Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,113.00 |
1,120.50 |
7.50 |
0.7% |
1,097.00 |
High |
1,121.00 |
1,122.50 |
1.50 |
0.1% |
1,114.00 |
Low |
1,108.00 |
1,111.00 |
3.00 |
0.3% |
1,079.00 |
Close |
1,120.00 |
1,118.75 |
-1.25 |
-0.1% |
1,093.50 |
Range |
13.00 |
11.50 |
-1.50 |
-11.5% |
35.00 |
ATR |
20.44 |
19.80 |
-0.64 |
-3.1% |
0.00 |
Volume |
4,177 |
3,607 |
-570 |
-13.6% |
6,761 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.00 |
1,146.75 |
1,125.00 |
|
R3 |
1,140.50 |
1,135.25 |
1,122.00 |
|
R2 |
1,129.00 |
1,129.00 |
1,120.75 |
|
R1 |
1,123.75 |
1,123.75 |
1,119.75 |
1,120.50 |
PP |
1,117.50 |
1,117.50 |
1,117.50 |
1,115.75 |
S1 |
1,112.25 |
1,112.25 |
1,117.75 |
1,109.00 |
S2 |
1,106.00 |
1,106.00 |
1,116.75 |
|
S3 |
1,094.50 |
1,100.75 |
1,115.50 |
|
S4 |
1,083.00 |
1,089.25 |
1,112.50 |
|
|
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 |
1,122.50 |
1,079.00 |
43.50 |
3.9% |
15.00 |
1.3% |
91% |
True |
False |
3,486 |
10 |
1,122.50 |
1,079.00 |
43.50 |
3.9% |
15.75 |
1.4% |
91% |
True |
False |
2,603 |
20 |
1,122.50 |
1,046.50 |
76.00 |
6.8% |
19.00 |
1.7% |
95% |
True |
False |
3,077 |
40 |
1,125.00 |
998.75 |
126.25 |
11.3% |
20.75 |
1.9% |
95% |
False |
False |
2,152 |
60 |
1,164.75 |
998.75 |
166.00 |
14.8% |
23.50 |
2.1% |
72% |
False |
False |
1,465 |
80 |
1,208.00 |
998.75 |
209.25 |
18.7% |
23.50 |
2.1% |
57% |
False |
False |
1,135 |
100 |
1,208.00 |
998.75 |
209.25 |
18.7% |
20.50 |
1.8% |
57% |
False |
False |
913 |
120 |
1,208.00 |
998.75 |
209.25 |
18.7% |
17.75 |
1.6% |
57% |
False |
False |
773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.50 |
2.618 |
1,152.50 |
1.618 |
1,141.00 |
1.000 |
1,134.00 |
0.618 |
1,129.50 |
HIGH |
1,122.50 |
0.618 |
1,118.00 |
0.500 |
1,116.75 |
0.382 |
1,115.50 |
LOW |
1,111.00 |
0.618 |
1,104.00 |
1.000 |
1,099.50 |
1.618 |
1,092.50 |
2.618 |
1,081.00 |
4.250 |
1,062.00 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,118.00 |
1,117.50 |
PP |
1,117.50 |
1,116.50 |
S1 |
1,116.75 |
1,115.25 |
|