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 |
1,197.0 |
1,197.4 |
0.4 |
0.0% |
1,183.8 |
High |
1,202.8 |
1,213.3 |
10.5 |
0.9% |
1,213.3 |
Low |
1,192.0 |
1,194.5 |
2.5 |
0.2% |
1,176.7 |
Close |
1,199.3 |
1,205.3 |
6.0 |
0.5% |
1,205.3 |
Range |
10.8 |
18.8 |
8.0 |
74.1% |
36.6 |
ATR |
17.5 |
17.6 |
0.1 |
0.5% |
0.0 |
Volume |
71,548 |
92,912 |
21,364 |
29.9% |
473,887 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.8 |
1,251.8 |
1,215.6 |
|
R3 |
1,242.0 |
1,233.0 |
1,210.5 |
|
R2 |
1,223.2 |
1,223.2 |
1,208.7 |
|
R1 |
1,214.2 |
1,214.2 |
1,207.0 |
1,218.7 |
PP |
1,204.4 |
1,204.4 |
1,204.4 |
1,206.6 |
S1 |
1,195.4 |
1,195.4 |
1,203.6 |
1,199.9 |
S2 |
1,185.6 |
1,185.6 |
1,201.9 |
|
S3 |
1,166.8 |
1,176.6 |
1,200.1 |
|
S4 |
1,148.0 |
1,157.8 |
1,195.0 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.2 |
1,293.4 |
1,225.4 |
|
R3 |
1,271.6 |
1,256.8 |
1,215.4 |
|
R2 |
1,235.0 |
1,235.0 |
1,212.0 |
|
R1 |
1,220.2 |
1,220.2 |
1,208.7 |
1,227.6 |
PP |
1,198.4 |
1,198.4 |
1,198.4 |
1,202.2 |
S1 |
1,183.6 |
1,183.6 |
1,201.9 |
1,191.0 |
S2 |
1,161.8 |
1,161.8 |
1,198.6 |
|
S3 |
1,125.2 |
1,147.0 |
1,195.2 |
|
S4 |
1,088.6 |
1,110.4 |
1,185.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,213.3 |
1,176.7 |
36.6 |
3.0% |
15.3 |
1.3% |
78% |
True |
False |
94,777 |
10 |
1,213.3 |
1,159.3 |
54.0 |
4.5% |
16.0 |
1.3% |
85% |
True |
False |
103,906 |
20 |
1,222.1 |
1,159.3 |
62.8 |
5.2% |
17.1 |
1.4% |
73% |
False |
False |
64,521 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.2% |
18.6 |
1.5% |
41% |
False |
False |
36,912 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.2% |
19.4 |
1.6% |
41% |
False |
False |
26,287 |
80 |
1,270.6 |
1,127.8 |
142.8 |
11.8% |
19.3 |
1.6% |
54% |
False |
False |
20,477 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.0% |
18.2 |
1.5% |
64% |
False |
False |
16,679 |
120 |
1,270.6 |
1,089.9 |
180.7 |
15.0% |
18.0 |
1.5% |
64% |
False |
False |
14,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.2 |
2.618 |
1,262.5 |
1.618 |
1,243.7 |
1.000 |
1,232.1 |
0.618 |
1,224.9 |
HIGH |
1,213.3 |
0.618 |
1,206.1 |
0.500 |
1,203.9 |
0.382 |
1,201.7 |
LOW |
1,194.5 |
0.618 |
1,182.9 |
1.000 |
1,175.7 |
1.618 |
1,164.1 |
2.618 |
1,145.3 |
4.250 |
1,114.6 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,204.8 |
1,203.6 |
PP |
1,204.4 |
1,201.9 |
S1 |
1,203.9 |
1,200.2 |
|