Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
6,120.5 |
6,185.5 |
65.0 |
1.1% |
6,213.0 |
High |
6,190.0 |
6,310.0 |
120.0 |
1.9% |
6,259.0 |
Low |
6,063.0 |
6,185.5 |
122.5 |
2.0% |
6,063.0 |
Close |
6,167.0 |
6,284.0 |
117.0 |
1.9% |
6,167.0 |
Range |
127.0 |
124.5 |
-2.5 |
-2.0% |
196.0 |
ATR |
123.6 |
125.0 |
1.4 |
1.1% |
0.0 |
Volume |
145,877 |
110,205 |
-35,672 |
-24.5% |
608,880 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,633.3 |
6,583.2 |
6,352.5 |
|
R3 |
6,508.8 |
6,458.7 |
6,318.2 |
|
R2 |
6,384.3 |
6,384.3 |
6,306.8 |
|
R1 |
6,334.2 |
6,334.2 |
6,295.4 |
6,359.3 |
PP |
6,259.8 |
6,259.8 |
6,259.8 |
6,272.4 |
S1 |
6,209.7 |
6,209.7 |
6,272.6 |
6,234.8 |
S2 |
6,135.3 |
6,135.3 |
6,261.2 |
|
S3 |
6,010.8 |
6,085.2 |
6,249.8 |
|
S4 |
5,886.3 |
5,960.7 |
6,215.5 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,751.0 |
6,655.0 |
6,274.8 |
|
R3 |
6,555.0 |
6,459.0 |
6,220.9 |
|
R2 |
6,359.0 |
6,359.0 |
6,202.9 |
|
R1 |
6,263.0 |
6,263.0 |
6,185.0 |
6,213.0 |
PP |
6,163.0 |
6,163.0 |
6,163.0 |
6,138.0 |
S1 |
6,067.0 |
6,067.0 |
6,149.0 |
6,017.0 |
S2 |
5,967.0 |
5,967.0 |
6,131.1 |
|
S3 |
5,771.0 |
5,871.0 |
6,113.1 |
|
S4 |
5,575.0 |
5,675.0 |
6,059.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,310.0 |
6,063.0 |
247.0 |
3.9% |
116.6 |
1.9% |
89% |
True |
False |
123,179 |
10 |
6,310.0 |
5,911.5 |
398.5 |
6.3% |
121.8 |
1.9% |
93% |
True |
False |
130,578 |
20 |
6,310.0 |
5,846.5 |
463.5 |
7.4% |
120.0 |
1.9% |
94% |
True |
False |
130,640 |
40 |
6,359.5 |
5,805.0 |
554.5 |
8.8% |
118.5 |
1.9% |
86% |
False |
False |
114,555 |
60 |
6,359.5 |
5,615.0 |
744.5 |
11.8% |
129.9 |
2.1% |
90% |
False |
False |
76,638 |
80 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
128.6 |
2.0% |
90% |
False |
False |
57,584 |
100 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
114.6 |
1.8% |
90% |
False |
False |
46,372 |
120 |
6,359.5 |
5,480.0 |
879.5 |
14.0% |
106.9 |
1.7% |
91% |
False |
False |
38,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,839.1 |
2.618 |
6,635.9 |
1.618 |
6,511.4 |
1.000 |
6,434.5 |
0.618 |
6,386.9 |
HIGH |
6,310.0 |
0.618 |
6,262.4 |
0.500 |
6,247.8 |
0.382 |
6,233.1 |
LOW |
6,185.5 |
0.618 |
6,108.6 |
1.000 |
6,061.0 |
1.618 |
5,984.1 |
2.618 |
5,859.6 |
4.250 |
5,656.4 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
6,271.9 |
6,251.5 |
PP |
6,259.8 |
6,219.0 |
S1 |
6,247.8 |
6,186.5 |
|