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 |
10,581 |
10,567 |
-14 |
-0.1% |
10,393 |
High |
10,596 |
10,591 |
-5 |
0.0% |
10,596 |
Low |
10,505 |
10,408 |
-97 |
-0.9% |
10,385 |
Close |
10,570 |
10,548 |
-22 |
-0.2% |
10,548 |
Range |
91 |
183 |
92 |
101.1% |
211 |
ATR |
157 |
159 |
2 |
1.2% |
0 |
Volume |
79 |
74 |
-5 |
-6.3% |
373 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,065 |
10,989 |
10,649 |
|
R3 |
10,882 |
10,806 |
10,598 |
|
R2 |
10,699 |
10,699 |
10,582 |
|
R1 |
10,623 |
10,623 |
10,565 |
10,570 |
PP |
10,516 |
10,516 |
10,516 |
10,489 |
S1 |
10,440 |
10,440 |
10,531 |
10,387 |
S2 |
10,333 |
10,333 |
10,515 |
|
S3 |
10,150 |
10,257 |
10,498 |
|
S4 |
9,967 |
10,074 |
10,447 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,143 |
11,056 |
10,664 |
|
R3 |
10,932 |
10,845 |
10,606 |
|
R2 |
10,721 |
10,721 |
10,587 |
|
R1 |
10,634 |
10,634 |
10,567 |
10,678 |
PP |
10,510 |
10,510 |
10,510 |
10,531 |
S1 |
10,423 |
10,423 |
10,529 |
10,467 |
S2 |
10,299 |
10,299 |
10,509 |
|
S3 |
10,088 |
10,212 |
10,490 |
|
S4 |
9,877 |
10,001 |
10,432 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,596 |
10,385 |
211 |
2.0% |
129 |
1.2% |
77% |
False |
False |
74 |
10 |
10,596 |
10,232 |
364 |
3.5% |
132 |
1.3% |
87% |
False |
False |
72 |
20 |
10,596 |
9,887 |
709 |
6.7% |
159 |
1.5% |
93% |
False |
False |
71 |
40 |
10,596 |
9,452 |
1,144 |
10.8% |
155 |
1.5% |
96% |
False |
False |
67 |
60 |
10,654 |
9,452 |
1,202 |
11.4% |
129 |
1.2% |
91% |
False |
False |
46 |
80 |
11,033 |
9,452 |
1,581 |
15.0% |
121 |
1.1% |
69% |
False |
False |
35 |
100 |
11,033 |
9,452 |
1,581 |
15.0% |
99 |
0.9% |
69% |
False |
False |
28 |
120 |
11,033 |
9,452 |
1,581 |
15.0% |
84 |
0.8% |
69% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,369 |
2.618 |
11,070 |
1.618 |
10,887 |
1.000 |
10,774 |
0.618 |
10,704 |
HIGH |
10,591 |
0.618 |
10,521 |
0.500 |
10,500 |
0.382 |
10,478 |
LOW |
10,408 |
0.618 |
10,295 |
1.000 |
10,225 |
1.618 |
10,112 |
2.618 |
9,929 |
4.250 |
9,630 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,532 |
10,533 |
PP |
10,516 |
10,517 |
S1 |
10,500 |
10,502 |
|