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 |
5,369.5 |
5,380.0 |
10.5 |
0.2% |
5,277.0 |
High |
5,401.5 |
5,393.0 |
-8.5 |
-0.2% |
5,401.5 |
Low |
5,339.5 |
5,289.5 |
-50.0 |
-0.9% |
5,272.0 |
Close |
5,356.0 |
5,317.0 |
-39.0 |
-0.7% |
5,317.0 |
Range |
62.0 |
103.5 |
41.5 |
66.9% |
129.5 |
ATR |
99.8 |
100.1 |
0.3 |
0.3% |
0.0 |
Volume |
62,683 |
94,005 |
31,322 |
50.0% |
446,760 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,643.5 |
5,584.0 |
5,374.0 |
|
R3 |
5,540.0 |
5,480.5 |
5,345.5 |
|
R2 |
5,436.5 |
5,436.5 |
5,336.0 |
|
R1 |
5,377.0 |
5,377.0 |
5,326.5 |
5,355.0 |
PP |
5,333.0 |
5,333.0 |
5,333.0 |
5,322.0 |
S1 |
5,273.5 |
5,273.5 |
5,307.5 |
5,251.5 |
S2 |
5,229.5 |
5,229.5 |
5,298.0 |
|
S3 |
5,126.0 |
5,170.0 |
5,288.5 |
|
S4 |
5,022.5 |
5,066.5 |
5,260.0 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,718.5 |
5,647.5 |
5,388.0 |
|
R3 |
5,589.0 |
5,518.0 |
5,352.5 |
|
R2 |
5,459.5 |
5,459.5 |
5,340.5 |
|
R1 |
5,388.5 |
5,388.5 |
5,329.0 |
5,424.0 |
PP |
5,330.0 |
5,330.0 |
5,330.0 |
5,348.0 |
S1 |
5,259.0 |
5,259.0 |
5,305.0 |
5,294.5 |
S2 |
5,200.5 |
5,200.5 |
5,293.5 |
|
S3 |
5,071.0 |
5,129.5 |
5,281.5 |
|
S4 |
4,941.5 |
5,000.0 |
5,246.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,401.5 |
5,272.0 |
129.5 |
2.4% |
84.0 |
1.6% |
35% |
False |
False |
89,352 |
10 |
5,401.5 |
5,210.5 |
191.0 |
3.6% |
84.0 |
1.6% |
56% |
False |
False |
87,632 |
20 |
5,401.5 |
5,056.5 |
345.0 |
6.5% |
93.5 |
1.8% |
76% |
False |
False |
91,137 |
40 |
5,401.5 |
4,757.0 |
644.5 |
12.1% |
97.0 |
1.8% |
87% |
False |
False |
104,265 |
60 |
5,401.5 |
4,757.0 |
644.5 |
12.1% |
102.5 |
1.9% |
87% |
False |
False |
71,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,833.0 |
2.618 |
5,664.0 |
1.618 |
5,560.5 |
1.000 |
5,496.5 |
0.618 |
5,457.0 |
HIGH |
5,393.0 |
0.618 |
5,353.5 |
0.500 |
5,341.0 |
0.382 |
5,329.0 |
LOW |
5,289.5 |
0.618 |
5,225.5 |
1.000 |
5,186.0 |
1.618 |
5,122.0 |
2.618 |
5,018.5 |
4.250 |
4,849.5 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,341.0 |
5,345.5 |
PP |
5,333.0 |
5,336.0 |
S1 |
5,325.0 |
5,326.5 |
|