5,108.5 |
5,108.5 |
5,213.5 |
|
S3 |
4,938.0 |
5,006.0 |
5,198.0 |
|
S4 |
4,767.5 |
4,835.5 |
5,151.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,385.0 |
5,210.5 |
174.5 |
3.3% |
93.0 |
1.7% |
86% |
False |
False |
93,202 |
10 |
5,385.0 |
5,130.5 |
254.5 |
4.7% |
90.0 |
1.7% |
90% |
False |
False |
92,423 |
20 |
5,385.0 |
4,857.5 |
527.5 |
9.8% |
98.0 |
1.8% |
95% |
False |
False |
94,836 |
40 |
5,385.0 |
4,757.0 |
628.0 |
11.7% |
99.0 |
1.9% |
96% |
False |
False |
99,710 |
60 |
5,385.5 |
4,757.0 |
628.5 |
11.7% |
103.0 |
1.9% |
96% |
False |
False |
67,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,597.5 |
2.618 |
5,512.5 |
1.618 |
5,460.5 |
1.000 |
5,428.5 |
0.618 |
5,408.5 |
HIGH |
5,376.5 |
0.618 |
5,356.5 |
0.500 |
5,350.5 |
0.382 |
5,344.5 |
LOW |
5,324.5 |
0.618 |
5,292.5 |
1.000 |
5,272.5 |
1.618 |
5,240.5 |
2.618 |
5,188.5 |
4.250 |
5,103.5 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,357.0 |
5,339.5 |
PP |
5,354.0 |
5,318.5 |
S1 |
5,350.5 |
5,298.0 |
|