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 |
1,183.8 |
1,184.8 |
1.0 |
0.1% |
1,192.0 |
High |
1,193.9 |
1,193.0 |
-0.9 |
-0.1% |
1,198.4 |
Low |
1,176.7 |
1,181.6 |
4.9 |
0.4% |
1,159.3 |
Close |
1,185.4 |
1,187.5 |
2.1 |
0.2% |
1,183.9 |
Range |
17.2 |
11.4 |
-5.8 |
-33.7% |
39.1 |
ATR |
18.5 |
18.0 |
-0.5 |
-2.7% |
0.0 |
Volume |
119,041 |
89,850 |
-29,191 |
-24.5% |
565,179 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.6 |
1,215.9 |
1,193.8 |
|
R3 |
1,210.2 |
1,204.5 |
1,190.6 |
|
R2 |
1,198.8 |
1,198.8 |
1,189.6 |
|
R1 |
1,193.1 |
1,193.1 |
1,188.5 |
1,196.0 |
PP |
1,187.4 |
1,187.4 |
1,187.4 |
1,188.8 |
S1 |
1,181.7 |
1,181.7 |
1,186.5 |
1,184.6 |
S2 |
1,176.0 |
1,176.0 |
1,185.4 |
|
S3 |
1,164.6 |
1,170.3 |
1,184.4 |
|
S4 |
1,153.2 |
1,158.9 |
1,181.2 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.8 |
1,280.0 |
1,205.4 |
|
R3 |
1,258.7 |
1,240.9 |
1,194.7 |
|
R2 |
1,219.6 |
1,219.6 |
1,191.1 |
|
R1 |
1,201.8 |
1,201.8 |
1,187.5 |
1,191.2 |
PP |
1,180.5 |
1,180.5 |
1,180.5 |
1,175.2 |
S1 |
1,162.7 |
1,162.7 |
1,180.3 |
1,152.1 |
S2 |
1,141.4 |
1,141.4 |
1,176.7 |
|
S3 |
1,102.3 |
1,123.6 |
1,173.1 |
|
S4 |
1,063.2 |
1,084.5 |
1,162.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,193.9 |
1,159.3 |
34.6 |
2.9% |
13.3 |
1.1% |
82% |
False |
False |
123,338 |
10 |
1,207.5 |
1,159.3 |
48.2 |
4.1% |
16.7 |
1.4% |
59% |
False |
False |
90,475 |
20 |
1,222.1 |
1,159.3 |
62.8 |
5.3% |
17.6 |
1.5% |
45% |
False |
False |
53,710 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.4% |
18.8 |
1.6% |
25% |
False |
False |
30,667 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.4% |
19.9 |
1.7% |
25% |
False |
False |
22,173 |
80 |
1,270.6 |
1,127.8 |
142.8 |
12.0% |
19.1 |
1.6% |
42% |
False |
False |
17,249 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.2% |
18.2 |
1.5% |
54% |
False |
False |
14,063 |
120 |
1,270.6 |
1,078.8 |
191.8 |
16.2% |
18.1 |
1.5% |
57% |
False |
False |
12,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.5 |
2.618 |
1,222.8 |
1.618 |
1,211.4 |
1.000 |
1,204.4 |
0.618 |
1,200.0 |
HIGH |
1,193.0 |
0.618 |
1,188.6 |
0.500 |
1,187.3 |
0.382 |
1,186.0 |
LOW |
1,181.6 |
0.618 |
1,174.6 |
1.000 |
1,170.2 |
1.618 |
1,163.2 |
2.618 |
1,151.8 |
4.250 |
1,133.2 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,187.4 |
1,185.3 |
PP |
1,187.4 |
1,183.1 |
S1 |
1,187.3 |
1,181.0 |
|