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 |
1,184.8 |
1,188.1 |
3.3 |
0.3% |
1,192.0 |
High |
1,193.0 |
1,205.5 |
12.5 |
1.0% |
1,198.4 |
Low |
1,181.6 |
1,187.0 |
5.4 |
0.5% |
1,159.3 |
Close |
1,187.5 |
1,195.9 |
8.4 |
0.7% |
1,183.9 |
Range |
11.4 |
18.5 |
7.1 |
62.3% |
39.1 |
ATR |
18.0 |
18.0 |
0.0 |
0.2% |
0.0 |
Volume |
89,850 |
100,536 |
10,686 |
11.9% |
565,179 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.6 |
1,242.3 |
1,206.1 |
|
R3 |
1,233.1 |
1,223.8 |
1,201.0 |
|
R2 |
1,214.6 |
1,214.6 |
1,199.3 |
|
R1 |
1,205.3 |
1,205.3 |
1,197.6 |
1,210.0 |
PP |
1,196.1 |
1,196.1 |
1,196.1 |
1,198.5 |
S1 |
1,186.8 |
1,186.8 |
1,194.2 |
1,191.5 |
S2 |
1,177.6 |
1,177.6 |
1,192.5 |
|
S3 |
1,159.1 |
1,168.3 |
1,190.8 |
|
S4 |
1,140.6 |
1,149.8 |
1,185.7 |
|
|
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 |
1,205.5 |
1,161.6 |
43.9 |
3.7% |
15.1 |
1.3% |
78% |
True |
False |
120,064 |
10 |
1,207.5 |
1,159.3 |
48.2 |
4.0% |
17.1 |
1.4% |
76% |
False |
False |
96,846 |
20 |
1,222.1 |
1,159.3 |
62.8 |
5.3% |
17.5 |
1.5% |
58% |
False |
False |
58,264 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
18.8 |
1.6% |
33% |
False |
False |
33,048 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
19.8 |
1.7% |
33% |
False |
False |
23,761 |
80 |
1,270.6 |
1,127.8 |
142.8 |
11.9% |
19.2 |
1.6% |
48% |
False |
False |
18,480 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.2 |
1.5% |
59% |
False |
False |
15,049 |
120 |
1,270.6 |
1,082.8 |
187.8 |
15.7% |
18.1 |
1.5% |
60% |
False |
False |
12,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.1 |
2.618 |
1,253.9 |
1.618 |
1,235.4 |
1.000 |
1,224.0 |
0.618 |
1,216.9 |
HIGH |
1,205.5 |
0.618 |
1,198.4 |
0.500 |
1,196.3 |
0.382 |
1,194.1 |
LOW |
1,187.0 |
0.618 |
1,175.6 |
1.000 |
1,168.5 |
1.618 |
1,157.1 |
2.618 |
1,138.6 |
4.250 |
1,108.4 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,196.3 |
1,194.3 |
PP |
1,196.1 |
1,192.7 |
S1 |
1,196.0 |
1,191.1 |
|