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 |
1,098.75 |
1,117.00 |
18.25 |
1.7% |
1,097.00 |
High |
1,119.50 |
1,117.75 |
-1.75 |
-0.2% |
1,114.00 |
Low |
1,097.50 |
1,109.00 |
11.50 |
1.0% |
1,079.00 |
Close |
1,117.00 |
1,113.50 |
-3.50 |
-0.3% |
1,093.50 |
Range |
22.00 |
8.75 |
-13.25 |
-60.2% |
35.00 |
ATR |
21.95 |
21.01 |
-0.94 |
-4.3% |
0.00 |
Volume |
4,884 |
3,248 |
-1,636 |
-33.5% |
6,761 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.75 |
1,135.25 |
1,118.25 |
|
R3 |
1,131.00 |
1,126.50 |
1,116.00 |
|
R2 |
1,122.25 |
1,122.25 |
1,115.00 |
|
R1 |
1,117.75 |
1,117.75 |
1,114.25 |
1,115.50 |
PP |
1,113.50 |
1,113.50 |
1,113.50 |
1,112.25 |
S1 |
1,109.00 |
1,109.00 |
1,112.75 |
1,107.00 |
S2 |
1,104.75 |
1,104.75 |
1,112.00 |
|
S3 |
1,096.00 |
1,100.25 |
1,111.00 |
|
S4 |
1,087.25 |
1,091.50 |
1,108.75 |
|
|
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% |
18.25 |
1.6% |
85% |
False |
False |
2,170 |
10 |
1,119.50 |
1,056.50 |
63.00 |
5.7% |
19.25 |
1.7% |
90% |
False |
False |
3,110 |
20 |
1,119.50 |
1,011.75 |
107.75 |
9.7% |
20.50 |
1.9% |
94% |
False |
False |
2,908 |
40 |
1,125.00 |
998.75 |
126.25 |
11.3% |
21.25 |
1.9% |
91% |
False |
False |
1,964 |
60 |
1,164.75 |
998.75 |
166.00 |
14.9% |
24.25 |
2.2% |
69% |
False |
False |
1,345 |
80 |
1,208.00 |
998.75 |
209.25 |
18.8% |
23.50 |
2.1% |
55% |
False |
False |
1,038 |
100 |
1,208.00 |
998.75 |
209.25 |
18.8% |
20.50 |
1.8% |
55% |
False |
False |
839 |
120 |
1,208.00 |
998.75 |
209.25 |
18.8% |
17.75 |
1.6% |
55% |
False |
False |
708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,155.00 |
2.618 |
1,140.75 |
1.618 |
1,132.00 |
1.000 |
1,126.50 |
0.618 |
1,123.25 |
HIGH |
1,117.75 |
0.618 |
1,114.50 |
0.500 |
1,113.50 |
0.382 |
1,112.25 |
LOW |
1,109.00 |
0.618 |
1,103.50 |
1.000 |
1,100.25 |
1.618 |
1,094.75 |
2.618 |
1,086.00 |
4.250 |
1,071.75 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,113.50 |
1,108.75 |
PP |
1,113.50 |
1,104.00 |
S1 |
1,113.50 |
1,099.25 |
|