| 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 |
6,295.5 |
6,289.0 |
-6.5 |
-0.1% |
6,213.0 |
| High |
6,318.0 |
6,376.5 |
58.5 |
0.9% |
6,259.0 |
| Low |
6,270.5 |
6,267.5 |
-3.0 |
0.0% |
6,063.0 |
| Close |
6,304.0 |
6,342.5 |
38.5 |
0.6% |
6,167.0 |
| Range |
47.5 |
109.0 |
61.5 |
129.5% |
196.0 |
| ATR |
119.5 |
118.7 |
-0.7 |
-0.6% |
0.0 |
| Volume |
96,147 |
121,221 |
25,074 |
26.1% |
608,880 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,655.8 |
6,608.2 |
6,402.5 |
|
| R3 |
6,546.8 |
6,499.2 |
6,372.5 |
|
| R2 |
6,437.8 |
6,437.8 |
6,362.5 |
|
| R1 |
6,390.2 |
6,390.2 |
6,352.5 |
6,414.0 |
| PP |
6,328.8 |
6,328.8 |
6,328.8 |
6,340.8 |
| S1 |
6,281.2 |
6,281.2 |
6,332.5 |
6,305.0 |
| S2 |
6,219.8 |
6,219.8 |
6,322.5 |
|
| S3 |
6,110.8 |
6,172.2 |
6,312.5 |
|
| S4 |
6,001.8 |
6,063.2 |
6,282.6 |
|
|
| 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 |
6,376.5 |
6,063.0 |
313.5 |
4.9% |
113.1 |
1.8% |
89% |
True |
False |
120,811 |
| 10 |
6,376.5 |
5,954.5 |
422.0 |
6.7% |
110.8 |
1.7% |
92% |
True |
False |
122,474 |
| 20 |
6,376.5 |
5,911.5 |
465.0 |
7.3% |
110.0 |
1.7% |
93% |
True |
False |
125,565 |
| 40 |
6,376.5 |
5,805.0 |
571.5 |
9.0% |
116.1 |
1.8% |
94% |
True |
False |
119,827 |
| 60 |
6,376.5 |
5,615.0 |
761.5 |
12.0% |
127.1 |
2.0% |
96% |
True |
False |
80,239 |
| 80 |
6,376.5 |
5,593.5 |
783.0 |
12.3% |
129.0 |
2.0% |
96% |
True |
False |
60,295 |
| 100 |
6,376.5 |
5,593.5 |
783.0 |
12.3% |
115.2 |
1.8% |
96% |
True |
False |
48,523 |
| 120 |
6,376.5 |
5,528.0 |
848.5 |
13.4% |
106.7 |
1.7% |
96% |
True |
False |
40,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,839.8 |
|
2.618 |
6,661.9 |
|
1.618 |
6,552.9 |
|
1.000 |
6,485.5 |
|
0.618 |
6,443.9 |
|
HIGH |
6,376.5 |
|
0.618 |
6,334.9 |
|
0.500 |
6,322.0 |
|
0.382 |
6,309.1 |
|
LOW |
6,267.5 |
|
0.618 |
6,200.1 |
|
1.000 |
6,158.5 |
|
1.618 |
6,091.1 |
|
2.618 |
5,982.1 |
|
4.250 |
5,804.3 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,335.7 |
6,322.0 |
| PP |
6,328.8 |
6,301.5 |
| S1 |
6,322.0 |
6,281.0 |
|