| 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 |
6,348.0 |
6,361.0 |
13.0 |
0.2% |
6,185.5 |
| High |
6,387.5 |
6,391.5 |
4.0 |
0.1% |
6,391.5 |
| Low |
6,324.0 |
6,247.5 |
-76.5 |
-1.2% |
6,185.5 |
| Close |
6,342.0 |
6,266.0 |
-76.0 |
-1.2% |
6,266.0 |
| Range |
63.5 |
144.0 |
80.5 |
126.8% |
206.0 |
| ATR |
114.8 |
116.9 |
2.1 |
1.8% |
0.0 |
| Volume |
101,154 |
144,394 |
43,240 |
42.7% |
573,121 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,733.7 |
6,643.8 |
6,345.2 |
|
| R3 |
6,589.7 |
6,499.8 |
6,305.6 |
|
| R2 |
6,445.7 |
6,445.7 |
6,292.4 |
|
| R1 |
6,355.8 |
6,355.8 |
6,279.2 |
6,328.8 |
| PP |
6,301.7 |
6,301.7 |
6,301.7 |
6,288.1 |
| S1 |
6,211.8 |
6,211.8 |
6,252.8 |
6,184.8 |
| S2 |
6,157.7 |
6,157.7 |
6,239.6 |
|
| S3 |
6,013.7 |
6,067.8 |
6,226.4 |
|
| S4 |
5,869.7 |
5,923.8 |
6,186.8 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,899.0 |
6,788.5 |
6,379.3 |
|
| R3 |
6,693.0 |
6,582.5 |
6,322.7 |
|
| R2 |
6,487.0 |
6,487.0 |
6,303.8 |
|
| R1 |
6,376.5 |
6,376.5 |
6,284.9 |
6,431.8 |
| PP |
6,281.0 |
6,281.0 |
6,281.0 |
6,308.6 |
| S1 |
6,170.5 |
6,170.5 |
6,247.1 |
6,225.8 |
| S2 |
6,075.0 |
6,075.0 |
6,228.2 |
|
| S3 |
5,869.0 |
5,964.5 |
6,209.4 |
|
| S4 |
5,663.0 |
5,758.5 |
6,152.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,391.5 |
6,185.5 |
206.0 |
3.3% |
97.7 |
1.6% |
39% |
True |
False |
114,624 |
| 10 |
6,391.5 |
6,063.0 |
328.5 |
5.2% |
103.2 |
1.6% |
62% |
True |
False |
118,200 |
| 20 |
6,391.5 |
5,911.5 |
480.0 |
7.7% |
113.9 |
1.8% |
74% |
True |
False |
127,155 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.4% |
113.3 |
1.8% |
79% |
True |
False |
125,760 |
| 60 |
6,391.5 |
5,615.0 |
776.5 |
12.4% |
125.7 |
2.0% |
84% |
True |
False |
84,320 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
130.3 |
2.1% |
84% |
True |
False |
63,347 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
116.1 |
1.9% |
84% |
True |
False |
50,918 |
| 120 |
6,391.5 |
5,536.5 |
855.0 |
13.6% |
107.6 |
1.7% |
85% |
True |
False |
42,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,003.5 |
|
2.618 |
6,768.5 |
|
1.618 |
6,624.5 |
|
1.000 |
6,535.5 |
|
0.618 |
6,480.5 |
|
HIGH |
6,391.5 |
|
0.618 |
6,336.5 |
|
0.500 |
6,319.5 |
|
0.382 |
6,302.5 |
|
LOW |
6,247.5 |
|
0.618 |
6,158.5 |
|
1.000 |
6,103.5 |
|
1.618 |
6,014.5 |
|
2.618 |
5,870.5 |
|
4.250 |
5,635.5 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,319.5 |
6,319.5 |
| PP |
6,301.7 |
6,301.7 |
| S1 |
6,283.8 |
6,283.8 |
|