Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,092.50 |
1,098.75 |
6.25 |
0.6% |
1,097.00 |
High |
1,098.50 |
1,119.50 |
21.00 |
1.9% |
1,114.00 |
Low |
1,079.00 |
1,097.50 |
18.50 |
1.7% |
1,079.00 |
Close |
1,093.50 |
1,117.00 |
23.50 |
2.1% |
1,093.50 |
Range |
19.50 |
22.00 |
2.50 |
12.8% |
35.00 |
ATR |
21.64 |
21.95 |
0.31 |
1.4% |
0.00 |
Volume |
1,517 |
4,884 |
3,367 |
222.0% |
6,761 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.25 |
1,169.25 |
1,129.00 |
|
R3 |
1,155.25 |
1,147.25 |
1,123.00 |
|
R2 |
1,133.25 |
1,133.25 |
1,121.00 |
|
R1 |
1,125.25 |
1,125.25 |
1,119.00 |
1,129.25 |
PP |
1,111.25 |
1,111.25 |
1,111.25 |
1,113.50 |
S1 |
1,103.25 |
1,103.25 |
1,115.00 |
1,107.25 |
S2 |
1,089.25 |
1,089.25 |
1,113.00 |
|
S3 |
1,067.25 |
1,081.25 |
1,111.00 |
|
S4 |
1,045.25 |
1,059.25 |
1,105.00 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.50 |
1,182.00 |
1,112.75 |
|
R3 |
1,165.50 |
1,147.00 |
1,103.00 |
|
R2 |
1,130.50 |
1,130.50 |
1,100.00 |
|
R1 |
1,112.00 |
1,112.00 |
1,096.75 |
1,103.75 |
PP |
1,095.50 |
1,095.50 |
1,095.50 |
1,091.50 |
S1 |
1,077.00 |
1,077.00 |
1,090.25 |
1,068.75 |
S2 |
1,060.50 |
1,060.50 |
1,087.00 |
|
S3 |
1,025.50 |
1,042.00 |
1,084.00 |
|
S4 |
990.50 |
1,007.00 |
1,074.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,119.50 |
1,079.00 |
40.50 |
3.6% |
19.00 |
1.7% |
94% |
True |
False |
1,692 |
10 |
1,119.50 |
1,046.50 |
73.00 |
6.5% |
21.50 |
1.9% |
97% |
True |
False |
3,549 |
20 |
1,119.50 |
998.75 |
120.75 |
10.8% |
22.00 |
2.0% |
98% |
True |
False |
2,806 |
40 |
1,125.00 |
998.75 |
126.25 |
11.3% |
21.75 |
1.9% |
94% |
False |
False |
1,883 |
60 |
1,164.75 |
998.75 |
166.00 |
14.9% |
24.75 |
2.2% |
71% |
False |
False |
1,294 |
80 |
1,208.00 |
998.75 |
209.25 |
18.7% |
23.50 |
2.1% |
57% |
False |
False |
998 |
100 |
1,208.00 |
998.75 |
209.25 |
18.7% |
20.50 |
1.8% |
57% |
False |
False |
807 |
120 |
1,208.00 |
998.75 |
209.25 |
18.7% |
17.75 |
1.6% |
57% |
False |
False |
682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.00 |
2.618 |
1,177.00 |
1.618 |
1,155.00 |
1.000 |
1,141.50 |
0.618 |
1,133.00 |
HIGH |
1,119.50 |
0.618 |
1,111.00 |
0.500 |
1,108.50 |
0.382 |
1,106.00 |
LOW |
1,097.50 |
0.618 |
1,084.00 |
1.000 |
1,075.50 |
1.618 |
1,062.00 |
2.618 |
1,040.00 |
4.250 |
1,004.00 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,114.25 |
1,111.00 |
PP |
1,111.25 |
1,105.25 |
S1 |
1,108.50 |
1,099.25 |
|