Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,120.50 |
1,119.25 |
-1.25 |
-0.1% |
1,098.75 |
High |
1,122.50 |
1,121.75 |
-0.75 |
-0.1% |
1,122.50 |
Low |
1,111.00 |
1,099.50 |
-11.50 |
-1.0% |
1,097.50 |
Close |
1,118.75 |
1,114.75 |
-4.00 |
-0.4% |
1,114.75 |
Range |
11.50 |
22.25 |
10.75 |
93.5% |
25.00 |
ATR |
19.80 |
19.97 |
0.18 |
0.9% |
0.00 |
Volume |
3,607 |
3,637 |
30 |
0.8% |
19,553 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,178.75 |
1,169.00 |
1,127.00 |
|
R3 |
1,156.50 |
1,146.75 |
1,120.75 |
|
R2 |
1,134.25 |
1,134.25 |
1,118.75 |
|
R1 |
1,124.50 |
1,124.50 |
1,116.75 |
1,118.25 |
PP |
1,112.00 |
1,112.00 |
1,112.00 |
1,109.00 |
S1 |
1,102.25 |
1,102.25 |
1,112.75 |
1,096.00 |
S2 |
1,089.75 |
1,089.75 |
1,110.75 |
|
S3 |
1,067.50 |
1,080.00 |
1,108.75 |
|
S4 |
1,045.25 |
1,057.75 |
1,102.50 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.50 |
1,175.75 |
1,128.50 |
|
R3 |
1,161.50 |
1,150.75 |
1,121.50 |
|
R2 |
1,136.50 |
1,136.50 |
1,119.25 |
|
R1 |
1,125.75 |
1,125.75 |
1,117.00 |
1,131.00 |
PP |
1,111.50 |
1,111.50 |
1,111.50 |
1,114.25 |
S1 |
1,100.75 |
1,100.75 |
1,112.50 |
1,106.00 |
S2 |
1,086.50 |
1,086.50 |
1,110.25 |
|
S3 |
1,061.50 |
1,075.75 |
1,108.00 |
|
S4 |
1,036.50 |
1,050.75 |
1,101.00 |
|
|
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 |
1,097.50 |
25.00 |
2.2% |
15.50 |
1.4% |
69% |
False |
False |
3,910 |
10 |
1,122.50 |
1,079.00 |
43.50 |
3.9% |
16.50 |
1.5% |
82% |
False |
False |
2,631 |
20 |
1,122.50 |
1,046.50 |
76.00 |
6.8% |
19.50 |
1.7% |
90% |
False |
False |
3,193 |
40 |
1,125.00 |
998.75 |
126.25 |
11.3% |
20.50 |
1.8% |
92% |
False |
False |
2,241 |
60 |
1,164.75 |
998.75 |
166.00 |
14.9% |
23.50 |
2.1% |
70% |
False |
False |
1,523 |
80 |
1,208.00 |
998.75 |
209.25 |
18.8% |
23.75 |
2.1% |
55% |
False |
False |
1,179 |
100 |
1,208.00 |
998.75 |
209.25 |
18.8% |
20.75 |
1.9% |
55% |
False |
False |
946 |
120 |
1,208.00 |
998.75 |
209.25 |
18.8% |
18.00 |
1.6% |
55% |
False |
False |
803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.25 |
2.618 |
1,180.00 |
1.618 |
1,157.75 |
1.000 |
1,144.00 |
0.618 |
1,135.50 |
HIGH |
1,121.75 |
0.618 |
1,113.25 |
0.500 |
1,110.50 |
0.382 |
1,108.00 |
LOW |
1,099.50 |
0.618 |
1,085.75 |
1.000 |
1,077.25 |
1.618 |
1,063.50 |
2.618 |
1,041.25 |
4.250 |
1,005.00 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,113.50 |
1,113.50 |
PP |
1,112.00 |
1,112.25 |
S1 |
1,110.50 |
1,111.00 |
|