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 |
10,393 |
10,540 |
147 |
1.4% |
10,316 |
High |
10,579 |
10,560 |
-19 |
-0.2% |
10,471 |
Low |
10,385 |
10,487 |
102 |
1.0% |
10,232 |
Close |
10,551 |
10,528 |
-23 |
-0.2% |
10,351 |
Range |
194 |
73 |
-121 |
-62.4% |
239 |
ATR |
173 |
166 |
-7 |
-4.1% |
0 |
Volume |
77 |
95 |
18 |
23.4% |
349 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,744 |
10,709 |
10,568 |
|
R3 |
10,671 |
10,636 |
10,548 |
|
R2 |
10,598 |
10,598 |
10,542 |
|
R1 |
10,563 |
10,563 |
10,535 |
10,544 |
PP |
10,525 |
10,525 |
10,525 |
10,516 |
S1 |
10,490 |
10,490 |
10,521 |
10,471 |
S2 |
10,452 |
10,452 |
10,515 |
|
S3 |
10,379 |
10,417 |
10,508 |
|
S4 |
10,306 |
10,344 |
10,488 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,068 |
10,949 |
10,483 |
|
R3 |
10,829 |
10,710 |
10,417 |
|
R2 |
10,590 |
10,590 |
10,395 |
|
R1 |
10,471 |
10,471 |
10,373 |
10,531 |
PP |
10,351 |
10,351 |
10,351 |
10,381 |
S1 |
10,232 |
10,232 |
10,329 |
10,292 |
S2 |
10,112 |
10,112 |
10,307 |
|
S3 |
9,873 |
9,993 |
10,285 |
|
S4 |
9,634 |
9,754 |
10,220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,579 |
10,232 |
347 |
3.3% |
147 |
1.4% |
85% |
False |
False |
86 |
10 |
10,579 |
9,952 |
627 |
6.0% |
159 |
1.5% |
92% |
False |
False |
76 |
20 |
10,579 |
9,557 |
1,022 |
9.7% |
170 |
1.6% |
95% |
False |
False |
71 |
40 |
10,579 |
9,452 |
1,127 |
10.7% |
152 |
1.4% |
95% |
False |
False |
62 |
60 |
10,743 |
9,452 |
1,291 |
12.3% |
131 |
1.2% |
83% |
False |
False |
43 |
80 |
11,033 |
9,452 |
1,581 |
15.0% |
117 |
1.1% |
68% |
False |
False |
32 |
100 |
11,033 |
9,452 |
1,581 |
15.0% |
95 |
0.9% |
68% |
False |
False |
26 |
120 |
11,033 |
9,452 |
1,581 |
15.0% |
81 |
0.8% |
68% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,870 |
2.618 |
10,751 |
1.618 |
10,678 |
1.000 |
10,633 |
0.618 |
10,605 |
HIGH |
10,560 |
0.618 |
10,532 |
0.500 |
10,524 |
0.382 |
10,515 |
LOW |
10,487 |
0.618 |
10,442 |
1.000 |
10,414 |
1.618 |
10,369 |
2.618 |
10,296 |
4.250 |
10,177 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,527 |
10,487 |
PP |
10,525 |
10,446 |
S1 |
10,524 |
10,406 |
|