| 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 |
2,750.0 |
2,807.0 |
57.0 |
2.1% |
2,725.0 |
| High |
2,822.0 |
2,812.0 |
-10.0 |
-0.4% |
2,787.0 |
| Low |
2,748.0 |
2,781.0 |
33.0 |
1.2% |
2,694.0 |
| Close |
2,802.0 |
2,802.0 |
0.0 |
0.0% |
2,732.0 |
| Range |
74.0 |
31.0 |
-43.0 |
-58.1% |
93.0 |
| ATR |
64.2 |
61.8 |
-2.4 |
-3.7% |
0.0 |
| Volume |
128 |
421 |
293 |
228.9% |
10,083 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.3 |
2,877.7 |
2,819.1 |
|
| R3 |
2,860.3 |
2,846.7 |
2,810.5 |
|
| R2 |
2,829.3 |
2,829.3 |
2,807.7 |
|
| R1 |
2,815.7 |
2,815.7 |
2,804.8 |
2,807.0 |
| PP |
2,798.3 |
2,798.3 |
2,798.3 |
2,794.0 |
| S1 |
2,784.7 |
2,784.7 |
2,799.2 |
2,776.0 |
| S2 |
2,767.3 |
2,767.3 |
2,796.3 |
|
| S3 |
2,736.3 |
2,753.7 |
2,793.5 |
|
| S4 |
2,705.3 |
2,722.7 |
2,785.0 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,967.3 |
2,783.2 |
|
| R3 |
2,923.7 |
2,874.3 |
2,757.6 |
|
| R2 |
2,830.7 |
2,830.7 |
2,749.1 |
|
| R1 |
2,781.3 |
2,781.3 |
2,740.5 |
2,806.0 |
| PP |
2,737.7 |
2,737.7 |
2,737.7 |
2,750.0 |
| S1 |
2,688.3 |
2,688.3 |
2,723.5 |
2,713.0 |
| S2 |
2,644.7 |
2,644.7 |
2,715.0 |
|
| S3 |
2,551.7 |
2,595.3 |
2,706.4 |
|
| S4 |
2,458.7 |
2,502.3 |
2,680.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,822.0 |
2,694.0 |
128.0 |
4.6% |
55.0 |
2.0% |
84% |
False |
False |
1,413 |
| 10 |
2,822.0 |
2,589.0 |
233.0 |
8.3% |
57.3 |
2.0% |
91% |
False |
False |
2,359 |
| 20 |
2,822.0 |
2,517.0 |
305.0 |
10.9% |
58.7 |
2.1% |
93% |
False |
False |
2,220 |
| 40 |
2,822.0 |
2,480.0 |
342.0 |
12.2% |
58.8 |
2.1% |
94% |
False |
False |
5,077 |
| 60 |
2,822.0 |
2,424.0 |
398.0 |
14.2% |
63.3 |
2.3% |
95% |
False |
False |
3,975 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
19.6% |
66.6 |
2.4% |
75% |
False |
False |
3,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,943.8 |
|
2.618 |
2,893.2 |
|
1.618 |
2,862.2 |
|
1.000 |
2,843.0 |
|
0.618 |
2,831.2 |
|
HIGH |
2,812.0 |
|
0.618 |
2,800.2 |
|
0.500 |
2,796.5 |
|
0.382 |
2,792.8 |
|
LOW |
2,781.0 |
|
0.618 |
2,761.8 |
|
1.000 |
2,750.0 |
|
1.618 |
2,730.8 |
|
2.618 |
2,699.8 |
|
4.250 |
2,649.3 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.2 |
2,787.3 |
| PP |
2,798.3 |
2,772.7 |
| S1 |
2,796.5 |
2,758.0 |
|