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 |
111.99 |
112.48 |
0.49 |
0.4% |
110.60 |
High |
112.94 |
112.77 |
-0.17 |
-0.2% |
112.29 |
Low |
111.54 |
111.85 |
0.31 |
0.3% |
108.98 |
Close |
112.76 |
112.22 |
-0.54 |
-0.5% |
110.27 |
Range |
1.40 |
0.92 |
-0.48 |
-34.3% |
3.31 |
ATR |
2.04 |
1.96 |
-0.08 |
-3.9% |
0.00 |
Volume |
188,064,126 |
146,529,964 |
-41,534,162 |
-22.1% |
989,563,636 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.04 |
114.55 |
112.73 |
|
R3 |
114.12 |
113.63 |
112.47 |
|
R2 |
113.20 |
113.20 |
112.39 |
|
R1 |
112.71 |
112.71 |
112.30 |
112.50 |
PP |
112.28 |
112.28 |
112.28 |
112.17 |
S1 |
111.79 |
111.79 |
112.14 |
111.58 |
S2 |
111.36 |
111.36 |
112.05 |
|
S3 |
110.44 |
110.87 |
111.97 |
|
S4 |
109.52 |
109.95 |
111.71 |
|
|
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% |
1.56 |
1.4% |
82% |
False |
False |
187,480,662 |
10 |
112.94 |
106.63 |
6.31 |
5.6% |
1.61 |
1.4% |
89% |
False |
False |
208,496,701 |
20 |
112.94 |
103.02 |
9.92 |
8.8% |
1.70 |
1.5% |
93% |
False |
False |
209,025,854 |
40 |
113.20 |
101.13 |
12.07 |
10.8% |
1.80 |
1.6% |
92% |
False |
False |
233,626,161 |
60 |
117.68 |
101.13 |
16.55 |
14.7% |
2.01 |
1.8% |
67% |
False |
False |
266,604,098 |
80 |
122.12 |
101.13 |
20.99 |
18.7% |
2.05 |
1.8% |
53% |
False |
False |
266,181,536 |
100 |
122.12 |
101.13 |
20.99 |
18.7% |
1.86 |
1.7% |
53% |
False |
False |
246,568,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.68 |
2.618 |
115.18 |
1.618 |
114.26 |
1.000 |
113.69 |
0.618 |
113.34 |
HIGH |
112.77 |
0.618 |
112.42 |
0.500 |
112.31 |
0.382 |
112.20 |
LOW |
111.85 |
0.618 |
111.28 |
1.000 |
110.93 |
1.618 |
110.36 |
2.618 |
109.44 |
4.250 |
107.94 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
112.31 |
111.80 |
PP |
112.28 |
111.38 |
S1 |
112.25 |
110.96 |
|