| 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 |
6,185.5 |
6,295.5 |
110.0 |
1.8% |
6,213.0 |
| High |
6,310.0 |
6,318.0 |
8.0 |
0.1% |
6,259.0 |
| Low |
6,185.5 |
6,270.5 |
85.0 |
1.4% |
6,063.0 |
| Close |
6,284.0 |
6,304.0 |
20.0 |
0.3% |
6,167.0 |
| Range |
124.5 |
47.5 |
-77.0 |
-61.8% |
196.0 |
| ATR |
125.0 |
119.5 |
-5.5 |
-4.4% |
0.0 |
| Volume |
110,205 |
96,147 |
-14,058 |
-12.8% |
608,880 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,440.0 |
6,419.5 |
6,330.1 |
|
| R3 |
6,392.5 |
6,372.0 |
6,317.1 |
|
| R2 |
6,345.0 |
6,345.0 |
6,312.7 |
|
| R1 |
6,324.5 |
6,324.5 |
6,308.4 |
6,334.8 |
| PP |
6,297.5 |
6,297.5 |
6,297.5 |
6,302.6 |
| S1 |
6,277.0 |
6,277.0 |
6,299.6 |
6,287.3 |
| S2 |
6,250.0 |
6,250.0 |
6,295.3 |
|
| S3 |
6,202.5 |
6,229.5 |
6,290.9 |
|
| S4 |
6,155.0 |
6,182.0 |
6,277.9 |
|
|
| 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 |
6,318.0 |
6,063.0 |
255.0 |
4.0% |
111.8 |
1.8% |
95% |
True |
False |
118,319 |
| 10 |
6,318.0 |
5,944.5 |
373.5 |
5.9% |
112.2 |
1.8% |
96% |
True |
False |
124,918 |
| 20 |
6,318.0 |
5,853.0 |
465.0 |
7.4% |
114.6 |
1.8% |
97% |
True |
False |
127,379 |
| 40 |
6,359.5 |
5,805.0 |
554.5 |
8.8% |
116.6 |
1.8% |
90% |
False |
False |
116,836 |
| 60 |
6,359.5 |
5,615.0 |
744.5 |
11.8% |
128.3 |
2.0% |
93% |
False |
False |
78,227 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
128.3 |
2.0% |
93% |
False |
False |
58,782 |
| 100 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
114.6 |
1.8% |
93% |
False |
False |
47,319 |
| 120 |
6,359.5 |
5,487.5 |
872.0 |
13.8% |
106.6 |
1.7% |
94% |
False |
False |
39,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,519.9 |
|
2.618 |
6,442.4 |
|
1.618 |
6,394.9 |
|
1.000 |
6,365.5 |
|
0.618 |
6,347.4 |
|
HIGH |
6,318.0 |
|
0.618 |
6,299.9 |
|
0.500 |
6,294.3 |
|
0.382 |
6,288.6 |
|
LOW |
6,270.5 |
|
0.618 |
6,241.1 |
|
1.000 |
6,223.0 |
|
1.618 |
6,193.6 |
|
2.618 |
6,146.1 |
|
4.250 |
6,068.6 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,300.8 |
6,266.2 |
| PP |
6,297.5 |
6,228.3 |
| S1 |
6,294.3 |
6,190.5 |
|