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 |
5,345.0 |
5,359.5 |
14.5 |
0.3% |
5,322.0 |
High |
5,376.5 |
5,392.0 |
15.5 |
0.3% |
5,381.0 |
Low |
5,324.5 |
5,302.0 |
-22.5 |
-0.4% |
5,210.5 |
Close |
5,360.5 |
5,376.5 |
16.0 |
0.3% |
5,245.0 |
Range |
52.0 |
90.0 |
38.0 |
73.1% |
170.5 |
ATR |
103.7 |
102.7 |
-1.0 |
-0.9% |
0.0 |
Volume |
71,251 |
85,977 |
14,726 |
20.7% |
429,563 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,627.0 |
5,591.5 |
5,426.0 |
|
R3 |
5,537.0 |
5,501.5 |
5,401.0 |
|
R2 |
5,447.0 |
5,447.0 |
5,393.0 |
|
R1 |
5,411.5 |
5,411.5 |
5,385.0 |
5,429.0 |
PP |
5,357.0 |
5,357.0 |
5,357.0 |
5,365.5 |
S1 |
5,321.5 |
5,321.5 |
5,368.0 |
5,339.0 |
S2 |
5,267.0 |
5,267.0 |
5,360.0 |
|
S3 |
5,177.0 |
5,231.5 |
5,352.0 |
|
S4 |
5,087.0 |
5,141.5 |
5,327.0 |
|
|
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 |
5,392.0 |
5,210.5 |
181.5 |
3.4% |
89.5 |
1.7% |
91% |
True |
False |
91,829 |
10 |
5,392.0 |
5,146.0 |
246.0 |
4.6% |
91.0 |
1.7% |
94% |
True |
False |
91,517 |
20 |
5,392.0 |
5,030.0 |
362.0 |
6.7% |
93.0 |
1.7% |
96% |
True |
False |
93,861 |
40 |
5,392.0 |
4,757.0 |
635.0 |
11.8% |
99.0 |
1.8% |
98% |
True |
False |
101,824 |
60 |
5,392.0 |
4,757.0 |
635.0 |
11.8% |
102.5 |
1.9% |
98% |
True |
False |
68,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,774.5 |
2.618 |
5,627.5 |
1.618 |
5,537.5 |
1.000 |
5,482.0 |
0.618 |
5,447.5 |
HIGH |
5,392.0 |
0.618 |
5,357.5 |
0.500 |
5,347.0 |
0.382 |
5,336.5 |
LOW |
5,302.0 |
0.618 |
5,246.5 |
1.000 |
5,212.0 |
1.618 |
5,156.5 |
2.618 |
5,066.5 |
4.250 |
4,919.5 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,366.5 |
5,361.5 |
PP |
5,357.0 |
5,347.0 |
S1 |
5,347.0 |
5,332.0 |
|