Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
109.17 |
111.99 |
2.82 |
2.6% |
110.60 |
High |
110.86 |
112.94 |
2.08 |
1.9% |
112.29 |
Low |
108.98 |
111.54 |
2.56 |
2.3% |
108.98 |
Close |
110.27 |
112.76 |
2.49 |
2.3% |
110.27 |
Range |
1.88 |
1.40 |
-0.48 |
-25.5% |
3.31 |
ATR |
1.99 |
2.04 |
0.05 |
2.5% |
0.00 |
Volume |
219,886,633 |
188,064,126 |
-31,822,507 |
-14.5% |
989,563,636 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.61 |
116.09 |
113.53 |
|
R3 |
115.21 |
114.69 |
113.15 |
|
R2 |
113.81 |
113.81 |
113.02 |
|
R1 |
113.29 |
113.29 |
112.89 |
113.55 |
PP |
112.41 |
112.41 |
112.41 |
112.55 |
S1 |
111.89 |
111.89 |
112.63 |
112.15 |
S2 |
111.01 |
111.01 |
112.50 |
|
S3 |
109.61 |
110.49 |
112.38 |
|
S4 |
108.21 |
109.09 |
111.99 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.44 |
118.67 |
112.09 |
|
R3 |
117.13 |
115.36 |
111.18 |
|
R2 |
113.82 |
113.82 |
110.88 |
|
R1 |
112.05 |
112.05 |
110.57 |
111.28 |
PP |
110.51 |
110.51 |
110.51 |
110.13 |
S1 |
108.74 |
108.74 |
109.97 |
107.97 |
S2 |
107.20 |
107.20 |
109.66 |
|
S3 |
103.89 |
105.43 |
109.36 |
|
S4 |
100.58 |
102.12 |
108.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.94 |
108.98 |
3.96 |
3.5% |
1.61 |
1.4% |
95% |
True |
False |
199,130,239 |
10 |
112.94 |
105.82 |
7.12 |
6.3% |
1.79 |
1.6% |
97% |
True |
False |
219,633,576 |
20 |
112.94 |
101.88 |
11.06 |
9.8% |
1.78 |
1.6% |
98% |
True |
False |
214,489,115 |
40 |
113.20 |
101.13 |
12.07 |
10.7% |
1.83 |
1.6% |
96% |
False |
False |
236,570,477 |
60 |
117.68 |
101.13 |
16.55 |
14.7% |
2.07 |
1.8% |
70% |
False |
False |
274,775,404 |
80 |
122.12 |
101.13 |
20.99 |
18.6% |
2.05 |
1.8% |
55% |
False |
False |
266,008,710 |
100 |
122.12 |
101.13 |
20.99 |
18.6% |
1.86 |
1.7% |
55% |
False |
False |
246,707,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.89 |
2.618 |
116.61 |
1.618 |
115.21 |
1.000 |
114.34 |
0.618 |
113.81 |
HIGH |
112.94 |
0.618 |
112.41 |
0.500 |
112.24 |
0.382 |
112.07 |
LOW |
111.54 |
0.618 |
110.67 |
1.000 |
110.14 |
1.618 |
109.27 |
2.618 |
107.87 |
4.250 |
105.59 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
112.59 |
112.16 |
PP |
112.41 |
111.56 |
S1 |
112.24 |
110.96 |
|