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 |
1,117.00 |
1,113.00 |
-4.00 |
-0.4% |
1,097.00 |
High |
1,117.75 |
1,121.00 |
3.25 |
0.3% |
1,114.00 |
Low |
1,109.00 |
1,108.00 |
-1.00 |
-0.1% |
1,079.00 |
Close |
1,113.50 |
1,120.00 |
6.50 |
0.6% |
1,093.50 |
Range |
8.75 |
13.00 |
4.25 |
48.6% |
35.00 |
ATR |
21.01 |
20.44 |
-0.57 |
-2.7% |
0.00 |
Volume |
3,248 |
4,177 |
929 |
28.6% |
6,761 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.25 |
1,150.75 |
1,127.25 |
|
R3 |
1,142.25 |
1,137.75 |
1,123.50 |
|
R2 |
1,129.25 |
1,129.25 |
1,122.50 |
|
R1 |
1,124.75 |
1,124.75 |
1,121.25 |
1,127.00 |
PP |
1,116.25 |
1,116.25 |
1,116.25 |
1,117.50 |
S1 |
1,111.75 |
1,111.75 |
1,118.75 |
1,114.00 |
S2 |
1,103.25 |
1,103.25 |
1,117.50 |
|
S3 |
1,090.25 |
1,098.75 |
1,116.50 |
|
S4 |
1,077.25 |
1,085.75 |
1,112.75 |
|
|
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 |
1,121.00 |
1,079.00 |
42.00 |
3.8% |
17.50 |
1.6% |
98% |
True |
False |
2,885 |
10 |
1,121.00 |
1,056.50 |
64.50 |
5.8% |
18.00 |
1.6% |
98% |
True |
False |
2,935 |
20 |
1,121.00 |
1,046.50 |
74.50 |
6.7% |
19.00 |
1.7% |
99% |
True |
False |
3,013 |
40 |
1,125.00 |
998.75 |
126.25 |
11.3% |
21.25 |
1.9% |
96% |
False |
False |
2,063 |
60 |
1,164.75 |
998.75 |
166.00 |
14.8% |
23.75 |
2.1% |
73% |
False |
False |
1,407 |
80 |
1,208.00 |
998.75 |
209.25 |
18.7% |
23.50 |
2.1% |
58% |
False |
False |
1,090 |
100 |
1,208.00 |
998.75 |
209.25 |
18.7% |
20.50 |
1.8% |
58% |
False |
False |
881 |
120 |
1,208.00 |
998.75 |
209.25 |
18.7% |
17.75 |
1.6% |
58% |
False |
False |
743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.25 |
2.618 |
1,155.00 |
1.618 |
1,142.00 |
1.000 |
1,134.00 |
0.618 |
1,129.00 |
HIGH |
1,121.00 |
0.618 |
1,116.00 |
0.500 |
1,114.50 |
0.382 |
1,113.00 |
LOW |
1,108.00 |
0.618 |
1,100.00 |
1.000 |
1,095.00 |
1.618 |
1,087.00 |
2.618 |
1,074.00 |
4.250 |
1,052.75 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,118.25 |
1,116.50 |
PP |
1,116.25 |
1,112.75 |
S1 |
1,114.50 |
1,109.25 |
|